Fixed Profit Target and Stop Loss

[RishabM245]

I am working on backtesting a strategy using VectorBT, and I was wondering if there is a way to have a fixed profit target and stop loss from the entry price. Specifically, I want to have a profit target of the high + range and a stop loss as the low - range. I tried using the adjust_tp_func_nb argument in the from_signals method, but I am not sure if this is the proper way to do this. Could someone please provide a suggestion for how I can implement this specific type of feature.

[airyv]

I also need this feature

[heykav]

adjust_tp_func_nb is a real hook (checked Portfolio.from_signals in vectorbt/portfolio/base.py), but it's built for a stop that needs to change during the trade, not for setting a fixed target once at entry — for your case it's the wrong tool, and there's a simpler one that fits exactly.

sl_stop/tp_stop are expressed as a percentage of the acquisition price ("Note that 0.01 = 1%" per the docstring), but they're array_like and broadcast — so they don't have to be a single constant, you can pass one value per entry. That means you can precompute your target as a percentage before calling from_signals at all, no callback needed:

# entry_price, high, low, range are all aligned to your entries
tp_pct = (high + your_range - entry_price) / entry_price
sl_pct = (entry_price - (low - your_range)) / entry_price

pf = vbt.Portfolio.from_signals(
    close,
    entries=entries,
    exits=exits,
    sl_stop=sl_pct,
    tp_stop=tp_pct,
)

Since both are set once from arrays that already encode your entry-time high/low/range, they're genuinely fixed at entry — nothing needs to be recomputed mid-trade, which is exactly why adjust_tp_func_nb/adjust_sl_func_nb (meant for stops that evolve bar-by-bar) were fighting you. Those callbacks are the right call only if your target needs to move after entry based on something other than trailing (trailing itself is just sl_trail=True).