How to size stoploss trigger and limit price range for almost guaranteed execution?

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1

Hello everyone :wave:

I see from backtesting Nifty options with per-minute data that sometimes the option price from one minute to the next can rapidly move, sometimes even more than 10 points. This was when I already skipped trade on days where VIX was greater than 20.

So I was wondering how to best size the SL trigger - SL limit price range so that execution is almost guaranteed in different market conditions?

Any tips like taking ATR or volatility into account? :thinking:

Thanks!