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Understanding Trade Sizing and Risk Management

Apr 8, 2025

Lecture Notes on Trade Sizing and Risk Management

Key Concepts

  • Trade Sizing: Determined by the amount of risk in a trade.
  • Risk Management: Critical to maintain a maximum loss per trade.
  • Time Duration: Plays a role in determining the size of the trade.

Determining Trade Size by Risk

  • Maximum Loss Rule: Example given is a $100 maximum loss per trade.
  • Risk Per Share:
    • Example: 40 cents risk per share.
    • If 100 shares are bought, loss = $40.
    • If 200 shares are bought, loss = $80 (within $100 max loss).
    • Greater size in shares increases potential upside.

Calculating Trade Size Examples

  • Example 1:
    • 80 cent stop loss -> 100 shares.
    • 40 cent stop loss -> 200 shares.
    • 23 cent stop loss -> 400 shares.
  • All trades maintain the same $100 risk but vary in size based on the stop loss.

Other Considerations for Trade Size

  • Upside Potential: Not only risk but also potential gains are considered.
  • Time Duration:
    • Shorter trades allow for larger sizing due to less risk of unexpected events.
    • Longer trades require smaller sizing due to increased risk over time.

Time Duration Impact

  • Short-Term vs. Long-Term:
    • Short-term (e.g., 5 minutes) is less risky, allowing for larger trades.
    • Long-term (e.g., 5 years) has more risk, requiring smaller trades.
  • Scalp Play: Example of a short-term trade allowing for larger size.

Professional Trader Tips

  • Mandatory Add on First Color Change:
    • After initial entry, add on the first opposite color bar that is wiped out.
    • This strategy helps separate successful traders from break-even traders.
  • Importance of Adding:
    • The first color change add is crucial for moving out of break-even trading zones.

Summary

  • Traders should use maximum loss per trade and stop loss distance to determine trade size.
  • Consideration of upside potential and time duration is crucial.
  • Professional traders must follow specific strategies like the mandatory add on the first color change to ensure better performance in trading beyond break-even.