Merge pull request #3 from zlpatel/kernc#223

Trailing pct instead of ATR kernc#223

Author: zlpatel

Diff for: backtesting/lib.py

@@ -451,6 +451,7 @@ def next(self):
                 trade.sl = min(trade.sl or np.inf,
                                self.data.Close[index] + self.__atr[index] * self.__n_atr)
 
+
 class PercentageTrailingStrategy(Strategy):
     """
     A strategy with automatic trailing stop-loss, trailing the current
@@ -464,6 +465,7 @@ class PercentageTrailingStrategy(Strategy):
     overridden methods.
     """
     _sl_percent = 5.
+
     def init(self):
         super().init()
 
@@ -486,6 +488,7 @@ def next(self):
                 trade.sl = min(trade.sl or np.inf,
                                self.data.Close[index]*(1+(self._sl_percent/100)))
 
+
 # Prevent pdoc3 documenting __init__ signature of Strategy subclasses
 for cls in list(globals().values()):
     if isinstance(cls, type) and issubclass(cls, Strategy):

Diff for: backtesting/test/_test.py

@@ -878,6 +878,7 @@ def next(self):
         stats = Backtest(GOOG, S).run()
         self.assertEqual(stats['# Trades'], 91)
 
+
 class TestUtil(TestCase):
     def test_as_str(self):
         def func():