How to use combinations in vectorbt

Опубликовано: 18 Июль 2024
на канале: CodeRift
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combinations are a powerful technique in vectorbt that allow you to create multiple combinations of signals or trading strategies. this can be useful for exploring different trading ideas or optimizing your strategies. in this tutorial, i will show you how to use combinations in vectorbt and provide a code example to demonstrate the concept.

to use combinations in vectorbt, we will first define a set of signals or strategies that we want to combine. we can then use the `vectorbt.utils.combinations.combine` function to generate all possible combinations of these signals/strategies. each combination will be represented as a dictionary where the keys are the names of the signals/strategies and the values are either `true` (include) or `false` (exclude).

here is an example code snippet that demonstrates how to use combinations in vectorbt:



in this code example, we first generate example signals using a pandas dataframe. we then use the `vbt.utils.combinations.combine` function to generate all possible combinations of these signals. we iterate over each combination and print it out. we then run a backtest for each combination by summing the signals in the combination and creating a trading strategy. finally, we calculate and print the total return of each backtest.

by using combinations in vectorbt, you can easily explore different trading ideas and optimize your strategies. this can help you to identify the most profitable combinations of signals or strategies for your trading system.

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