polakowo/vectorbt

Scaled Position

tama853 opened this issue · 2 comments

tama853 commented

Hello, I really enjoy vectorbt, but I am not finding the correct info on what I am looking for. Here is a quick example:
I am wanting the position to scale up 10% for each buy signal for the first 2 indexes, then sell all of it on the first close signal. Is this possible with "percent" sizing? I am only ever showing the first trade happens and the additional scaling never occurs.

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polakowo commented

Use accumulate='addonly'

tama853 commented

Thank you so much! And for this option, does it matter if I track the size so it closes it all, or it will always close the entire position?