OPEN-SOURCE SCRIPT
Atualizado

ATR + Position Sizing

86
This is an equalized risk calculation for easy position sizing when trading multiple instruments at the open.

The formula is simple:
Position Size = $ Risk / X-period ATR
Notas de Lançamento
This is an equalized risk calculation for easy position sizing when trading multiple instruments at the open.

The formula is simple:
Position Size = $ Risk / X-period ATR

It will also track the largest recorded ATR value and corresponding share size for references.
The first 5 minutes are intentionally ignored in this calculation, as opening volatility can often be a mis-representation of true 1min ATR.

User Specified Parameters:
  • $ Risk: desired risk per trade
  • ATR Lookback Period


Aviso legal

As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.