When you place a Trailing Stop Loss order, you will need to enter a trailing gap. If the market moves in your direction, the stop-loss follows the Last Traded Price (LTP) of the stock by the trailing gap set by you. The order is triggered when the LTP breaches the stop-loss price, i.e. the stop loss is hit.
For Eg:
A user is placing a sell trailing stop-loss order.
The current LTP of the scrip XYZ is 100 and you set a Stop-loss at 95 with a Trailing gap of 1 and Limit price of 94.
As shown in the table above, the correlation between the Last Traded Price (LTP) and the Stop-loss value is illustrated.
The initial LTP when the Trailing Stop Loss order is placed was 100, so it is taken as the base for calculation.
In this case, the trailing gap is Rs.1, meaning that for every 1 point move in the LTP, the Stop-loss value will move by the same value in the same direction.
So, as the user starts making a profit (in favour of LTP movement):
When the LTP is 101, the Stop-loss moves to 96
When the LTP moves to 104, the Stop-loss also moves by 3 points to 99
Now, when the LTP moves to 104.5, the Stop-loss remains the same as the trailing gap is set as 1, so it will wait for a 1 point movement from the previous set price, i.e., 104
So, when the LTP reaches 105, the Stop-loss moves to 100
When the LTP moves down to 103, the Stop-loss remains at 100 and is triggered when the LTP finally reaches 100
A limit order is triggered once the Trailing Stop-loss order is triggered