Trailing stop · TradersWeek

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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 archive24 of 122 readings

1986The stop, the size, and the acceptable loss as one pre-entry gateStops and loss limits 1988Constructing short-horizon gap and trailing-stop rulesEntry and exit rules 1988Opening range breakout, stretch preference, and timed stopsEntry and exit rules 1988Half-day bars, a midpoint gate, and a bar-based trailEntry and exit rules 1989Testing relative-strength-index reversal rules against trend continuationIndicators and filters 1989One add option sizing with a scale-out and a trailSizing and leverage 1989Packaging two-bar reversals into testable entry and exit rulesEntry and exit rules 1989Constructing cycle-aged volatility trailing stopsStops and loss limits 1989Evaluating always-in parabolic SAR trailing stopsTrend and mean reversion 1989Weekly high and low averages as stop-and-reverse levelsTrend and mean reversion 1991Set the first stop from a capital-scaled MAE histogramStops and loss limits 1991Constant false-alarm rate for dominant-cycle stopsCycles and spectral analysis 1991Session-fitted bars and average-true-range risk boundsSystem design 1992Weekly swing invalidation and the trailing stopTrend and channels 1992Stop-first pyramid adds from locked profitSizing and leverage 1992Constructing volatility-adaptive trailing stopsStops and loss limits 1992Tick-index extremes as continuation and turn hypothesesMarket breadth 1993Constructing layered stops from equity and structureStops and loss limits 1993Filter crossovers with moving-average slopeEntry and exit rules 1993Precommit stop bounds from equity and structureStops and loss limits 1993Constructing parabolic time-price trailing stopsEntry and exit rules 1994Constructing polarized fractal efficiency as a path filterIndicators and filters 1994Cash-first stops beyond crowded landmarksStops and loss limits 1994Building a five-level daily pivot gridTrend and channels

This registry entry describes a research method. It is not investment advice and does not make a performance claim.