Best practices for Stop Loss placement and Risk Management?

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I'd like to open a discussion about risk management and stop loss placement.

A few questions I'd like to discuss:


1. Do you define your SL based on market structure or do you prefer a fixed/ATR-based approach?
2. How do you handle position sizing — fixed lot, fixed risk % per trade, or something more dynamic?
3. Do you use trailing stops, and if so, at what point do you activate them?
4. How do you approach the relationship between SL, TP and your strategy's statistical edge?
 
Isaac Uriel Arenas Caldera:

I'd like to open a discussion about risk management and stop loss placement.

A few questions I'd like to discuss:


1. Do you define your SL based on market structure or do you prefer a fixed/ATR-based approach?
2. How do you handle position sizing — fixed lot, fixed risk % per trade, or something more dynamic?
3. Do you use trailing stops, and if so, at what point do you activate them?
4. How do you approach the relationship between SL, TP and your strategy's statistical edge?

Welcome to the forum!

You’ve laid out the core pillars of any system design.

Because these questions are fundamental, they have been discussed here many times (massive archive of deep debates//code templates just a search away). Please utilize the forum search to review those existing threads first and to make your questions more specific.

 
Oleksandr Medviediev #:

Welcome to the forum!

You’ve laid out the core pillars of any system design.

Because these questions are fundamental, they have been discussed here many times (massive archive of deep debates//code templates just a search away). Please utilize the forum search to review those existing threads first and to make your questions more specific.

Thanks!

I'll search!

Do you know some topics, articles o posts that I can start with?

I tried looking myself but didn't see mucha apart from articles mentioning...

I want to go deeper into the topic!

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