I wanted my Picade to be independant from external power source.
It's so much easier if you can play where you want.
To keep it simple I bought two things:
Anker PowerCore 20100
I choosed this because it's an Anker, has enough capacity, and 4 LED displaying the charge status.
USB cable with switch
I connected the USB cable with switch to RPi2 and power bank and the previous USB cable to the power bank as my charging cable.
I used some hook-and-loop tape to fix the power bank inside.
I placed the switch in the middle.
Check power bank status from outside.