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  One of the goals is to also gather things which have already been posted by community members. Always retaining the copyright they have posted, as for example: Docs - ZigZag indicator for live trading If you believe you have something to contribute, post it and it will be considered, just like anything else, but picked up things (initial idea) will be mostly related to indicators.
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  @algoguy235 said in StopTrail(Limit): @backtrader I have the same question as @Michael172. No you don't. His question is about a specific approach to the market he has and you claim that Interactive Brokers is doing something ... but this isn't actually the case. @algoguy235 said in StopTrail(Limit): Why is the trailing stop based off close It is not. Please read again the description of the functionality and the answer given above. @algoguy235 said in StopTrail(Limit): For example if my trailing stop is set to trailamount=20, if the high bar has a close of 2800, and a high of 2810, the stop price should be 2790. That's how IB implements a trailing stop. This is plainly WRONG. IB uses the LAST available price to calculate the stop. If it used the high it could be using a price which is very OLD and miles away from the current LAST price. This could lead to immediate execution of the Stop, which would make the trailing functionality *pointless Even if it seems incredible, the LAST price is always the CLOSE price. In most cases it is just a temporary close because the current bar isn't closed. It can of course be the LAST, the CLOSE and the HIGH, all at the same time (and even the OPEN and LOW if one is operating only with ticks)
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  Google Custom Search has been integrated. You can now use it to look for quicknotify (for example)
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  After testing the code above and plotting the divergences that it found, I think that the issue is with this line: self.hfi = bt.ind.FindFirstIndexHighest(self.data.high, period=self.p.hl_period) It looks for the highest point (same for the lowest) within the hl_period (100 bars) Then in the following line it looks again backwards from that point to find the second high h_iterable = self.data.get(size=self.p.hl_period, ago=-int(self.hfi[0]) - self.p.hl_min) So basically the code returns signals for very old divergences. If you are on daily chart, you will try to trade on a divergence that is 100 days old. So the first day after the high point it signals a sell, then for the next 100 days it still signals a sell ! I have amended the first line to look for a high/low point for the last day only. In this way if the divergence is growing then it's fine you still get a sell signal, but if the divergence is gone then you don't try to keep selling for 100 days.
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  Hey Nikolai! This is fantastic news, thank you so much! :)