Trailing pct instead of ATR #223

[zlpatel]

No description provided.

[Benouare]

Same as the other request.
On modification/feature/task = one commit.

[Benouare]

Looks good to me.
I think that you should rebase your commit to have a clean historic, and change the propertie name.

[kernc]

Everywhere else, the framework uses "pct" and "percent" to really mean rate (e.g. 5% == 0.05). I wonder if here shouldn't be the same.

[zlpatel]

So are you saying that a user should be inputting 0.05 instead of 5 and the code should use that value as is?

[kernc]

Suggested change

	index = len(self.data)-1
	for trade in self.trades:
	if trade.is_long:
	trade.sl = max(trade.sl or -np.inf,
	self.data.Close[index]*(1-self._sl_pct))
	else:
	trade.sl = min(trade.sl or np.inf,
	self.data.Close[index]*(1+self._sl_pct))
	price = self.data.Close[-1]
	for trade in self.trades:
	if trade.is_long:
	trade.sl = max(trade.sl or -np.inf, price*(1 - self._sl_pct))
	else:
	trade.sl = min(trade.sl or np.inf, price*(1 + self._sl_pct))

[zlpatel]

Before I make this change, I want to let you know that I used index = len(self.data)-1 instead of -1 to be consistent with the TrailingStrategy code. I understand that in TrailingStrategy, we were using ATR which was computed differently and to get an absolute value for an index, we had to use len(self.data)-1, But I don't see any harm in using it here. Thoughts?

[zlpatel]

@kernc Have you had a chance to look at the questions that I asked?