Oleg Polakow

That's true, if you want to apply some slippage to stop orders you can simply increase the stop percentage.

.show() displays an interactive widget, you need to run the notebook to see it

accumulate=True with a finite size will execute each entry

`pf.stats(agg_func=None)` to get the stats for each individual column, `pf.stats(group_by=True)` to get the stats of the entire group. If you're using VBT PRO, see the From orders -> Grouping documentation...

Default exchange is binance, thus the symbol should be ETHUSDT

You can define stop orders by using sl_stop, sl_trail, and tp_stop arguments. Limit orders are only supported in pro.

Use `accumulate=True`

I agree fully, there's an entire argument in the pro version called `single_symbol` that switches this behavior but there's no such argument in the open-source version. Maybe here we could...

You could set `drop_redundant=False` in `vbt.settings.broadcasting` to keep "a" in both examples.

```python price = (bid_price + ask_price) / 2 price[entries] = ask_price price[exits] = bid_price pf = vbt.Portfolio.from_signals(..., price=price, ...) ```