Squall lines are known to be the consequence of the interaction of low-level shear with cold pools associated with convective downdrafts. Also, as the magnitude of the shear increases beyond a critical shear, squall lines tend to orient themselves at an angle to the shear. The existing literature suggests that this angle conserves the projection of the shear on the direction perpendicular to the squall line. However, this hypothesis has never been clearly demonstrated. Here, we confront this theory with tropical squall lines obtained by imposing a vertical wind shear in cloud resolving simulations in radiative convective equilibrium. In the sub-critical regime, squall lines are indeed perpendicular to the shear. In the super-critical regime, their orientation optimizes the projection of the background shear, which supports existing theories. We also find that as shear increases, cold pools become more intense. However, this intensification has little impact on the squall line orientation.