Hi there,
I have been trying to learn to code, and have had a bit of trouble with these bits of coding:
Any help would be greatly appreciated!
Welcome! I can help you with that.
To set a stop loss order, see here. You call:
order(security, amount, style=StopOrder(price))
Now, you want to set the
price to 1.5*ATR. You can get the ATR by doing
import talib
# Load historical data for the stocks
high = history(21, '1d', 'high')
low = history(21, '1d', 'low')
close = history(21, '1d', 'close_price')
# Calculate the ATR for the stock
atr = talib.ATR(high[context.stock], low[context.stock], close[context.stock], timeperiod=20)[-1]
For your second question, you can use order target percent, and simply target the value to .003. So your order would look like this:
order_target_percent(security, .003, style=StopOrder(1.5*atr))
Finally, to get the 52-week high, you can use the history function again:
high_hist = history(252, '1d', 'high') # 252 trading days per year
yearly_high = max(high.values)[0]
Let me know how that goes!
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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 Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.
