Time-based closing Condition
SharathkumaraKR opened this issue · 1 comments
SharathkumaraKR commented
I'm using Portfolio.from_signals in vectorbt with timestamped index data.
Buy Signal: Triggered when value > 15, allowing multiple accumulated trades.
Trade Duration: I need each trade to close automatically if open for more than 6 hours.
How can I implement this time-based closing condition with from_signals?
SharathkumaraKR commented
Could you please provide a sample code?