fix
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@ -1,5 +1,6 @@
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- [FETCHING DATA](#fetching-data)
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- [REINDEX to main session](#reindex-to-main-session)
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- [indexing](#indexing)
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- [DISCOVERY](#discovery)
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- [DATA/WRAPPER](#datawrapper)
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- [create WRAPPER manually](#create-wrapper-manually)
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@ -10,8 +11,8 @@
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- [SIGNALS](#signals)
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- [ENTRIES/EXITS time based](#entriesexits-time-based)
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- [STOPS](#stops)
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- [OHLCSTX module](#ohlcstx-module)
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- [ENTRY WINDOW and FORCED EXIT WINDOW](#entry-window-and-forced-exit-window)
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- [OHLCSTX Module](#ohlcstx-module)
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- [Entry Window and Forced Exit Window](#entry-window-and-forced-exit-window)
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- [END OF DAY EXITS](#end-of-day-exits)
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- [REGULAR EXITS](#regular-exits)
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- [DF/SR ACCESSORS](#dfsr-accessors)
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@ -95,7 +96,10 @@ testData = vbt.YFData.fetch(['MSFT'], start=start, end=end, timeframe=timeframe,
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# of market hours)
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testData = testData.transform(lambda x: x.reindex(market_klines))
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```
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## indexing
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```python
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entries.vbt.xloc[slice("2024-08-01","2024-08-03")].obj.info()
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```
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# DISCOVERY
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```python
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@ -268,12 +272,12 @@ price = close.vbt.wrapper.fill()
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price[entries] = entry_price
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price[exits] = exit_price
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## OHLCSTX module
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## OHLCSTX Module
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- exit signal generator based on price and stop values
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[doc](ttp://5.161.179.223:8000/vbt-doc/api/signals/generators/ohlcstx/index.html)
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## ENTRY WINDOW and FORCED EXIT WINDOW
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## Entry Window and Forced Exit Window
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Applying `entry window `range (denoted by minutes from the session start) to `entries` and applying `forced exit window` to `exits`.
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`create_mask_from_window` with param `use_cal=True` (default) uses market calendar data for each day to denote session start and end. When disabled it uses just fixed 9:30-16:00 for each day.
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@ -287,12 +291,12 @@ forced_exit_start = 387
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forced_exit_end = 390
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#create mask based on main session that day
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entry_window_opened = create_mask_from_window(entries, entry_window_opens, entry_window_closes)
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entry_window_opened = create_mask_from_window(entries, entry_window_opens, entry_window_closes, use_cal=True)
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#limit entries to the window
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entries = entries & entry_window_opened
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#create forced exits mask
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forced_exits_window = create_mask_from_window(exits, forced_exit_start, forced_exit_end)
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forced_exits_window = create_mask_from_window(exits, forced_exit_start, forced_exit_end, use_cal=True)
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#add forced_exits to exits
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exits = exits | forced_exits_window
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