Tutorial6 min read

Position sizing: turning a risk limit into an order size

Fixed fractional, volatility-adjusted and fixed-notional sizing — what each does to your equity curve and when to use them.

Fixed fractional

Size = (account equity × risk %) ÷ (entry price − stop price). It keeps every trade equally important, and it automatically scales down after losses and up after gains.

Volatility-adjusted

Using ATR instead of a fixed stop distance gives calmer instruments larger sizes and jumpier ones smaller sizes, so each position contributes similar risk to the portfolio.

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What to avoid

Sizing by conviction, averaging down into losers, and doubling up after a losing streak are the three behaviours automation is best at preventing — provided you never encode them as rules.

M

My Metric Trade Editorial

Published 1 July 2025

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