交易设止损就好比下面这个故事在北美曾有一种捕捉火鸡的方法。猎人将一个笼子放在旷野之中，笼子门是卷起的。猎人先用玉米铺条路，让火鸡自然地顺着玉米之路进到笼子里。而且，笼子里的玉米会比较多，这样火鸡进去后就不会马上跑出来。等笼子里面的火鸡足够多后，猎人会触动机关，放下笼门，这样火鸡就被关进笼子里了。一天，有位猎人发现笼子里有12只火鸡自投罗网。正当他准备拉去机关时，有一只偷偷溜了出来。“我手慢了些，让我等等看，看那只火鸡会不会再跑回笼子里。”结果，在等那只外逃的火鸡回笼时，又有两只跑了出来。“见鬼！11只火鸡已经不错了，我怎么会让那两只也跑走了！现在，只要外出的3只火鸡能有1只回来，我就关门！”很快，又有3只火鸡酒足饭饱、昂首挺胸地离开了笼子。接着又是3只！当笼子里面只剩最后1只火鸡时，猎人炸毛了：“要么1只都不要，但如果有1只回笼子，我就关笼子，拎两只火鸡回家！”最后，他空手而归。
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