Comments (3)
Good catch. I have never personally had contradicting signals because I always tried to clear them myself before simulation. As you see buying/selling the diff in size isnโt always the best approach. Maybe we should really ignore these types of events or at least let the user decide how he wants them to be treated.
Iโll release a fix today.
from vectorbt.
Added two arguments to from_signals
method: accumulate_exit_mode
to specify whether accumulation should also allow a granular decrease of the position (by default closes the position at first exit signal), and conflict_mode
to specify what to do if entry and exit signals are both true (ignore by default).
from vectorbt.
Thanks.
from vectorbt.
Related Issues (20)
- tp_stop with accumulate gives wrong result
- Data mismatch
- Incorrect Position Size Allocation Across Multiple Assets HOT 3
- For the same precision data, there is an accuracy error in the results.
- Issues with combining multiple plots into subplots in 1 figure HOT 1
- Plotting Error: Subplot 'trade_pnl' raised an exception HOT 1
- Getting Daily PNL Portfolio Change
- What is the difference in the documentation of vectorbt PRO vs the open source vectorbt?
- What is the benchmark plotted in pf.plot().show()?
- How to use run_combs in combination with other signals?
- Questions about backtesting
- StopLoss group_by
- Plots missing "close" curve
- Import Errors HOT 5
- Plotting with custom benchmark_rets got error (VectorBT used undefined attribute 'obj')
- Datetime support with from_order_func HOT 1
- Dockerfile changes to run /apps/candlestick-patterns app
- Multiprocessing Error When Creating Portofiolio
- Pandas MultiIndex on axis 0 HOT 1
- Closing all positions at the end of the day
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from vectorbt.