In this e-book a new collection of algorithms suggests new approaches to the problem that is often seen as one of the main problems of trading: the sizing of the stop loss. It is known in fact that when it is too tight one gets stopped out almost immediately and when it is too large it does protect only from losses that are too large to be acceptable.In a long series of interviews of the author with traders, this has been indicated as the critical issue, the one that ultimately determines the success or the failure.In this e-book, the issue is considered of the long-range memory of the financial data, an issue that, in the author’s knowledge, has never been considered before regarding the sizing of the stop loss.