Buy & Hold with a Trailing Stop Tutorial

Hi Jin,

I was unable to reproduce the error message. Please retry and let us know whether it still happens to you.

Best,
Shile wen

Hi, I still face problem completing the task. Here are my codes:

class BootCampTask(QCAlgorithm):
    
    #Order ticket for stop order, Datetime when stop order was last hit
    stopMarketTicket = None
    stopMarketFillTime = datetime.min

    def Initialize(self):
        self.SetCash(100000)
        self.SetStartDate(2017, 6, 1)
        self.SetEndDate(2017, 6, 30)
        spy = self.AddEquity("SPY", Resolution.Daily)
        spy.SetDataNormalizationMode(DataNormalizationMode.Raw)

    def OnData(self, data):
        #Check that at least 15 days have passed since we last hit our stop order
        if (self.Time - self.stopMarketFillTime).days < 15:
            return

        if not self.Portfolio.Invested:
            self.MarketOrder("SPY", 500)
            #Create stop loss through a stop market order
            self.stopMarketTicket = self.StopMarketOrder("SPY", -500, 0.9 * self.Securities["SPY"].Close)

    def OnOrderEvent(self, orderEvent):
        if orderEvent.Status != OrderStatus.Filled:
            return

        #Printing the security fill prices
        self.Debug(self.Securities["SPY"].Close)
        #Check if we hit our stop loss (Compare the orderEvent.Id with the stopMarketTicket.OrderId)
        #It's important to first check if the ticket isn't null (i.e. making sure it has been submitted)
        if self.stopMarketTicket is not None and self.stopMarketTicket.OrderId == orderEvent.OrderId:
            #Store datetime
            self.stopMarketFillTime = self.Time
            self.Debug(self.stopMarketFillTime)

Hi Jin,
The start and end dates were changed from what was in the tutorial. I suggest using self.SetStartDate(2018, 12, 1) and self.SetEndDate(2019, 4, 1)

Best,
Shile Wen