One stop for each securities?

Suppose you are trading multiple securities,
and you put them all in one system,
do you do one stop threshold for all securities,
or you do different stop threshold for each individual security differently?

If you use one universal stop threshold across all securities, you add only 1 parameter;

but if you use different stop threshold for each individual security differently, you add N parameters to the system ( assuming N you are trading N securities). Lets say N is very large, it's 1000+.

So which one would you do?

Any thoughts?

Thank you!

 

I have the same problem for my system...

Any one?

 

It should roughly be based off of ATR or something similar. You cant place the same stop on GOOG as you would on ABAT. You could set a individual based stop or group based stop. IE MSFT and INTC would have a similar stop while GOOG and BIDU would have there own stop.