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|).
将规划假设与后续观察分开保存。将缺失信息标记为未知，而不是零。模板用于组织研究；它们不推荐交易，也不记录经过验证的实盘成交。
What does this worksheet include?
上文所述研究任务的可编辑字段。任何示例数值均为虚构，使用前应删除或替换。
This resource is educational, not individualized financial advice. Calculator inputs stay in your browser. Check your venue's current contract, margin and fee documentation.