Origin
Described by Larry Williams in Long-Term Secrets to Short-Term Trading. Williams calls it "First Profitable Opening" — the first moment the price opens above the entry (for a long) after a minimum number of bars has been held.
Logic
After an entry you wait bailout_min_bars candles. Then: if the open of the next candle is above the entry price (long) or below it (short), you exit immediately at the open.
Bailout conditions (long):
1. bars_in_trade >= bailout_min_bars
2. candle_open > entry_price
→ EXIT at open
Botty implementation
strategies/conditions.py → exit condition bailout_exit. Runner-handled (like time_stop — no entry in EXIT_SIGNAL_FUNCTIONS, checked directly in the runner).
Parameter: bailout_min_bars (default: 1) — minimum number of bars before the bailout check.
Why it makes sense
- Locks in small gains before a retracement wipes them out.
- Fast capital recycling — short holding times, many trades possible.
- Psychologically clean — a clear rule, no discretion.
Trade-off
The bailout exit can cut off big winners that only really run after several bars. Combining it with a wider trailing stop (that kicks in later) can help — or enable bailout only for certain strategies.
Combination
Williams himself combined bailout with a time stop: either the bailout triggers first (a profitable exit) or the time stop closes after N bars (limiting the loss).