Trailing Stop Order

A written reference on trailing stop order — how it works, how to configure it, and where it breaks under load.

How It Works

At the core of trailing stop order sits a chain of transformations that turns raw market data into decisions an engine can act on.

Configuration

Configuring trailing stop order comes down to a handful of parameters. Vendor defaults suit demos; production deserves its own tuning pass.

Failure Modes

The failure record for trailing stop order includes regime changes, missed heartbeats, and positions that could not be closed gracefully.

Evaluation

An honest evaluation of trailing stop order weighs quantitative metrics alongside code quality and how much attention it demands in production.

Configuration Reference

# Trailing Stop Order tested configuration
mode: production
timeframe: auto
risk_limits:
  max_drawdown: 15 percent
  max_position: 3 percent
monitoring:
  alert_threshold: 0.5
  report_interval: hourly

Parameter Impact