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LiquidityTracker

ATRPositionSizer

LiquidityTracker  
Volatility positionsizing
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volatility positionsizing
The ATR Position sizer allows the trader to size Forex and Equity positions based on how much % movement in equity is allowed within a predefined ATR range period.
Current default settings are:

The calculated trade size = N*ATR Movement = % Up/Down Movement in Equity = 1 Unit

N is an ATR multpile.
ATR time frame is defaulted to weekly and can be changed.
% Unit Risk is set to 0.5 and can be changed.

The ATR position sizer plots the recommended trade size (green) and equity line (blue).
A maximum allowed capital allotment to any given trade can also be specified in terms of %. If trade size exceeds max capital allocation, the trade size line turns red.

This type of sizing approach is useful when managing a portfolio of assets.
Invite-only script

Access to this script is restricted to users authorized by the author and usually requires payment. You can add it to your favorites, but you will only be able to use it after requesting permission and obtaining it from its author. Contact LiquidityTracker for more information, or follow the author's instructions below.

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