How to build an exit strategy for your trading system



In many ways, a good exit is as critical and difficult as achieving a good entry. For this reason, I have written this short guide for you.


Reading Time: 4 minutes         Financial activity: Trading          Knowledge level: Beginner


Summary

Why adopt an exit strategy?

Fixed money management exit

Trailing exits

Time-based exits

Volatility exits

Barrier exits

Technical signal exits

Conclusions


Why adopt an exit strategy?

There are two goals that a good exit strategy attempts to achieve. The first one is to strictly control losses. The second goal of a good exit strategy is to ride a profitable trade to full maturity. If a trade is going favorably, it should be ridden as long as possible and for as much profit as reasonably possible.

There are a wide variety of exit types to choose from when developing an exit strategy and below we will see the most common.

 

Fixed money management exit

It’s the standard exit strategy and it’s based on a fixed stop loss and a fixed target profit. So, if the market moves against the trade more than a specified amount the position would be stopped with a loss, if the market moves in favor of the trade of a specific amount, an exit would occur with a known profit. Simple and basic!

There are many ways to decide where to place stops. The simplest placement occurs by assessing the maximum amount of money that can be risked on a given trade. Another way to set the stop is based on volatility. A good way to set a money management stop is based on a price barrier, such as a trendline or support/resistance level.

 

Trailing exits

A trailing exit is usually implemented with a so-called trailing stop. The purpose behind this kind of exit is to lock in some of the profits or to provide protection with a stop that is tighter than the original money management stop, once the market begins to move in the trade’s favor. Once it is in place, a good trailing stop can serve both as an adaptive money management exit and as a profit-taking exit.

The stop can be set to trail, by a fixed dollar amount, the highest (or lowest, if short) market price achieved during the trade. Fixed barriers, like support/resistance levels, can also be used: the stop would be jumped from barrier to barrier as the market moves in the trade’s favor.

 

Time-based exits

Time-based exits involve getting out of the market on a market order after having held a trade for a fixed period. The assumption is that if the market has not, in the specified period, moved sufficiently to trigger a profit target or some other kind of exit, then the trade is probably dead; the trade should be closed out and we must wait for the next opportunity.

 

Volatility exits

A volatility exit depends on recognizing that the level of risk is increasing due to rapidly rising market volatility. Under such circumstances, it is prudent to close out positions. ATR indicator should be used to monitor volatility.

 

Barrier exits

A barrier exit is taken when the market touches or penetrates some barrier, such as a support or resistance, a trendline, or a Fibonacci retracement level. Barrier exits are often the best exits: they represent (theoretical) barriers beyond which the interpretation of market action must be revised.

 

Technical signal exits

Signal exits occur when a system gives a technical signal that is contrary to a currently held position and the position is closed for that reason. The system generating the signal need not be the same one that produced the signal that initiated the trade. For example, exits based on pattern recognition, moving average crossovers, and divergences are technical signal exits.

 

Conclusions

While waiting for a good opportunity to enter a trade, there is no market risk, because if one opportunity to enter is missed another will always come, when a trade is entered, failing to exit at an appropriate moment can cost dearly! For this reason, always study carefully (through numerous backtests) which exit strategy to adopt and how to best configure it.

A sincere wish of good work to all!

 

Written by F. GRAMOLA (*).

(*) Member of S.I.A.T., the Italian Society of Technical Analysis (member society of I.F.T.A. – International Federation of Technical Analysts).

 

Warning

We merely cite our personal opinions for educational purposes only.

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Investing and trading are risky. Don't invest or trade money that you cannot afford to lose.

Initial photo by Rayson Tan on Unsplash

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