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Sometimes putting stops in the market as they really are may not be prudent, especially when tight stops are being used Floor traders may try to gun the stops to pick up a few ticks for themselves. In other words, the floor traders may intentionally try to force the market to hit the stops, causing them to be executed. When stops are taken out this way, the trader who placed them usually ends up losing. How can this be avoided Place a catastrophe stop with the broker, just in case trading action cannot be taken quickly enough due to busy phones or difficult market conditions. The catastrophe stop is placed far enough away from the market that it is beyond the reach of gunning and similar mischief. No one would like to see this stop hit, but at least it will keep the trader from getting killed should something go badly wrong. The real stop should reside only with the trader, i.e., in the system on the computer: when this stop gets hit, the computer displays a message and beeps, at which time the broker can be immediately phoned and the trade exited. Handled this way, tight stops can be used safely and without the risk of being gunned.
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Trade-Offs with Protective Stops
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Usually, as stops are moved in tighter, risk control gets better, but many winning trades could be sacrificed, resulting in the decline of profit, Everyone would love
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to use $100 stops in the S&P 500 because the losses on losing trades would be fairly small. However, most systems would lose 95% of tbe time! Certain systems allow stops to be tight, just because of the way the market moves relative to the entry point. Such systems yield a reasonable percentage of winning trades. When developing systems, it is good to build in a tight stop tolerance property. Such systems are often based on support and resistance or other barrier-related models. Many systems do not have a tight stop characteristic and so require wider stops. Nevertheless, there is always a trade-off between having tight stops to control risk, but not so tight that many winning trades are sacrificed. Loose stops will not sacrifice winning trades, but the bad trades may run away and be devastating. A compromise must be found that, in part, depends on the nature of the trading system and the market being traded. Slippage
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Slippage is the amount the market moves from the instant the trading order is
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placed or, in the case of a stop, triggered, to the instant that order gets executed. Such movement translates into dollars. When considered in terms of stops, if the market is moving against the trade, the speed at which it is moving affects the amount that will be lost due to slippage. If the market is moving quickly and a stop gets hit, a greater loss due to slippage is going to be experienced than if the market was moving more slowly. If there was a stop loss on the S&P 500 of $500 and the market really started moving rapidly against the trade, $200 or $300 of slippage could easily occur, resulting in a $700 or $800 loss, instead of the $500 loss that was anticipated. If the market is moving more slowly, then the slippage might only be $25 or $50, resulting in a $525 or $550 loss. Slippage exists in all trades that involve market or stop orders, although it may, in some circumstances, work for rather than against the trader. Limit orders (e.g., sell at $2 or better ) are not subject to slippage, but such orders cannot close out a position in an emergency. Contrarian Trading If possible, exit long trades when most traders are buying, and exit short trades when they are selling. Such behavior will make it easier to quickly close out a trade, and to do so at an excellent price, with slippage working for rather than against the trader. Profit targets usually exit into liquidity in the sense just discussed. Certain volatility exits also achieve an exit into liquidity. Selling at a blowoff top, for example, is selling into a buying frenzy! Buy the rumor, sell the news also suggests the benefits of selling when everyone starts buying. Of course, not all the exits in an exit strategy can be of a kind that takes advantage of exiting into liquidity.
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Conclusion A complete exit strategy makes coordinated, simultaneous use of a variety of exit types to achieve the goals of effective money management and profit taking. Every trader must employ some kind of catastrophe and money management stop. It is also advisable to use a trailing stop to lock in profits when the market is moving in the trade s favor. A risk- or volatility-based exit is useful for closing positions before a stop gets hit-getting out with the market still moving in a favorable direction, or at least not against the trade, means getting out quickly and with less slippage. TESTING EXIT STRATEGIES
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In the next few chapters, a variety of exit strategies are tested. In contrast to entries, where an individual entry could be tested on its own, exits need company. An entire exit strategy must be tested even if, for purposes of scientific study, only one element at a time is altered to explore the effects. The reason for this involves the fact that an exit must be achieved in some fashion to complete a trade. If an entry is not signaled now, one will always come along later. This is not so with an exit, where exposure to market risk can become unlimited over time, should one not be signaled. Consider, for example, a money management stop with no other exit. Are looser stops, or perhaps the absence of any money management stop, better than tight ones The first test determines the consequences of using a very loose stop. If the no-stop condition was the first tested, there would be no trades to use to evaluate money management stops; i.e., there would only be an entry to a trade from which an exit would never occur. With a loose stop, if the market goes in favor of the trade, perhaps the trade would be held for years or never exited, leading to the same problem as the no-stop condition. These examples illustrate why exits must be tested as parts of complete, even if simple, strategies, e.g., a stop combined with a time limit exit. For the aforementioned reasons, all the tests conducted in 13 employ a basic exit strategy, specifically, the standard exit strategy (and a modification thereon used throughout the study of entries; this will provide a kind of baseline. In s 14 and 1.5, several significant variations on, and additions too, the standard exit will be. tested. More effective stops and profit targets, which attempt to lock in profit without cutting it short, are examined in 14. In 15, techniques developed in the section on entries are brought into the standard exit strategy as additional components, specifically, as signal exits. Moreover, an attempt will be made to evolve some of the elements in the exit stmtegy. To test these various exit strategies in a man ner that allows comparisons to be made, a set of standard entry models is needed. STANDARD ENTRIES FOR TESTING EXITS
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When studying entries, it was necessary to employ a standard, consistent exit methodology. Likewise, the investigation of exits requires the use of a standard entry method, a rather shocking one, i.e., the random entry model. It works this
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way: The market is entered at random times and in random directions. As in all previous chapters, the number of contracts bought or sold on any entry is selected to create a trade that has an effective dollar volatility equal to two contracts of the S&P 500 at the end of 1998. Due to the need to avoid ambiguity when carrying out simulations using end-of-day data, the entries used in the tests of the various exit strategies are restricted to the open. If entry takes place only at the open, it will be possible to achieve unambiguous simulations with exits that take place on intrabar limits and stops. Unambiguous simulations involving such orders would otherwise not be possible without using tick-by-tick data. As previously, the standard portfolio and test platform will be used.
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