From cc91d106c3f2ed26256c1284e7f3c5ea16aaf290 Mon Sep 17 00:00:00 2001 From: David Brazda Date: Wed, 16 Oct 2024 20:23:58 +0200 Subject: [PATCH] fix --- vbt-snippets.md | 2 ++ 1 file changed, 2 insertions(+) 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