more then 2 entries

[rafalsza]

is it possible to pass more then 2 entries? when Im running this script I have timeout

import pandas as pd
import vectorbt as vbt
from vectorbt.portfolio.enums import SizeType
import numpy as np


def wavetrend(high, low, close, n1, n2, os, ob):
    ap = (high + low + close) / 3.0  # HLC3
    ap = pd.DataFrame(ap)
    esa = ap.ewm(span=n1, adjust=False).mean()  # EMA
    d = (abs(ap - esa)).ewm(span=n1, adjust=False).mean()
    ci = (ap - esa) / (0.015 * d)
    wt1 = ci.ewm(span=n2, adjust=False).mean()
    wt2 = wt1.rolling(4).mean()
    trend = np.where(wt1 < os, -1, 0)
    trend = np.where(wt1 > ob, 1, trend)
    return wt1, wt2, trend


Wavetrend = vbt.IndicatorFactory(
    class_name="Wavetrend",
    short_name="wt",
    input_names=["high", "low", "close"],
    param_names=["n1", "n2", "os", "ob"],
    output_names=["wt1", "wt2", "trend"],
).from_apply_func(wavetrend)

symbol = "BTCUSDT"
interval = "1h"
start = "1 month ago UTC"
# start = '2021-05-10'
df = vbt.BinanceData.download(symbol, start=start, interval=interval).get()


high = df["High"]
low = df["Low"]
close = df["Close"]

n1 = np.arange(10, 40, 1)
n2 = np.arange(10, 40, 1)
os = -75
ob = 60

wt = Wavetrend.run(high, low, close, n1, n2, os, ob, param_product=True)

cmo = vbt.pandas_ta("cmo").run(close, lenght=14, talib=False)
rsi = vbt.pandas_ta("rsi").run(close, 14)
macd = vbt.MACD.run(close)
ema_200 = vbt.pandas_ta("ema").run(close, 200)


entries = wt.trend_below(0).vbt & ema_200.ema_above(close).vbt & macd.macd_below(0).vbt

[rafalsza]

can someone help?