Mariner Backtesting -MovingAverageTrailingStop

MovingAverageTrailingStop()

Creates the instance.

 MovingAverageTrailingStop( md, IsBelow, Bars, BarSize, InitialStop, Offset, MinuteBarType, FieldName, MovingAverageType, ActiveBeginTime, ActiveEndTime )

Parameters:

Name	Type	Default	Information
md	object	required	ktg market data object
IsBelow	boolean	required	used to determine if tracking from above or below the initial price
Bars	integer	required	how many periods back
BarSize	integer	required	size of bar
InitialStop	float	required	initial stop price
Offset	float	required	maximum offset from base value before updating the stop price
MinuteBarType	string	required	string '1minute', '1minute.x', '1minute.t', '1minute.tx' ...REVIEW
FieldName	string	required	bar field for calculating the moving average
MovingAverageType	integer	required	1 = simple - only value supported at this time
ActiveBeginTime	MUTS	required	time of day the script begins monitoring.
ActiveEndTime	MUTS	required	time of day the script ends monitoring.

Attributes:

Name	Type	Default	Information
IsBelow	boolean	parameter	used to determine if tracking from above or below the initial price
StopPrice	float	parameter InitialStop	stop price
Bars	integer	parameter	how many periods back
BarSize	integer	BarSize	size of bar
Offset	float	parameter	maximum offset from base value before updating the stop price
MinuteBarType	string	MinuteBarType	string '1minute', '1minute.x', '1minute.t', '1minute.tx' ...REVIEW
FieldName	string	parameter	bar field for calculating the moving average
MovingAverageType	integer	parameter	1 = simple - only value supported at this time
ActiveBeginTime	MUTS	parameter	time of day the script begin monitoring.
ActiveEndTime	MUTS	parameter	time of day the script ends monitoring.
IsActiveTime	boolean	False	is the stop active
Distance	float	0.0	different between last and stop price
BestInTrade	float	0.0	best price in trade
DistanceHistogram	float	1.0	histogram display for client feedback. between 0.0 - 1.0
SyntheticBarList	list	[]	list of items used when `bar_size` isn't 1
MovingAverage	float	0.0	calculated moving average
syn_bars	object	calculated	`synthetic_bar(md, Bars, BarSize, MinuteBarType, FieldName)`

EvaluateStop()

Call to update the instance variables. Call method for checking instance variables.

 EvaluateStop( md )

Parameters:

Name	Type	Default	Information
md	object	required	ktg market data object

UpdateStopPrice()

Call to update the stop price. Can update and/or price and or offset.

 UpdateStopPrice( md, UpdateStopPrice, UpdateStopOffset )

Parameters:

Name	Type	Default	Information
<updatestopprice< td=""> </updatestopprice<>	float	required	desired stop price ```python if UpdateStopPrice != 0: self.StopPrice = UpdateStopPrice ```
UpdateStopOffset	float	required	desired stop offset ```python if UpdateStopOffset != 0: self.Offset = UpdateStopOffset ```

Working Example:

Console