Morning to all
In this opportunity I´m looking for any help that anyone may provide me. I´m looking for code samples or github repositories that allow me to find some guides and be able to create a backtesting system that has:
- A trading logic that allow entry and closing points base on conditions and not in a automatically way. By automatically way I mean closing short trades by opening long trades and therefore having trades open all the time.
- Provides a trailing stop that follows price movement.
Any ideas, comments, where to look for, videos or anything I will be more than grateful!!!!
Fred Painchaud
Hi Alejandro,
Have a look at “SetHoldings()” in QCAlgorithm. By doing SetHoldings(symbol, 1) and SetHoldings(symbol, -1), you are going long and short respectively, directly from one way to the other.
For trailing stops, look at TrailingStopRiskManagementModel. That would make you use the Algo Framework. That Risk Management model automatically tracks trailing stops based on parameters.
Fred
Alejandro Holguin M
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