Integration of stop with basic signals extended with run combs

[wyczolko]

I am new to your package and was hoping you might answer a general setup question:

Can you provide a quick example of how to add the stop loss logic to an existing strategy of the form :

fast_ma, slow_ma = vbt.MA.run_combs(price, window=windows, r=2, short_names=['fast', 'slow'])
entries = fast_ma.ma_above(slow_ma, crossed=True)
exits = fast_ma.ma_below(slow_ma, crossed=True)

[STOP LOSS logic here]

Such that the stop loss and normal exit logic integrate together

[polakowo]

You can generate stop signals, combine with your exit signals using OR rule, and select the first exit after each entry.

stop_exits = entries.vbt.signals.generate_stop_exits(price, -0.1)
exits = (exits.vbt | stop_exits).vbt.signals.first(reset_by=entries, allow_gaps=True)

Actually if you are using Portfolio.from_signals, you don't need the last step since only the first signal is executed anyway.