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={}`