OPEN-SOURCE SCRIPT
已更新

ATR + Position Sizing

138
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
發行說明
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


免責聲明

這些資訊和出版物並非旨在提供,也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。