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simple signals from external file #629

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algomaschine opened this issue Jul 20, 2023 · 1 comment
Open

simple signals from external file #629

algomaschine opened this issue Jul 20, 2023 · 1 comment
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@algomaschine
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Gents, I'm lookin for a way to use this format for my signals with vectorbt,
it's EOD, so if predict >0 and predict>=threshold, then pnl=close-open, elif predict <0 and predict<= -threshold then pnl =open-close. I'd like to see these signals plotted on the chart and pnl curve below the chart. However I haven't found an example that could follow this simple logic without indicators. My goals is to leverage on vectorbt charting and model analysis capabilities. Pls. advise. Thanks!

day,predict,Actual
2023-01-02,0.0531879749438913,20.0
2023-01-03,39.92000234218711,-10.0
2023-01-04,19.994896959853136,10.0
2023-01-05,-9.918166245145391,10.0
2023-01-06,10.017815606825405,10.0
2023-01-07,10.02356454268156,-10.0

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github-actions bot commented Feb 7, 2024

This issue is stale because it has been open for 90 days with no activity.

@github-actions github-actions bot added the stale label Feb 7, 2024
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