Research method
Trailing stop
Trailing stop 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 graph7
How the method is built, and where it has been read
Depends on
Often reviewed together
Trendline4 readings
Often reviewed together
Limit order4 readings
Often reviewed together
ATR position sizing4 readings
Often reviewed together
Support and resistance5 readings
Often reviewed together
Parabolic SAR7 readings
Often reviewed together
Rule-based entry8 readings
Often reviewed together
Stop-loss order23 readings
Read in the archive15 readings
1986The stop, the size, and the acceptable loss as one pre-entry gate1988Opening range breakout, stretch preference, and timed stops1989Evaluating always-in parabolic SAR trailing stops1992Constructing volatility-adaptive trailing stops1993Constructing parabolic time-price trailing stops1995Constructing a noise-buffered parabolic trailing stop1995Constructing parabolic SAR as an accelerating trail1997Constructing a parabolic trailing stop that only tightens2002Always-in-market SAR trail with directional confirmation2005Building entry rules with ratchet volatility stops2008A Relative Strength Index channel for profit lock and a trailing stop for capital protection2010Building loss limits from the parabolic stop-and-reverse plot2013Hard stops and small bets to keep a portfolio alive2016A parabolic trailing stop is not a complete system2019Bounding capital risk with phase-aware stops
This registry entry describes a research method. It is not investment advice and does not make a performance claim.