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Time-based closing Condition #755

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SharathkumaraKR opened this issue Nov 6, 2024 · 1 comment

SharathkumaraKR commented Nov 6, 2024

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?

Author

SharathkumaraKR commented Nov 6, 2024

Could you please provide a sample code?

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