Really? That’s a strange plan indeed, because it naturally means that when the market’s volatile, your stop loss is effectively much smaller, compared with price movements, than when it’s not volatile.
Is that really your intention? 
Wouldn’t it be easier, better and less risky to use a stop-loss that’s volatility-related, as all experienced traders and textbooks advise?
I strongly advise you against ever measuring SL-distances in terms of “pips”. The best way is “by price action/SR” (i.e. just above/below swings-high/low). The second-best way is “by numerical volatility (e.g. an ATR-multiple). A “number of pips” is a very bad way, and of course that’s also one of the many reasons not to use an automated trailing stop (because those are also measured as “a number of pips”).
Many of us who have actually researched it carefully consider trailing stops to be really unwise (albeit superficially appealing) for all the kind of reasons explained here. 