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IFT-System
2021年1月30日午前10時38分

Position Size Calculator - Fixed Dollar amount, point value ATR 

E-mini Nasdaq-100 Futures (Mar 2021)CME

詳細

Hello Traders,

A very simple code aiming to help you size your position, according to the amount you're accepting to lose AND the current volatility ATR.

Why is it important to use ATR size ? Markets move, and having fixed stoploss values will lead to getting stopped out in case of volatility increase.

You also need to size down your trades in case of more volatily, as more points can be taken or lost.

Hope it helps!

Kudos to Racer9 who inspired me : tradingview.com/script/JebcnplL-Position-Size-Calculator-ATR/

リリースノート

Removed the precision roundup, as some products allow fractional trading.

And it's safer to take round low, than up.

リリースノート

Added timeframe selection and organized the code a little

リリースノート

Added average sizing position : middle between user defined stoploss, and ATR stoploss. Provides an in between risk management
コメント
racer8
cool.
詳細