Research method
Trailing exit
Trailing exit is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Signal
- Input
- Rule inputs, market state and execution constraints
- Horizon
- The system holding period
- Best use
- Make entry, exit and abstention rules testable as one procedure.
- Input: Rule inputs, market state and execution constraints.
- Output: signal.
- Use boundary: Make entry, exit and abstention rules testable as one procedure.
The graph1
How the method is built, and where it has been read
Depends on
Often reviewed together
Stop-loss order5 readings
Read in the archive18 readings
1988Constructing a mechanical trend system with independent trailing exits1991Write a staged RSI exit book with trailing stops1993Evaluating filter-trigger trailing exits after breakouts1995Weekly-close breakout entry and trailing exit in Eurodollars1996Evaluating moving-average turn entries and slope exits1997Precommit an equity-risk cap and a profit-retracement exit1998Exit stops before entries1998Exit rules evaluated with a fixed random entry2002Construct the stay-or-flatten decision before entry2006Audit the stop, trail, and risk-reward stack as one procedure2007Building a momentum system with relative strength and trailing exits2013When buy and hold needs a sell rule2013A mechanical trend toolkit that turns screens into one entry-exit procedure2014Is a two-period relative strength index, a channel breakout, and a trailing exit one long-only procedure?2016Trend-aligned option entries and trailing exits2017Monthly three-black candles as a trailing exit2018Evaluating profit-taking and reentry in trend following2020Treat the zigzag threshold as a volatility-scaled construction variable
This registry entry describes a research method. It is not investment advice and does not make a performance claim.