Oleg Polakow

Great analysis, as a rule of thumb: use vbt's methods for regular SMA/EMA, and talib for Wilder's. Both have the same performance (talib is slightly faster), and you can always...

Pass `group_by=True` and `cash_sharing=True`

If you want an equally-weighted portfolio, don't use from_signals, use from_orders: https://vectorbt.dev/api/portfolio/base/#vectorbt.portfolio.base.Portfolio.from_orders ```python vbt.Portfolio.from_orders( close, 1/2, # allocate 50% to each asset, if there are three assets then use 1/3...

There is an equally-weighted portfolio example in the api documentation of from_orders: https://vectorbt.dev/api/portfolio/base/#vectorbt.portfolio.base.Portfolio.from_orders You can also create an order function that does what you want dynamically, see examples under from_order_func:...

Hi, you can use `pd.read_csv` (https://pandas.pydata.org/docs/reference/api/pandas.read_csv.html) to load the data into a DataFrame

Arguments to the client can be provided using `client_kwargs`. Edit: I now see that it's passed not to the client but to the method. I need to add support for...

client_kwargs is in fetch, not fetch_symbol. Don't use fetch_symbol, it's mostly for internal use.

As said, you can't pass klines_type just yet, I need to manually enable it.

Hi @n1cola2222, please print the entire error with stack trace.

I don't fully understand what you mean by accessing algorithm time. If you want to avoid vectorbt to execute some signals within a specific period, you should manually disable any...