ポジションサイジングとストップロス設定について
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最適なポジションサイジングとストップロス設定のバランスを取るのにまだ苦労しています。もし高時間軸で取引しているためストップが広い場合、それは自動的にポジションサイズを小さく"しなければならない"ことを意味するのでしょうか、それとも確信度が高い場合に、より大きなサイズを正当化する方法はあるのでしょうか？
4 comments · 1 points
LIu/liammoreau·4d
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.
SSu/seojun_s·4d
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.
EVu/eva34·4d
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.
BLu/blee·4d
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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