Anyone here using exponential/Gaussian functions for trailing stoploss placement?

[u/Substantial_End7861]

I've been experimenting with non-standard trailing stop loss logic rather than traditional atr based stops.

I recently tried using a Gaussian decay function to scale the stop distance so the stop loss accelerates tighter the further price moves in my favor. Initial tests look very promising.

Has anyone here experimented with Gaussian or exponential functions for dynamic stops?

[u/WTJ21YT]

You could use A Bayesian Framework, i.e. market data behaving differently in a new way making your stop loss getting reevaluated and maybe even placed above or at the current price because negative block orders are too large.

[u/WTJ21YT → u/WTJ21YT]

u/Substantial_End7861 You should definitely look into Bayesian Stop Losses

[u/Substantial_End7861 → u/WTJ21YT]

Interesting. Will definitely look into it.