thanks for reading! I'm trying to backtest a strategy that I wrote in Pinescrpt, and I struggle to create my entry conditions.
So this is the code
import numpy as np
import pandas as pd
import vectorbt as vbt
from datetime import datetime
from binance.client import Client
symbols=['SOLUSDT', 'BNBUSDT']
price =
vbt.BinanceData.download(symbols,
start= '5 days ago UTC',
end= 'Now UTC',
interval='30m', missing_index='drop'
).get(['High', 'Low', 'Open', 'Close'])
high = price[0]
low = price[1]
open = price[2]
close = price[3]
stoch = vbt.STOCH.run(
high=high,
low=low,
close = close,
k_window = 14
)
And I want to add
entries = abs(stoch.percent_k['SOLUSDT'] -
stoch.percent_k['SOLUSDT']) > 50 # (mi intention with abs is to get the absolute value)
exits = abs(stoch.percent_k['SOLUSDT'] -
stoch.percent_k['SOLUSDT']) < 5
portfolio = vbt.Portfolio.from_signals(price[3], entries, exits, init_cash=10000)
I pretend to trigger a short order in a symbol and a long order in the second simultaneously with those signals.
And if anyone has a recommendation about where to find educational resources about this particular package (besides the official web) is welcome. I have read the examples in the doc, but it still fills a bit too complex for my level.
