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Stop-Loss Based on Range Breakout

Stop-Loss Based on Range Breakout​

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This feature enables you to set your stop-loss based on high-low range as defined by you in range breakout.

You can only use this feature only if you have enabled range breakout feature.

How to Use​

To use this feature first enable the Stop-Loss feature.

stop-loss-range-breakout

Now select ORB Range from the dropdown.

stop-loss-range-breakout

After selecting ORB Range, now you have 4 settings here as shown in the image below. You have 4 options to select from :

  1. ORB Range (High - Low Range, selected from drop-down)
  2. +/- (Add or Subtract from ORB Range)
  3. A number (The amount you want to add or subtract)
  4. Points/ % of Range (Given amount in points or percentage of Range terms)

stop-loss-range-breakout


stop-loss-range-breakout

ORB Range SL in Points​

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This option enables you to set your SL based on ORB Range in points.

It will work only if the Range Breakout feature is enabled for entry.

Example :- Assume you created a strategy
Underlying :- Nifty
Entry :- 09:20
Strike :- ATM CE
Positon :- Buy
Range Breakout Entry :- High of 09:16 to 09:30 on Underlying i.e. Nifty here
SL ORB Range :- ORB Range + 20 Points as shown4 in the image below

stop-loss-range-breakout

Now Assume entry ORB Range 09:16 to 09:30 High is 18760 and Low is 18710. So Range is = High - Low = 18760 - 18710 = 50 Points.
According to your SL conditions
SL = ORB Range + 20 Points
SL = 50 + 20
SL = 70 Points

Now assume your ORB high 18760 is broken and it took entry, So your SL for ATM CE Buy is 70 point on underlying is i.e. at 18760 - 70 = 18690.

ORB Range SL in % of Range​

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This option enables you to set your SL based on ORB Range in terms of percentage. It will work only if the Range Breakout feature is enabled for entry.

Example :- Assume you created a strategy
Underlying :- Nifty
Entry :- 09:20
Strike :- ATM CE
Positon :- Buy
Range Breakout Entry :- High of 09:16 to 09:30 on Underlying i.e. Nifty here
SL ORB Range :- ORB Range - 20 Percentage of Range as shown in the image below

stop-loss-range-breakout

Now Assume entry ORB Range 09:16 to 09:30 High is 18760 and Low is 18710. So Range is = High - Low = 18760 - 18710 = 50 Points.
According to your SL conditions

SL = ORB Range - 20 % of Range
SL = 50 - (20 % of 50)
SL = 50 - 10
SL = 40 Points

Now assume your ORB high 18760 is broken and it took entry, So your SL for ATM CE Buy is 40 point on underlying is i.e. at 18760 - 40 = 18720

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