If you live in Washington and work in Oregon then only Oregon sources of income are taxed by Oregon. For most people this means your wages from your Oregon job. Capital gains on sale of stock, dividends, interest, etc are not taxable by Oregon for Washingon residents (this assumes that you are talking about sales of stock in a publically-held company).
Here are the instructions for Oregon Form 40-N, which is the tax form for non-residents:
http://egov.oregon.gov/DOR/PERTAX/docs/2008Forms/101-045-08.pdf
Note that on page 5 it specifies what is, and is not, Oregon income for non-residents.