I'm going to try putting together various stops and exits I read about. Most of them are very well known, some were new at least to me. I hope you will be able to pick up some ideas from here. My main purpose, of course, is to get your replies with more ideas for stops and exits.

I'll only write down rules for long positions. If names are present, don't take it too strictly, for sure same things are known under different names. Numbers are example values only, for better readability. All rules are for ususal bar or candle chart.

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Initial stop, ATR-based. Entry minus three times ATR of ten bars.

Trailing stop, simply number of pips below price.

Trailing stop, ATR-based. Highest_high_since_entry minus three times ATR of ten bars.

Trailing stop which gets ever tighter. Initially, at entry price (or entry bar low) minus factor times ATR. With every new closed bar, shift the stop up to reduce the distance from it to newly completed bar's low by one third.

Ehlers' protective stop. SuperSmoother of lows minus factor times ATR.

Exit at the lowest low of X bars. This is called a "channel exit" made popular by the "turtles".

Exit on penetration of moving average. (Or Ehlers' SuperSmoother or Decycler).

Countertrend stop. 0.6*ATR(10) below lowest low, marked while MACD line was first time below MACD signal line, which was above zero. (This is a programming-friendly way to define point 3 of 1-2-3, i.e. latest correction in trend) (MACD could be built with Ehlers' low pass filters).

Trend reversal. If position's age is more than three bars and MACD signal line crosses below zero, trail the stop to last low.

Trend reversal. Ehlers' SuperSmoother crosses itself delayed by some bars.

Crossing moving averages (which lengths are optimized for this very purpose of exit, so no re-use of entry MAs).

A tight stop (disigned for countertrend systems). At the beginning of position's lifetime, we trail up a lowest low of five bars (every time that new lowest low is higher that current stop, move stop up to new lowest low minus some pips; but never move stop down). Every time the price makes a new high during position's lifetime, shorten the period for calculating lowest low by one bar. In case of continued favourable price move, trailing stop will be defined by lowest low of recent four, three and so on bars, getting thus ever tighter. At the very end, after ever newer new high, the length will be one and the violation of previous bar's low will close the position.

Protect big profit but don't mind further soaring. As soon as last favourable close is above entry price plus four times ATR of ten bars, activate following stop: at lowest low of last three bars.

Protect big profit and look to exit on strength. Feed the ducks when they are squeaking. E.g. after six ATRs of profit, exit when RSI rises above 75 (or some John Ehlers oscillator makes a top).

Stop tightening more generically. When the ADX is declining, tighten the stop to take even small profits of one or two ATRs quickly before they get away.

Timing of stop tighting. Wait for overbought condition like Stochastics %SlowK(9) and then start watching for penetrations below lowest low of latest two bars. Keep this tight stop active even if overbought condition disappear.

Chuck LeBeau's Chandelier. Stop is placed at highest high (or highest close) since position is opened minus three times fresh ATR of ten bars. Because ATR may increase, this stop level may move down (get less tight). This way we intentionally pay attention to volatility and give the price more room, hoping for new ever higher highs. After we have reached 4 ATRs of profit we will reduce the room to only 2 ATRs presentation

Chuck LeBeau's YoYo. Stop is placed at fresh close minus two times ATR. As the close moves higher and lower the stop moves up and down. It identifies abnormal volatility in the wrong direction. This stop is only a supplementary one and does not protect against slow adverse move.

Modified Parabolic Stop (the original one is by Welles Wilder). This trailing stop moves closer and closer to recent price as new highs are made. Initial stop is at low of entry bar minus ATR multiple (e.g. 2). There is a factor called acceleration (e.g. 0.02). With every new bar, stop is moved up by acceleration times distance between highest_high_since_entry and the old stop level, but not beyond last low. Every time a new highest_high_since_entry is reached, acceleration is increased by one step (e.g. 0.02), limited by some maximal value (e.g. 0.2). code

Keep at least X% of profit. The more ATRs is profit, the more X.

Exit at predefined target which is factor times initial risk.

Exit at pre-determined objectives (for short-termed trades). If ADX is declining - one or two ATRs.

Bailout (Larry Williams). Exit at first profitable open ('profitable' may be adjusted to consider slippage and commissions).

Exit at second close above the high of entry bar (Joe Stowell)

Exit, if after some number of bars (fixed or e.g. one half of avarage successfull trade duration) still no profit.

Breakeven, ATR-based. Just a version of protect bif profit. As soon as highest_close_since_entry brings at least four ATRs profit, move initial stop to entry price (may be adjusted to consider slippage and commissions and a small profit).