What is the best way to run indicator with halt dates?

[eromoe]

For example use RSI, now I do

1. backfill price , calucate RSI, generate entries
2. 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 .

[polakowo]

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

[eromoe]

@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?

[github-actions[bot]]

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