1199
*incl. of TaxesStructural Stop Loss
- Intermediate
- English
- 366 Learners
1199
*incl. of Taxes- Date: March 7, 2021
- Time: 11:00 AM
- Duration: 2 Hours
Introduction
Putting the correct stop loss is one of the most important constituents of a traders success while initiating the trade. Traders are distressed with their pinching of Stop Loss as most consider it as a Game of Percentages whereas in reality the success depends upon the correct Structural Placement.
Objective of the Webinar-
This webinar focuses on the importance of stop loss, how to locate it at the foot of the Momentum Mountain with well-defined proximity. The micro factors to be considered while putting the stop loss with various case studies will be the prime focus of this session.
Speaker
Nimblr
Trader, Investor, Concept Owner Nimblr TA, Candlestick & CCI Master, Coder & Code Mentor.
What You Will Learn?
- What Triggers a Trade
- Constituents of a successful trade
- What is a Breakout
- What is the Base of Breakout
- Where should be the exact Stop Loss
- Dual Stop Loss Method
- Various Stop Loss Calculations
- Risk Management
- Position Sizing
- Capital Preservation
- Asset-wise
- Time Frame-wise
- Case Studies Walk-through of a Trade
Materials to be shared with participants
The webinar attendees will have access to the presentation, which contains all the relevant information and insights. This will give the participants hands-on reference to the concepts and case studies discussed during the session.
Prerequisites
Basic knowledge on technical analysis and trading
How to Participate
Step 1 : Click on ‘Book Your Seat !‘ button and book your seat for the webinar.
Step 2 : You will receive an email containing a link to join the webinar.
Step 3 : Click on the same link to join 15 minutes before the start of the webinar.
Step 4 : Checksystem requirements and do necessary configuration of your headphone/speaker and system volume.
1199
*incl. of Taxes*Exclusive webinars are not included in any of our webinar plans. Check out our webinar plans here.