diff --git a/vbt-snippets.md b/vbt-snippets.md index 5d8d344..66fbff6 100644 --- a/vbt-snippets.md +++ b/vbt-snippets.md @@ -276,6 +276,8 @@ price[exits] = exit_price ## ENTRY WINDOW and FORCED EXIT WINDOW Applying `entry window `range (denoted by minutes from the session start) to `entries` and applying `forced exit window` to `exits`. +`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. + ```python from ttools import create_mask_from_window