Combining indicator and tp/sl exits?

[halterc]

Hi. Basically, I want to do a grid search of different take profit (TP) and stop loss (SL) values.
BUT, on top of the TP/SL exits, I also want to add an exit strategy based on indicators.

How can I can I combine the exits generated from a grid of tp/sl with the exits_indicators generated by indicators?
See the following example:

`
exits_indicators = bb.upper_below(df['Close']) & rsi.rsi_above(80)

stops = np.arange(0.01, 0.6, 0.01) / 100
stops_grid = np.array(np.meshgrid(stops, stops)).T.reshape(-1,2)

ohlcstx = vbt.OHLCSTX.run(
entries,
entry_price = df["Close"],
open = df["Open"],
high = df["High"],
low = df["Low"],
close = df["Close"],
sl_stop = list(stops_grid[:,0]),
tp_stop = list(stops_grid[:,1]),
)
exits = ohlcstx.exits.copy()
price = ohlcstx.close.copy()
price[exits] = ohlcstx.stop_price
del ohlcstx

pf_kwargs = dict(size=1, fees=0.000001, freq='1m', init_cash=100000, leverage = 16.6, leverage_mode = "Eager")
pf = vbt.Portfolio.from_signals(
df['Close'],
entries,
exits,
price = price,
**pf_kwargs)
`

Desired output example:
`
exits_indicators = [True, True, False, False, False]
exits = ([False, False, True, False, False],
[False, True, False, False, True])

exits = exits_indicators or exits
exits = ([True, True, True, False, False],
[True, True, False, False, True])
`

In the documentation of vectorbt pro, I found a method called "OHLCSTX.exits_or". Could this be helpful? If so, how do I use it?

Or should I use a completely different approach and set the tp and sl as lists or params in the portfolio?

Thank you very much for your help.

[halterc]

Okay, got it to work with the basic strategy described in the tutorials:
https://vectorbt.pro/pvt_ff5db015/tutorials/basic-rsi-strategy/#using-for-loop