PROTECTED SOURCE SCRIPT
ATR Position Sizer
Found the substack from Ryan Wright (raen prop trading) which has amazing insights into the real prop trading world.
In his post Your Trading Edge Isn't Your Setup. It's Your Knowledge he shared a few interesting nuggets of knowledge.
Especially the part about Risk according to the 20-day ATR caught my eye, so i reconstructed a version of that formula directly for Tradingview. It works with ES (MES), NQ (MNQ), GC (MGC), YM and can be extended.
Additionally I implemented a function that tracks the chart ATR (automatically on the chosen time frame) on a defined period. This can of course be disable.
Hope it helps
In his post Your Trading Edge Isn't Your Setup. It's Your Knowledge he shared a few interesting nuggets of knowledge.
Especially the part about Risk according to the 20-day ATR caught my eye, so i reconstructed a version of that formula directly for Tradingview. It works with ES (MES), NQ (MNQ), GC (MGC), YM and can be extended.
Additionally I implemented a function that tracks the chart ATR (automatically on the chosen time frame) on a defined period. This can of course be disable.
Hope it helps
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免責事項
この情報および投稿は、TradingViewが提供または推奨する金融、投資、トレード、その他のアドバイスや推奨を意図するものではなく、それらを構成するものでもありません。詳細は利用規約をご覧ください。