Additional Signals on the Indicators

[RobertWeaver]

StrategyQuant, AlgoWizard and VectorBt have these signals on the indicators like below...

Is this something we could add to the output result from the Indicator? 😅

From StrategyQuant

From AlgoWizard

From VectorBt

fast_ma = vbt.MA.run(price, 10)
slow_ma = vbt.MA.run(price, 50)
entries = fast_ma.ma_crossed_above(slow_ma)
exits = fast_ma.ma_crossed_below(slow_ma)

pf = vbt.Portfolio.from_signals(price, entries, exits, init_cash=100)
pf.total_profit()

From VectorBt Pro

def strategy2(data):
     bbands = vbt.BBANDS.run(data.get("Close"), window=14)
     entries = bbands.close_crossed_below(bbands.lower)
     exits = bbands.close_crossed_above(bbands.upper)
     return vbt.Portfolio.from_signals(
         data.get("Close"), 
         entries, 
         exits, 
         init_cash=200
     )

[DaveSkender]

Yes. This is something I plan to take on in stages. There’s several components to a trading system, as you can see in your examples, with the indicator as the basic prerequisite for the kind of analysis you’re seeking. This library is just one building block and we’re already thinking about further intrinsic analysis, a separate library for signals, and a backtest engine as the next components to build.

One thing at a time! I still have some major features to do in this library’s roadmap before moving on. With that said, we’re always seeking additional contributors!