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This is a known limitation of vectorbt to be able to proceed one order per tick and symbol. You either need to resample your data to a higher frequency or just wait until this feature gets implemented (near future, probably 0.20.2). |
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Implemented in 0.21.0. |
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@polakowo how exactly should I have multiple orders returned in the |
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@piotryordanov see example under https://vectorbt.dev/api/portfolio/nb/#vectorbt.portfolio.nb.flex_simulate_nb |
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Got it. Thx a lot! |
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Hi,
I'm using
Portfolio.from_order_functo generate portfolio of my strategy. But in each iteration/tick,order_func_nb()returns only one order.When price fluctuates significantly, my strategy may create multiple orders.
Is there any way to generate multiple orders in a single tick?
Thanks!
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