Comments (1)
You can generate stop signals, combine with your exit signals using OR rule, and select the first exit after each entry.
stop_exits = entries.vbt.signals.generate_stop_exits(price, -0.1)
exits = (exits.vbt | stop_exits).vbt.signals.first(reset_by=entries, allow_gaps=True)
Actually if you are using Portfolio.from_signals
, you don't need the last step since only the first signal is executed anyway.
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Related Issues (20)
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