Creating a custom backtesting.

[bibinvargheset]

I was trying to test signals generated from outside the program.

The generated signals have date , symbol and price columns .
Date | Symbol | Opportunity Price
01-07-21 | A| 409.25
01-07-21 | D| 888.05
01-07-21 | G| 1233.20
01-07-21 | M| 2833.95
01-07-21 | T | 756.05

The number of assets is very large ( 700+)
I am trying to compare the various stop loss exit strategies and holds.
I converted the signal and collected price info to Data frames for price, entry and exits with symbols as columns and Dates as rows.
then applied to vbt.Portfolio.from_signals( price_info, entries, exits)

got Error.

index at position 1 could not be aligned

Can you please guide me on how to proceed fix this and apply various exit (trailing stop loss like ATR, fixed % and compare those)?

How do we display plot in in a normal environment (not notebook)?

[polakowo]

What's the index, columns, and shape of each price_info, entries, and exits?

Portfolio.from_signals has sl_stop, sl_trail, and tp_stop, you can combine these.

[polakowo]

There should be no error if each of price_info, spikes_df_entry, and exit_signal has the same index and columns (both length and labels). If it still throws an error, you can send me these three dataframes (as pickle) and I will look into it.

[polakowo]

I can reproduce the error and will now look for a fix.

[bibinvargheset]

Ok, Thank you

[polakowo]

Some of your data frames have index that is not datetime (use pd.to_datetime) + the exit signal array is not boolean but object.

[bibinvargheset]

Yes that was the issue