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hello community,
im trying to figure out how to get a real atr trailing stop in multiverse
# Get current ATR
current_atr = self.atr_dictionary[symbol].Current.Value
if close < (close - (current_atr * self.stop_multiplier)):
self.Liquidate(symbol, "STOP LOSS ATR LONG")
this seems not to work as it will not execute the order
any help how to solve this is greatly appreciated.
thank you
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Varad Kabade
Hi Alex A. Kallai,
Would you mind attaching a backtest for a precise diagnosis?
Best,
Varad Kabade
Alex A. Kallai
Hi Varad, thank you for the response. I figured it out in the meantime :). when you spend to much. time looking at code you loose the simplest bugs.. 😊
Alex A. Kallai
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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