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.
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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|).
Keep planned assumptions separate from later observations. Mark missing information as unknown instead of zero. Templates organize research; they do not recommend a trade or document a verified live fill.
What does this worksheet include?
Editable fields for the research task named above. Any example values are fictional and should be removed or replaced before use.
This resource is educational, not individualized financial advice. Calculator inputs stay in your browser. Check your venue's current contract, margin and fee documentation.