Hey, I could not find an implementation for long and short Trailing stop loss compatible with QC Alpha so I've created one

I took the SL and changed it a little bit. for every asset, we keep best historical PNL and calculate new number indicating PNL with respect to maximum PNL

additionally, Every call we clear the history of asset that is not in the portfolio anymore,

please notify me if you found any bugĀ 

Enjoy