How to increase position size relative to current size?

[mtomic-quant]

I am looking to double down on position size each time a signal occurs. In other words, if I am not in any position and a signal occurs, then I would always enter a new position with a fixed size of lets say 1. However if the same direction signal occurs again while I am already in the position, then I want to double the size of the current position size and iterate like that if more subsequent signals occur.

As an example: if my position now is size=1, and then 3 short signals occur, then my positions should be 2, then 4, then 8 etc.

pf = vbt.Portfolio.from_signals(
    df.midPrice.values,
    short_entries=df_mg.short_signal.values,
    short_exits=df_mg.long_signal.values,
    entries=df_mg.long_signal.values,
    exits=df_mg.short_signal.values,
    accumulate="AddOnly",
    size=1,
    size_type="amount",
    init_cash="auto",
    freq="1T",
    upon_long_conflict="exit",
    upon_short_conflict="exit"
)

My code above specifies both short and long entries, and if I am currently short and a long signal arrives then I exit the position, and vice versa. However if same direction signal arrives then I should keep doubling down on the position until opposite (exit) signal arrives. Here I specified size=1 and size_type="amount" which will enter positions with size=1 as I want, however this will keep adding only one size to position rather than doubling it.

Instead of increasing my position in a sequence 1, 2, 3, 4, 5, etc as same direction signals arrive, I want to increase the position in a sequence 1, 2, 4, 8, 16, etc.
Thanks

[polakowo]

You need to implement a custom order function where you can set order size dynamically based on the current position size.