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Todavía tratando de cuadrar el tamaño óptimo de la posición con la colocación del stop loss. Si mi stop es amplio porque estoy operando en un marco de tiempo superior, ¿significa eso automáticamente que el tamaño de mi posición debe ser menor, o hay una manera de justificar un tamaño mayor si la convicción es alta?
A wider stop almost always means a smaller position size to maintain the same risk per trade. Conviction doesn't override basic risk management principles.
That's a classic dilemma. While conviction is good, standard risk management typically ties position size to stop-loss distance to maintain a consistent risk per trade. Deviating from that usually means either accepting higher risk per trade or re-evaluating the trade setup for a tighter stop.
That's a classic dilemma. While conviction is good, standard risk management typically ties position size to the stop loss distance to keep your dollar risk per trade consistent. A wider stop usually necessitates a smaller position if you're aiming for a fixed percentage risk per trade.
It's generally about risk per trade, not just conviction. A wider stop implies higher potential loss per share/unit, so to maintain your percentage risk, your position size needs to decrease proportionally. High conviction should translate to identifying high-probability setups, not necessarily bending risk management rules.
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