stop orders do you use them

Discussion in 'Order Execution' started by mnx, Oct 24, 2005.

How often do you use stop orders?

  1. All the time

    24 vote(s)
    43.6%
  2. on more than half my trades

    6 vote(s)
    10.9%
  3. on less than half my trades

    11 vote(s)
    20.0%
  4. Never

    14 vote(s)
    25.5%
  1. cnms2

    cnms2

    I'm trading directionally using long / vertical front month near in-the-money options. I size my trades based on the underlying price stop-loss, that I convert into my option stop-loss for a 75% implied volatility at the end of my time frame forecast. Under normal conditions I close my position without my stop-loss order being hit.

    I avoid stocks with large slippage and very volatile, but when I trade them I prefer to use stop-limit orders on the assumption there is a higher probability that the gap will be filled.

    Using near ITM options protects of large losses when the underlying gaps and doesn't recover, even if my stop order is filled poorly or stop-limit order is not filled. These should be rare situations.
     
    #11     Nov 14, 2005
  2. He mentioned "trade option", What about buy or selling
    put or call, since you pay primium and your downside
    risk in limited to the primuiem paid? right?

    Why you need to use Stop limit then?
     
    #12     Nov 15, 2005
  3. cnms2

    cnms2

    Due to options' large slippage and relatively low volume, a market order could be filled at an unfavorable price especially in a fast moving market. A stop-limit order protects you from this.

    If the stop-limit order to close a long position doesn't get filled because the price gapped through it, the most you'll lose is the whole premium.
     
    #13     Nov 15, 2005
  4. qazmax

    qazmax

    If your heart rate changes when you enter a position, then you need a stop. Otherwise just keep an eye on it...

    :)
     
    #14     Nov 15, 2005