Research topic76 readings
Stops and loss limits
Stops and loss limits within risk-and-position-sizing.
FieldRisk and position sizing239 readingsThe registry
Entries in this field
The archive76 readings
Readings on this topic
1986The 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 accepted1989Constructing cycle-aged volatility trailing stops1991Set the first stop from a capital-scaled MAE histogram1991Opening gap fades bounded by excursion and time stops1991Evaluating a trailing stop against a coin-flip entry1991Bound losses with MAE, stops, and drawdown limits1991Stop bounds versus added system parameters1992Reversing at maximum-adverse-excursion stops after failed entries1992Probability stops from winning-trade drawdowns1992Evaluating maximum-adverse-excursion stop reversals with short time stops