For bot setups that do not use a stop loss, like; Comparison BTC spot long/"short" and (S-10) DCA by Simultaneous Deals , is the theory behind this that you monitor your deals closely and manually end deals at a loss when you feel they are not worth holding?
Thanks! Getting back to some basics.
Couple of things need to be explained when referring to the S-10 and the main point is that the strategy starts from the risk management.
In the S-10 I use at least 4 security measure:
When people trade in spot and open a trade of $100 but the uPNL is -$350 they think they are loosing -$350 while in reality they are just exposed to the same initial $100.
The strategy is part of an accumulation strategy concept where what we buy is an investment
That makes sense to me. I typically use SL on assets I don’t want to hold for the long term, where as I’ll hold red bags of BTC, ETH, SOL…and a few others for years if I have to, and average down according to my risk tolerance.
Thanks for the feedback 
If you are in spot you don’t need to use any SL as by simply selling the asset in short you can get the money back at least instead with SL you just panic sell in loss
Opening a “short” deal on spot market literally isn’t different from using a stop loss on a long deal and opening another long deal at a lower price. Calling it a “short” deal doesn’t change anything that we are realising a loss.
That’s why I first suggested to only use “short” deals instead of safety orders for long deals, before I found my generalised DCA approach with SL and, I called it, martingale safety order.
It’s totally different instead
Why do you think that
If it is were do you think am I mistaken by writing that a “short” deal on spot market (sell base - buy base) is the same as a stop loss (sell base) and the start of another long deal (buy base) except from the stats claiming a profit for the “short” deal.
@Rossano: Please add a response to explain your disagreement with what I wrote.