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Old 03-28-2007, 02:12 AM
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Re: Optimal trailing stop percentage

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Hi, guys

It seems to be always a problem for a trader to choose the proper trailing stop percent, doesn't it?

How do you decide?
Not sure what trading platform you're using to automate your trading, but in Tradestation, there is a minimum floor amount gained before the trailing percent kicks in. This is only way I do this with automation, bag in a required amount then leave the trailing percent wider than usual. That way, even if you get stopped out, you already have a certain gain bagged in already.

The thing about stops we set never coincides with the dynamics of the markets. The only way to adjust this is do analysis on the market measure the pivots or ranges, use that to adjust your trailing stops accordingly. Even then, it's no guarantee the stops will not get hit.

I've used stop loss at specific dollar amount and use trailing stop when it's already in the money. Of course, this is static but like all system traders recommend you have to optimize your systems from time to time to the changing market conditions.

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