adaptive stops: does the stop get wider exactly when i deserve it tighter?

So I read the volatility stop writeup in the strategy library over the weekend, the one that scales the exit distance to how much the instrument has been moving instead of slapping the same fixed percent on everything. And honestly it explains about three years of my worst habits back to me. I've been running one stop percentage across a watchlist that has both sleepy names and things that move like they owe someone money, and then acting surprised when the same rule kept getting knocked out of one and never triggered on the other until it was way past caring. Where I get stuck is the bit that makes me nervous. If volatility is high, the stop gets wider. But high volatility is usually exactly the moment I have no business holding a position at all. So the rule loosens the leash right when I'm least likely to behave. Is that a real problem or is that just me projecting my personal failings onto an if-statement. Second thing: the asymmetry, target further out than the stop. That means I'm wrong more often than I'm right and it has to pay off on the winners. I have historically been very good at the first half of that sentence. And the lookback for measuring the volatility — if I shorten it, the stop starts reacting to whatever happened in the last few candles, which feels like it could feed on itself. Widen after a spike, get filled further away, spike again. Has anyone here actually run something like this on a mixed watchlist long enough to say whether the lookback length matters more than the multipliers? I don't want to find out the expensive way for the fourth time.