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I am calling vbt.Portfolio.from_signals with different combinations of sl/tp to get the optimal value. My problem is they are not catched properly. How could I make them to be catched on exact levels. For example below I used a take profit of 0.01% (k=1) but many trades are closed way above this level.
The text was updated successfully, but these errors were encountered:
I am calling
vbt.Portfolio.from_signals
with different combinations of sl/tp to get the optimal value. My problem is they are not catched properly. How could I make them to be catched on exact levels. For example below I used a take profit of 0.01% (k=1) but many trades are closed way above this level.The text was updated successfully, but these errors were encountered: