trading futures market is different from individuals stocks

Trading Vxx is different because it has a guessable above and below bound depending on the bear or bull conditions of the market. Certainly in a bear market like this the stock indexes vacillate between these bounds. When under a high leverage postion one should never take a loss on the future market although the same principle applies to individual stocks, in future market on has to be extra careful because unlike a individual market ( a micro asset) that is easier to understand the behavior and wait and hold till the stock move up(even if there is a loss of 5 percent on the treading 30 day MA).

In case of the future market like a VXX it is impossible to guess where the market is going in the short run. If one take a loss from the buy price one does not know when the stock will come back to the same price to get out of the situation. One needs a lot of patience and one has to leave the future for some time even if one is confident of the macro economic situation will go the way one is thinking.

VXX moved to 22.75 today. that is good news for me. But it has to move to 25.5 for get out off the train without a loss.

It could probably happen but I am in a wrong situation, instead of making  a profit I am waiting to recover losses. Hmmmmmm

Never never take a loss on the futures market. It is just unpredictable movement with the limited bounds.
One has to learn to buy or sell at the upper and lower bounds. On the peaks of the market or atleast near the peaks. Needs some expertise.

Have to take small losses in this game. That is for sure. Have to take losses for commmission costs but have to hold stocks and cover all the losses when the future moves in the macro economic reality
check situation from the market irrationality. Make money off the market irrationality. Sometime the irrationality can go far against ones situation. One should get out of such a situation. Not take a loss from the current buy situation. One should not be intimitated about the market irrationality.
One has to get out of the train and catch it at the right station. Thats what the game is all about.