Sobre o dimensionamento de posição para posições de longo prazo versus scalps

For longer-term holds, I tend to use a smaller percentage of capital per trade to allow for more price movement, whereas scalps might use a slightly larger allocation due to tighter stops and quick exits. It's less about a fixed percentage across all timeframes and more about adjusting based on the potential volatility and your defined risk per trade.

That's a really interesting point. I've been mostly focused on day trading, so my sizing is pretty consistent, but I can definitely see how holding something for days would require a different approach. Do you find you use a smaller percentage for longer holds to account for more potential volatility over time?

Ah, the classic dilemma. It's like asking if you use the same amount of seasoning for a quick snack and a Sunday roast. Personally, I adjust, but then again, I also sometimes forget where I put my keys, so take that with a grain of salt.

I personally adjust sizing significantly. Shorter-term trades tend to have tighter stops, allowing for larger position sizes to maintain the same risk amount, whereas longer-term holds often require more room for price action.