tell to sell at percent loss of 3% for example
how to use percent return in algorithm, sell at certain percent loss
Hello Charles,
You could try something like this:
def initialize:
context.exitafterlossof = True
context.losspcent = 0.97
def handle_data(context, data):
if context.exitafterlossof == True:
for security in context.portfolio.positions:
purchase_price = context.portfolio.positions[security].cost_basis
exit_price = purchase_price * context.losspcent
price_history = data.history(security, 'price', 2, '1m')
current_price = price_history[-1]
if current_price < exit_price:
if get_open_orders(security):
continue
if data.can_trade(security):
order_target_percent(security, 0)
Hope that helps.
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