I am trying to understand how does ohlcstx.run generate the signals. Out of the given prices in Open, High, Low and Close array, which one does is consider to generate the signal?
e.g. In the below code, it is giving S/L at 3rd index. But which out of O,H,L and C values did it consider to calculate it?
entries = pd.Series([True, False, False, False, False, False, False, False, False, False, False, False, False, False, False, False, False])
price = pd.DataFrame({'open': [10, 11, 12, 11, 13, 14, 15, 16, 17, 18, 19, 20, 5, 6, 7, 7, 9],'high': [11, 12, 13, 12, 11, 12, 12, 4, 23, 2, 4, 6, 7, 19, 12, 4, 34],'low': [5, 10, 11, 10, 9, 8, 12, 34, 1, 34, 3, 45, 2, 2, 5, 9, 9],'close': [10, 11, 12, 11, 10, 9, 12, 2, 45, 5, 56, 6, 2, 5, 6, 10, 23]})
ohlcstx = vbt.OHLCSTX.run(entries, price['open'], price['high'], price['low'], price['close'],sl_stop=[.3],sl_trail=[False],tp_stop=[.5], reverse=True)
ohlcstx.stop_type_readable