Hello,

The boot camp for the trailing stop loss was helpful. Great bootcamp! I was also able to modify the code from the boot camp to buy with this type of code.

I am having difficulties combining a trailing stop buy with trailing stop sell. I basically want to place the trailing stop sell as soon as the trailing stop buy fills. Can anyone help rustle up some code for this?

Thanks!

class BootCampTask(QCAlgorithm): # Order ticket for our stop order, Datetime when stop order was last hit stopMarketTicket = None stopMarketOrderFillTime = datetime.min highestSPYPrice = -1 lowestSPYPrice = 9999999 def Initialize(self): self.SetStartDate(2018, 12, 1) self.SetEndDate(2018, 12, 10) self.SetCash(100000) spy = self.AddEquity("SPY", Resolution.Minute) spy.SetDataNormalizationMode(DataNormalizationMode.Raw) def OnData(self, data): # 1. Plot the current SPY price to "Data Chart" on series "Asset Price" self.Plot("Data Chart", "Asset Price", data["SPY"].Close) if (self.Time - self.stopMarketOrderFillTime).days < 1: return if not self.Portfolio.Invested: self.stopMarketTicket = self.StopMarketOrder("SPY", 500, 1.002 * self.Securities["SPY"].Close) #2. Plot the moving stop price on "Data Chart" with "Stop Price" series name self.Plot("Data Chart", "Stop Price", self.stopMarketTicket.Get(OrderField.StopPrice)) if self.Securities["SPY"].Close < self.lowestSPYPrice: self.lowestSPYPrice = self.Securities["SPY"].Close updateFields = UpdateOrderFields() updateFields.StopPrice = self.lowestSPYPrice * 1.002 self.stopMarketTicket.Update(updateFields) def OnOrderEvent(self, orderEvent): if orderEvent.Status != OrderStatus.Filled: return if self.stopMarketTicket is not None and self.stopMarketTicket.OrderId == orderEvent.OrderId: self.stopMarketOrderFillTime = self.Time else: self.stopMarketTicket = self.StopMarketOrder("SPY", -500, 0.998 * self.Securities["SPY"].Close) #2. Plot the moving stop price on "Data Chart" with "Stop Price" series name self.Plot("Data Chart", "Stop Price", self.stopMarketTicket.Get(OrderField.StopPrice)) if self.Securities["SPY"].Close > self.highestSPYPrice: self.highestSPYPrice = self.Securities["SPY"].Close updateFields = UpdateOrderFields() updateFields.StopPrice = self.highestSPYPrice * 0.998 self.stopMarketTicket.Update(updateFields) def OnOrderEvent(self, orderEvent): if orderEvent.Status != OrderStatus.Filled: return if self.stopMarketTicket is not None and self.stopMarketTicket.OrderId == orderEvent.OrderId: self.stopMarketOrderFillTime = self.Time