ATR stop position size calculator
Size a crypto position from an ATR-based stop, your risk per trade, fees, slippage and a leverage cap, using the same rule as the SuperQuant backtester.
Use the free toolATR stop position size
Size a position so a volatility-based stop (a multiple of ATR) loses only your chosen share of equity, with fees, slippage and a leverage cap. Uses the same sizing rule as the SuperQuant backtester.
Turn on JavaScript to calculate. Nothing you type is sent to SuperQuant.
Math. Stop distance = ATR × multiple. Units = equity × risk ÷ (stop distance + entry × 2 × (fee + slippage)), capped at equity × 0.95 × leverage ÷ entry, the same rule as the backtester's sizeForRisk. True range = max(high − low, |high − previous close|, |low − previous close|).
계획된 가정과 이후 관측치를 분리해 유지하세요. 누락된 정보는 0이 아닌 '알 수 없음'으로 표시하세요. 템플릿은 리서치를 정리하는 것이며, 거래를 권장하거나 검증된 실시간 체결을 기록하는 것이 아닙니다.
What does this worksheet include?
위에 명시된 리서치 과제를 위한 편집 가능한 필드입니다. 예시 값은 가상이며 사용 전에 삭제하거나 교체해야 합니다.
This resource is educational, not individualized financial advice. Calculator inputs stay in your browser. Check your venue's current contract, margin and fee documentation.