How to reduce position by different amount? #685
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mtomic-quant
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I have a Pandas DataFrame with Close, long_signal, short_signal, short_exits, long_exits columns.
I am trying to build Portfolio from signal by using:
My long_signal and short_signals columns are True and False and I allow accumulation so e.g. if two longs signals occur subsequently then I would just increase my position by a fixed 100. However my exits signals are integers and that means I should exit longs or short by more than. E.g. if my long_exit signal is 1 then I should reduce my position by 100, if its 2 I should reduce the position by 200.
How to incorporate this?
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