Hey Quantopianites!
I have been building this code for quite some time now and but for the life of me I cannot get a 10% stop loss working. I have it rebalancing quarterly so I couldn't use the StopOrder function since it will only look for stop losses quarterly. any hints or guidance would be great!
-Marco
Maybe replace your stop loss function with something like this....
def do_daily(context, data):
# iterate through the currently held positions
for security, position in context.portfolio.positions.items():
stock_price = position.last_sale_price
stock_basis = position.cost_basis
stop_price = stock_basis - (stock_basis * 0.01)
# Sell at market if the last price is <= the stop price
if stock_price <= stop_price:
order_target(security,0)
print "SOLD STOPLOSS"
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