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Feature 7135: Add Support for Trailing Stop Limit Order

Open wtindall1 opened this issue 1 year ago • 0 comments

Description

Adds support for Trailing Stop Limit Orders. These work in the same way as Trailing Stop Orders, but are executed according to a limit price which is recalculated at the same time as the stop price.

Related Issue

Closes #7135

Motivation and Context

Provides support for Trailing Stop Limit Orders in backtesting and live trading.

Requires Documentation Change

New order type will require documentation.

How Has This Been Tested?

Unit tests New regression tests for trailing stop limit orders Updated existing regression tests

Types of changes

  • [ ] Bug fix (non-breaking change which fixes an issue)
  • [ ] Refactor (non-breaking change which improves implementation)
  • [ ] Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • [x] New feature (non-breaking change which adds functionality)
  • [ ] Breaking change (fix or feature that would cause existing functionality to change)
  • [ ] Non-functional change (xml comments/documentation/etc)

Checklist:

  • [x] My code follows the code style of this project.
  • [x] I have read the CONTRIBUTING document.
  • [x] I have added tests to cover my changes.
  • [x] All new and existing tests passed.
  • [x] My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

wtindall1 avatar Nov 10 '24 20:11 wtindall1