def TrailBracketOrder(self, parentOrderId, childOrderId, action, quantity,
limitPrice, trailAmount):
# This will be our main or "parent" order
parent = Order()
parent.orderId = parentOrderId
parent.action = action
parent.orderType = "LMT"
parent.totalQuantity = 1000 #quantity
parent.lmtPrice = limitPrice
parent.transmit = False
stopLoss = Order()
stopLoss.orderId = childOrderId
logging.info("Action is " + action)
if action == "Buy":
stopLoss.action = "Sell"
stopLoss.trailStopPrice = limitPrice - (limitPrice * .02)
if action == "Sell":
stopLoss.action = "Buy"
stopLoss.trailStopPrice = limitPrice + (limitPrice * .02)
stopLoss.orderType = "TRAIL"
stopLoss.auxPrice = limitPrice #trailAmount
#trailAmount
stopLoss.totalQuantity = 1000 #quantity
stopLoss.parentId = parentOrderId
stopLoss.transmit = True
bracketOrder = [parent, stopLoss]
return bracketOrder
def validate_trail(order: Order, price: BarData) -> Union[None, float]:
price = (price.open, price.high, price.low, price.close)
# check if BUY order hit
if order.action.upper() == 'BUY':
if order.trailStopPrice <= max(price):
return order.trailStopPrice
else:
order.trailStopPrice = min(order.trailStopPrice,
min(price) + order.auxPrice)
return False
# check if SELL order hit
if order.action.upper() == 'SELL':
if order.trailStopPrice >= min(price):
return order.trailStopPrice
else:
order.trailStopPrice = max(order.trailStopPrice,
max(price) - order.auxPrice)
return False