Comments on: Dollar Stop Losses Vs. Volatility Stop Losses: Algorithmic Trading Tips https://easylanguagemastery.com/building-strategies/dollar-stop-losses-vs-volatility-stop-losses-algorithmic-trading-tips/?utm_source=rss&utm_medium=rss&utm_campaign=dollar-stop-losses-vs-volatility-stop-losses-algorithmic-trading-tips Helping you Master EasyLanguage Tue, 26 Apr 2022 02:45:39 +0000 hourly 1 https://wordpress.org/?v=6.9.1 By: Kevin Davey https://easylanguagemastery.com/building-strategies/dollar-stop-losses-vs-volatility-stop-losses-algorithmic-trading-tips/#comments/7315 Wed, 24 Jun 2020 12:09:19 +0000 https://easylanguagemastery.com/?p=22415#comment-7315 In reply to Ryan.

Thanks for the comment Ryan. I usually trade with continuous contract futures, and when rollovers occur, all past prices change by a certain amount (not a percentage). So, this means when using percentage calculations like you suggest, the historical results can change over time. This makes percentage based stops harder to analyze. That is primary reason I did not use them. THANKS!

]]> By: Ryan https://easylanguagemastery.com/building-strategies/dollar-stop-losses-vs-volatility-stop-losses-algorithmic-trading-tips/#comments/7311 Mon, 08 Jun 2020 22:38:22 +0000 https://easylanguagemastery.com/?p=22415#comment-7311 Good stuff as always!

How about % based stops? This was your stop is increasing / decreasing as price changes over time.

Something like this –
SetStopLoss(MMStopPct/100. * BigPointValue * Close);

Cheers,
Ryan

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