Oleg Polakow

Results 270 comments of Oleg Polakow

There are ways to change any order-related info of a signal. Provide a field you want to change as an array with one element to from_signals. Also use a template...

Leverage currently supported only in the pro version. Community version doesn't have the required args, but you can always use the low level api of vectorbt to build your own...

Everything is possible, you can either represent your strategy using signals and then pass those signals to from_signals (with accumulation enabled if you want to increase/decrease a position), or use...

Remove the gaps, compute the indicator, put the gaps back. Forward/backward filling skews indicators.

Cumulative returns are computed from equity, that is, if you're not using the most of your cash, your holdings will be small relative to the overall portfolio value, thus driving...

Python 3.11 is not supported yet. It will add support once Numba adds it (watch https://numba.readthedocs.io/en/stable/release-notes.html)

3.11 and 3.12 are supported now

pf.stats(agg_func=None) Free vectorbt doesn’t support parallelization.

I guess you have the initial capital set to default ($100) and your size is also to default (infinity - go all in/out), since 0.744 * 134.23 = 100. Do...