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|).
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What does this worksheet include?
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