Research method
Stop-loss order
Stop-loss order is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Research filter
- Input
- Account equity, volatility, stop distance and exposure
- Horizon
- Before entry and throughout the position
- Best use
- Keep a loss or exposure decision bounded before a trade is placed.
- Input: Account equity, volatility, stop distance and exposure.
- Output: filter.
- Use boundary: Keep a loss or exposure decision bounded before a trade is placed.
The graph8
How the method is built, and where it has been read
Depends on
Often reviewed together
Position concentration limit4 readings
Often reviewed together
Pivot point4 readings
Often reviewed together
Opening range breakout4 readings
Often reviewed together
Drawdown limit4 readings
Often reviewed together
Volatility position sizing5 readings
Often reviewed together
Trailing exit5 readings
Often reviewed together
Parabolic SAR5 readings
Often reviewed together
Moving-average crossover6 readings
Read in the archive24 of 297 readings
1982Three gates on a 1982 pork-belly short1982Swing charts, stop-loss orders, and good-till-cancelled covers in a bond-market coil1982Evaluating half-hour crossovers with cycle priors and stops1984Range grid to sideways break in 1984 gold1985Evaluating ARIMA envelopes as entry, exit and stop rules1986The stop, the size, and the acceptable loss as one pre-entry gate1987Precommit the stop and require a surplus payoff1987Write the danger-point stop before the trade is accepted1987Paper lots, stop orders, and pyramids as a Wyckoff apprenticeship1987When open losses overwrite precommitted exit rules1987Calendar gates for outright seasonal portfolios1988A directional-line cross needs a trend filter, an extreme-point rule, and a dollar stop1988Name the stop, then decide if the account can pay1988Test edges against chance, not story1988Opening-range brackets, a two-bar trend filter, and bounded stops1988Staged Average Directional Index construction with Relative Strength Index confirmation and stop alerts1988The chart is only half the trading procedure1989Evaluating next-session cycle forecasts with stops1989When broker advice replaces your rules1989Smoothed three-day futures filter for index option bounces1989Two-scale point-and-figure trendlines and stop placement1989Adjusted net asset value, tighter reversals, and written stops on a fund point-and-figure chart1989A close-to-close sequence is a bias label, not a trigger1990Inflexible option spreads, psychology, and neglected stops
This registry entry describes a research method. It is not investment advice and does not make a performance claim.