i want to give the vectorbt the date of the short positon but it only takes boolean value for trade.
try:
import vectorbt as vbt
except:
!pip install vectorbt
import vectorbt as vbt
pf = vbt.Portfolio.from_signals(close=data.Close,
short_entries=data.Close < 0.436 ,
# short_exits= (data.Close < 0.406)[0] ,
sl_stop= 0.02,
tp_stop= 0.02,
init_cash=20)
pf.plot().show()
the problem is that i want to have only one short pisiton in backtesting but when the short postion at (stop_loss 2%) is trigger and it has closed, the code goes to the next short_postion.
how can i prevent vectorbt backtesting to not going for the next postion.?