generate_stop_exits, generate_ohlc_stop_exits #217
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polakowo
bibinvargheset
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how do i specify direction short or long to generate signal, how to generate for shorts |
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Answered by
polakowo
Aug 24, 2021
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Direction can't be utilized in vbt.signals, use stop loss logic in |
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bibinvargheset
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Direction can't be utilized in vbt.signals, use stop loss logic in
Portfolio.from_signals. But I will add an option in v0.21.0 to reverse the stops ingenerate_ohlc_stop_exits. Ingenerate_stop_exits, you can control the direction using the sign of the stop value: a positive value acts as a take profit signal for longs and as a stop loss signal for shorts, while a negative value acts in the opposite way.