vectorbt
vectorbt copied to clipboard
polakowo
Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
I ran into a problem when I have multiple signals for entries, and the stop loss value gets overwrites whenever position > 0 and there is a new entry signal....
Hi, I am in the initial stages of building the Supertrend indicator. I will clean and optimize the code later, but if possible could you have a quick look and...
Are there any plans to implement some form of multicore processing in this library? Was just looking at speeding up pandas and came across modin etc. but this would of...
Hi Polakowo! thank you for vectorbt. Here a fan of the hyperparameter optimization. We all know this beautiful snippet: ``` windows = np.arange(2, 101) fast_ma, slow_ma = vbt.MA.run_combs(price, window=windows, r=2,...
Hi @polakowo , First of all, thank you for this wonderful library :). I play a lot with it and integrate to my pipeline currently. I have a problem, I'm...
Hi, When passing arrays as parameters to IndicatorFactory, is there a way to display the array values as column names in the output instead of array0, array 1 etc. That's...
Is there a generic way to create a new method for these performance metrics, kind of how indicators has an indicator factory? Would be nice to be able to add...
Love the sentiment and intiative of this module - keep it up! To my problem, I am a novice and having a hard time getting started - it there are...
## You can adjust your dates here ## # res = np.flipud(dataset[range(100), 0]) res = predicted_stock_data[:,0] # res = np.array(res) # res = np.flipud(dataset[range(100), 0]) res = np.array(res) des =...
Is it possible to make trades manually and then see an extensive analysis from a loss, gain perspective?