[124] Trailing Stop source code error MultiCharts

I was replicating a strategy that uses trailing stop with activation in Backtrader.

And I think I have found an error in the code, between StrategyQuant backend (MultiCharts) and MultiCharts source code.
There are several types of trailing stops: PIP, ATR and Price level.
This types usually have different logic implementations inside code.

I have found that MultiCharts source code uses ATR (price difference) logic for Price level trailing stop.

Activation seems ok between all types of trailing stops.
And the implementation inside StrategyQuant engine seems correct.

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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

KP
#1

CooleRnax

26.11.2019 12:08

Task created

TB
#2

Tomas Brynda

08.05.2020 09:54

Status changed from New to Fixed


Votes: 0

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