Futures Risk-Based Position Calculator

2025年12月16日

Futures Risk‑Based Position Calculator — Description
This TradingView indicator automatically calculates and displays Entry, Stop Loss (SL), and Take Profit (TP) levels for futures trades based on a fixed dollar‑risk amount.

What it does
Uses your account balance, dollar risk, number of contracts, point value, and tick size to compute how far the stop should be from the entry.
Determines the take‑profit level using a chosen risk‑to‑reward ratio.
Draws three lines on the chart:
Entry line
Stop loss line
Take profit line
Places labels next to the SL and TP lines showing prices and point distances.
Key features
Supports long or short calculation mode.
Configurable line styling:
Width, style (solid/dashed/dotted), color, opacity.
Separate styling for entry, SL, and TP.
Configurable label behavior:
Optional background.
Text color choices.
Adjustable vertical offset to avoid overlapping the lines.
Lines extend left/right by user‑defined bar amounts.
Values are always rounded to the market's tick size.
How levels are calculated
Entry = current close rounded to tick size.
Stop distance (points) = dollarRisk / (contracts × pointValue).
SL = entry − distance (long) or entry + distance (short).
TP = entry + distance × RR (long) or entry − distance × RR (short).
Visual behavior
Lines and labels update only on the last bar to avoid clutter.
Labels show:
SL: price, point distance, and contract count.
TP: price and point distance.

1月14日

リリースノート

Overview
The ATR-Based Position Size & Risk Calculator is a powerful TradingView indicator designed to help traders calculate optimal position sizes based on their account balance, risk tolerance, and market volatility. This tool ensures you're trading with appropriate risk management by suggesting contract sizes that align with your predetermined risk parameters.

Key Features
Dynamic Position Sizing: Automatically calculates the optimal number of contracts to trade based on your account balance and risk tolerance.

Volatility-Based Stop Loss: Uses Average True Range (ATR) to set stop losses based on current market volatility, ensuring stops are placed at technically relevant levels rather than arbitrary distances.

Visual Risk Management: Displays entry, stop loss, and take profit lines directly on your chart with informative labels.

Comprehensive Risk Information: Shows detailed risk calculations including dollar risk per contract, total risk amount, and potential reward based on your risk-to-reward ratio.

Real-Time Updates: Calculations automatically update with price movements, always using the current price as the entry point.

How It Works
Position Size Calculation
The indicator calculates position size using two key inputs:

Your risk tolerance: Either as a percentage of your account or a fixed dollar amount
Stop loss distance: Determined either by ATR (market volatility) or manual points input
Based on these parameters, it computes the optimal number of contracts to trade while keeping your risk within your predefined limits.

Visual Elements
Horizontal Lines:

Entry Line: Gray dashed line at the current price
Stop Loss Line: Red dashed line at the calculated stop loss level
Take Profit Line: Green dashed line at the calculated take profit level
Information Labels:

Optimal Size Label (OS): Shows the exact number of contracts you should trade (may include decimals for precise risk calculation)
Stop Loss Label: Displays the SL price, distance in points, and dollar risk
Take Profit Label: Shows the TP price, distance in points, and potential profit
Information Table: A comprehensive dashboard showing entry price, stop loss method, risk parameters, contract calculations, and profit potential.

Setup Guide
1. Account & Risk Settings
Account Balance: Enter your trading account balance
Risk Method: Choose between percentage-based risk or fixed dollar amount
Risk Percentage: Set your desired risk per trade (typically 1-3% for conservative risk management)
2. Stop Loss Method
ATR Based: Uses market volatility to set stop loss distance (recommended)
ATR Length: Period for ATR calculation (typically 14-20)
ATR Multiplier: Multiplier for ATR value (typically 2-3)
Manual Points: Set a fixed distance for stop loss in price points
3. Contract Specifications
Point Value: Dollar value per point movement (e.g., NQ=$20, MNQ=$2, ES=$50, MES=$5)
Minimum Tick Size: Smallest price increment for the instrument
Minimum Contracts: Smallest tradable quantity
4. Visualization Settings
Line Style Settings: Customize appearance of entry, SL, and TP lines
Label Settings: Customize label appearance and text colors
Table Settings: Configure position and colors of the information table
Practical Application
Before Entry: Use the indicator to determine the optimal position size before entering a trade, ensuring your risk aligns with your trading plan.

Setting Stop Losses: Place your stop loss at the level indicated by the red line, which accounts for market volatility through the ATR calculation.

Take Profit Targets: Set your take profit at the level shown by the green line, which is calculated based on your defined risk-to-reward ratio.

Risk Assessment: Use the information table to quickly assess the dollar risk per contract and total risk for the trade.

Benefits for Traders
Consistent Risk Management: Ensures you're always risking the same percentage or dollar amount on each trade, regardless of market conditions or instrument.

Volatility Adaptation: Stop losses adapt to current market conditions through ATR, preventing stops that are too tight in volatile markets or too loose in quiet markets.

Psychological Advantage: Removes emotion from position sizing decisions by providing objective calculations based on your predefined risk parameters.

Time Efficiency: Eliminates manual calculations, allowing you to focus on trade selection and execution rather than position sizing math.

Visual Confirmation: The visual representation of risk and reward directly on your chart helps confirm if the trade aligns with your trading strategy.