Algo Trading School

Stop loss

A stop loss is an exit order resting at a price worse than the current one: below the market for long positions, above it for shorts. When price reaches it, the position closes without you acting. It is the mechanism that turns "I'll risk $100" from an intention into a rule.

Stops execute as market orders once triggered, so in fast markets the fill can be worse than the stop price — that difference is slippage. This is normal and must be part of any realistic test of a strategy.

Covered in depth in Lesson 03: Risk management before anything else.

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