Trailing stop

[ghost]

How can i add my own trailing stop, for example as the highest close since the entry - ATR, or highest high from entry - x%?

This doesn't work - assume any entry condition is run before this

      entry_price = ctx.close[-1]  # Current price
      ATR = (3.0 * atr_10d[-1])

elif long_pos and rolling_close[-2] > entry_price and rolling_close[-2] > rolling_close[-3]:
  
  ctx.cancel_stops(ctx.symbol)
  
  ctx.sell_stop_price = rolling_close[-2] - ATR
  ctx.stop_loss = ctx.sell_stop_price

[ghost]

ok, good old claude helped me out - leaving here to help out others if useful

      ctx.entry_price = entry_price
      ctx.highest_price = entry_price

elif long_pos:
  current_price = ctx.close[-1]
  
  # Update highest price if we have a new high
  if not hasattr(ctx, 'highest_price'):
      ctx.highest_price = current_price
  elif current_price > ctx.highest_price:
      ctx.highest_price = current_price
  
  # Calculate trailing stop level (e.g., 2 ATR below the highest price)
  if spy_sma[-1] < spy_sma[-2]:
        trailing_stop = ctx.highest_price - (1.5 * atr_10d[-1])  # Tighter stop (1 ATR)
        stop_type = "Tight"
  else:
      trailing_stop = ctx.highest_price - (3 * atr_10d[-1])  # Normal stop (2 ATR)
      stop_type = "Normal"

  # Check trailing stop condition separately to print message
  trailing_stop_hit = current_price < trailing_stop
  # if trailing_stop_hit:
  #     print(f"Date: {ctx.date} | Symbol: {ctx.symbol} | TRAILING STOP HIT")
  #     print(f"Stop Type: {stop_type} | Highest Price: ${ctx.highest_price:.2f} | Current Price: ${current_price:.2f}")
  #     print(f"Stop Level: ${trailing_stop:.2f} | Distance: ${(ctx.highest_price - trailing_stop):.2f}")
  #     print(f"Profit/Loss: ${(current_price - ctx.entry_price):.2f} | {((current_price - ctx.entry_price) / ctx.entry_price * 100):.2f}%")
  #     print("-" * 80)
  
  # Exit conditions (combine trailing stop with existing exit conditions)
  exit_conditions = [
      #current_price < trailing_stop,  # Trailing stop hit
      trailing_stop_hit
      
  ]
  
  if any(exit_conditions):
      ctx.sell_all_shares()
      # Reset tracking variables
      if hasattr(ctx, 'highest_price'):
          del ctx.highest_price
      if hasattr(ctx, 'entry_price'):
          del ctx.entry_price

[ghost]

as above