Oleg Polakow
Oleg Polakow
Docker images are stale yes but they are just for pure convenience, you should be able to build the latest image locally using the Dockerfile.
The model 1 and 2 & 3 (they are the same thing) differ in only one thing: 1 executes orders using the hit price, and 2 & 3 execute orders...
Duplicate of https://github.com/polakowo/vectorbt/issues/471
Just pass the frequency of your data such as freq="1D" to from_signals.
Here's a notebook that is up to date - https://nbviewer.org/github/polakowo/vectorbt/blob/master/examples/StopSignals.ipynb
Fees and slippage aren't taken into account when target percentage is translated into number of shares in order to satisfy the 100% portfolio value requirement. Thus, you short buy slightly...
Not a bug, you cannot expect the max drawdown of a grouped portfolio (where equities are added together) be the same as the average max drawdown of individual portfolios. If...
You just need to remove size and size_type, VBT enters with full capital by default.
And for position reversal, instead of providing short_entries and short_exits you can simply use direction="both".
You don't need to create a Data object, you can use pandas Series/DataFrame just as fine. But if you still want a Data object, pass `download_kwargs={}`