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What is the best way to run indicator with halt dates?
For example use RSI, now I do
- backfill price , calucate RSI, generate
entries
- use all halt dates, set corresponding date in
entries
to false
But, the backfill change the true RSI. I can't come up a good sulotion .
Remove the gaps, compute the indicator, put the gaps back. Forward/backward filling skews indicators.
@polakowo Hi, thank you reply. Since gaps are diffrent dates across all stocks, I haven't found a vectorized way to do . Need loop all stocks and concat them back up, I can't utilize all vectorbt built-in indicators .
I wonder does vectorbt.pro support this feature?
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