When entering a position you should use a Stop Market, or Stop Limit order.
On some brokerage platforms a Stop Market order is simply referred to as a Stop order.
By using a Stop order you will only be filled if the security moves above the Stop price.
Do NOT use a
- Market order - as you will get filled at the ask, which will be the worst possible price
- Limit order - these should only used for exits
Scenario 1 - The security has NOT triggered
a) If the bid/ask spread is low (less than 10 cents) then use a Stop Market order
As soon as the security moves above the Stop Price the order will be executed as a Market order.
b) If the bid/ask spread is high then use a Stop Limit order
Set the Stop Price to the Signal price, and set the Limit price a few cents higher
We suggest setting the limit price 5 to 15 cents higher, because sometimes the security will run away, and if you set the Limit price too low you may not get filled on all of your shares
At the open the bid/ask spread can be quite wide, but it tends to narrow as the session progresses
Scenario 2 - The security has triggered but is currently trading BELOW the Signal price
If you can't watch the markets throughout the day, just go-ahead and buy it at the lower price - this is what Mark typically does
Or set a Stop order that will only be filled if the security goes back up above the Signal price - this is what Markus prefers to do
There is no right or wrong way to do this, just be consistent
Scenario 3 - The security has triggered and is trading WELL ABOVE the Signal price
It is quite common for securities to bounce around after the market open so it is not advisable to chase a security that is running away.
If the stock opened BELOW the signal price and ran away, be careful chasing the trade. But you can consider using a limit order to buy the stock at the signal price (or lower) IF the stock pulls back.
If the stock opened ABOVE the signal price and ran away, consider using a limit order at the open price if the stock pulls back. The open price on a "gap" above the signal price is what PowerX Optimizer considers when backtesting.
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Contents: PowerX Analyzer User Guide