Portfolio.from_signals: executing stop and (re-)entry on the same tick

[amyodov]

I see that Portfolio.from_signals has a number of conflict-resolving switches; and also that some other low-level ways of deciding the orders do support multiple orders per tick (#204).

But is it possible to stay with just the from_signals creation (rather then going to lower-level from_order_func which doesn't support takeprofit/stoploss calculations directly), and emulate the following workflow? :

1. If there is an open position, any other entry signals are ignored. No update of the current position happens (what is a default behavior); opposite entry doesn't affect the position (upon_opposite_entry='ignore').
2. ... But if take-profit/stop-loss is hit, it happens inside the tick with the stop-price of TP/SL (some inside-the-tick price). The position is exited...
3. ... and if there was an entry signal on the same tick when the stop fired – the vectorbt reenters on the same tick, with the close price (rather than on the next tick).

---

I tried using Portfolio.from_signals with signal_func_nb (for my purposes, I need some way to base my signals on the previous positions/results of previous trades). If I configure tp_stop and sl_stop – any entry signals get entered only on the next tick after TP/SL are hit. But I also noticed that if I omit upon_opposite_entry='ignore' and revert the entry signals, exit and (opposite) reentry happen on the same ticks. So I guess I am missing something obvious...

[amyodov]

Answering the question myself: seems like from_signals is strictly limited to one signal per tick; and even though the lower-lever engine supports it, you need to use Portfolio. from_order_func for that exclusively.