I'm confused about StopLimitOrder. I understand how it's supposed to work in practice, being a trader, but I'm struggling with the implementation. I want to trail an order upwards as it rises. I can do this effectively with a Stop Order, but that simply turns into a Market order and I want to avoid that by setting a limit, even though I understand there is no guarantee it will execute. Should the code below not accomplish this?

            def trail_stop(context,data,*limit):  
                if context.trail_counter < TRAIL_INTERVAL:  
                    context.trail_counter += 1  
                    return  
                else:  
                  context.trail_counter = 0  
                  for s in context.portfolio.positions:  
                   if s not in context.closed:  
                     cp = data.current(s,'price')  
                     cb = context.portfolio.positions[s].cost_basis  
                     amt = context.portfolio.positions[s].amount

                     if cp > (cb * TRAIL_STOP):  
                         if (cp * TRAIL_STOP) > context.trail[s]:  
                             context.trail[s] = cp  
                             if limit == True:  
                              tc(sl,[s,0,cp*.99,cp,True],["SL - Trail Price Moved => " + s.symbol + " => " + str(cp),'StopLimit Error'])  
                             else:  
                               tc(so,[s,0,cp,True],["SO - Trail Price Moved => " + s.symbol + " => " + str(cp),'StopOrder Error'])

            def sl(stock,amount,priceA,priceB,*cancel):  
                    co(stock,cancel)  
                    order_target(stock,amount,style=StopLimitOrder(priceA,priceB))

            def co(stock,*cancel):  
                if cancel == True:  
                 for s in get_open_orders(stock):  
                    cancel_order(s)  
                    print s

            # TRY CATCH WAPPER - ALLOWS FOR MESSAGES ON SUCCESS AND FAILURE  
            def tc(fn,prms,msg):  
                try:  
                    fn(*prms)  
                    print prms[0].symbol + ' => ' +  msg[0]  
                except:  
                    print prms[0].symbol + ' => ' + msg[1]