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Tracking stock execution level
David Bednarczyk
posted
Seeking Help

I am wondering if it is possible to track the level executed on an order to build a stop and or take profit off that level?
if so, would it be possible to use that level plus a formula inside the original order such as: order(context.stock, int(cash/current_price), style=StopLimitOrder(filled_px + (2 * atr), (1*atr) - filled_px))?

1 response
Simon Thornington

I think the best you can do is get the average cost basis of the position. Stops are pretty tedious to manage, especially trailing stops that you need to ratchet, and especially if you care about keeping the stop amount consistent with slow fills (probably not worth the trouble).

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