VectorBT Pro - Discretionary Signal Bactesting

In this tutorial we see how to backtest discretionary signals (eg: from a Telegram Channel) using VectorBT Pro. Primarily, we learn how to create our own order execution engine order_func_nb which deals with orders and position management in our signals data and finally our own custom simulator signal_simulator_nb which uses the order_func_nb function along with a host of other smaller helper functions to complete the simulation.

You can follow this tutorial in this YouTube video

Many Thanks to Oleg Polakow for his gracious effort in building all the code in this project. Be sure to check out the jupyter notebook in the link below