Oleg Polakow

Results 285 comments of Oleg Polakow

@cactus1549 vectorbt integrates backtesting and data analysis so it has tons of cool stuff. It doesn't offer all the plots from pyfolio, but it's definitely more flexible in computing/visualizing custom...

It uses stop price by default, that is, for long positions entry price x (1 + tp_stop). By setting stop exit price to “price” it will execute using default order...

If you executed using the close price, then it cannot happen at the same bar. But if you executed using open price, then probably, in such a case the stop...

Other warnings are not related; they are telling you that some subplots cannot display groups, only columns, so you have to pass `group_by=False, column=column` to display `column` of data.

https://vectorbt.dev/api/portfolio/enums/#vectorbt.portfolio.enums.SizeType

The period is too large, probably because you chose a wrong frequency. For example, if you have one million rows and your frequency (`freq` that you pass to `from_signals` or...

Well you have to decide which signals should execute and which not. If for example you want wait until exit before processing the next entry, use SignalFactory (https://github.com/polakowo/vectorbt/blob/master/vectorbt/signals/factory.py) with the...

https://plotly.com/python/renderers/