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real world stops and risk reward ratio.

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@mcteague Its a good question. I think one way around this is to undo how you think it 'should be done'. Tight stops is a slow puncture to your account. Placing stops where the market tells you is also a slow puncture. Moving to breakeven to soon....slow puncture.

I have a local SQL DB containing data on the instrument that I trade. A few simple queries provide me with information on various metrics that I deem important to my style of trading.

This allows me to place risk well out of reach of these ranges. Immediate market structure is too simple a strategy because there are well funded and coordinated groups that target these clusters in search of liquidity.
You should place your risk where there can be no doubt that your 'read' was incorrect. Context is everything but you have to give the market time to develop new structure and not be baulked out by what it appears to be doing in the short term.

How you approach this conundrum will be defined by your style of trading. Scalping a few ticks at a time is very different from holding trades for hours or days. I'm in favour of a slightly longer term approach where I can leave a trade and not be aggravated by every little twist and turn. I'm only interested in abnormal developments like unexpected volume and structure.

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