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Risk

Position size: fixed and volatility-based

The same size on a calm and on a wild market is a different risk at the same number.

Fixed size

The same volume on every trade. Simple and predictable, but the risk floats: with wide candles a stop at the same distance is hit more often, and with narrow ones the target is not reached.

Suitable when you trade a single instrument with stable volatility.

Volatility-based (ATR)

Size is computed so that the monetary risk stays the same: wide candles mean a smaller position, narrow ones a larger one. The distance to the stop is set in units of ATR, and the position is fitted to it.

This is the only way to compare trades across instruments: one trade on gold and one on EURUSD at a fixed size are incomparable risks.

What to choose

What neither method does

Neither protects against too much total risk. Ten trades at 1 % is 10 %, and the limit on concurrent positions matters more here than the sizing formula.

Updated: 2026-09-10