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Trailing Stop

I put together some structure for those looking for more insight into trailing stops.  This logic can surely be converted to the framework structure, but the code presented applies the the trailingstop logic at each time slice.  It can differentiate between long and short positions and applies/updates the stop accordingly.  It tracks order IDs and has a built in time buffer to stagger new trades should the user wish to do so.  If anyone takes the time to convert it into the alpha framework please post the code here as I and I'm sure others would benefit as well. I also copied some more advanced universe selection methodolgy from the forums for new quants looking into the nuances of QuantConnect.

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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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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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