INNER CODE UNIT · Python

stop

shashankvemuri/Finance · src/finance/backtesting/engine.py:177

                stop = entries[j] * (1 - side * stop_loss) if stop_loss else None
                if trailing_fraction:
                    trail = extremes[j] * (1 - side * trailing_fraction)
                    stop = (
                        trail
                        if stop is None
                        else (max(stop, trail) if side > 0 else min(stop, trail))
                    )
                profit = entries[j] * (1 + side * take_profit) if take_profit else None
                stop_hit = stop is not None and (low[j] <= stop if side > 0 else high[j] >= stop)
                profit_hit = profit is not None and (
                    high[j] >= profit if side > 0 else low[j] <= profit
                )
                profit_gap = profit is not None and (
                    price[j] >= profit if side > 0 else price[j] <= profit
                )
                if stop_hit or profit_hit:
                    if profit_gap:

View source record →