Anyone here using exponential/Gaussian functions for trailing stoploss placement?
u/Substantial_End7861 ·
Reddit — r/algotrading
· July 26, 2026 at 05:05
· ⬆ 16 pts
· 💬 10 comments
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Summary
Post discusses using Gaussian/exponential decay functions for trailing stop-loss placement, moving away from traditional ATR-based stops.
Author has observed promising initial tests but provides no specific data, backtests, or ticker examples.
The quality is speculative and experimental; lacks rigorous DD or concrete analysis.
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Comments10
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https://preview.redd.it/v47rl41v9ifh1.png?width=795&format=png&auto=webp&s=55ede0c0ab72e0bbf0ec14628a7b0672b11284cc
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?