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Hi,
I’m looking for a way to combine take profit and take loss signals when iteratively is true.
Sp you could make your exit signal take profit OR take loss. (Exit if profit > x or loss is > y)
P…
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ndarr = np.random.randint(0,10000,size=(1000, 1000))
%timeit nd1 = vbt.nb.nanmax_nb(ndarr)
%timeit nd2 = np.nanmax(ndarr, axis=0)
np.array_equal(nd1, nd2)
Output:
809 µs ± 3.07 µs per loop (mea…
Ziink updated
4 years ago
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Hi - please find an example file below.
What I am seeing is that when attempting to make a strategy with profit as my exit, the strategy still produces closed positions with losses.
[vectorbt_profi…
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I noticed that the name is not being cast to a string for create_scatter(). It's possible that it's also not being cast to string on the other generic plotting functions in vectorbt, but I haven't tak…
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### Code
Here's some code to reproduce the issue:
```
# Get prices
prices = pd.DataFrame(np.array([[1, 1.1, 1.05, 1.11, 1.12], [1.03, 1.13, 1.07, 1.12, 1.13]]).T, columns=['BTC', 'ETH'])
prices.c…
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I have just installed the package. When tried to import it I got the following error:
```
---------------------------------------------------------------------------
ModuleNotFoundError …
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raise TypeError(msg)
TypeError: No matching definition for argument type(s) array(float64, 2d, C), array(int32, 1d, C), array(bool, 1d, C)
```
import vectorbt as vbt
import numpy as np
import y…
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I am trying to reproduce example from readme. I get error in this line
```
# Generate signals
fast_ma, slow_ma = vbt.MA.from_combinations(price, windows, 2)
```
The error message is:
```
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I looked through the current examples but was unable to find any documentation on how to create/backtest a combined portfolio. Is this possible on the platform?
Loving everything else! The runtime …