CFD sizing with tighter stops vs. wider stops
I've been working on my risk management lately, specifically around position sizing in CFDs. My understanding is that if I want to maintain a consistent dollar risk per trade, a tighter stop means I can take a larger position size, and a wider stop means a smaller size. But sometimes when I narrow my stop, I get stopped out more frequently on just normal market noise, even if the general direction was right. Then I try to widen it and my position size shrinks dramatically for the same dollar risk. How do you guys balance that trade-off between stop placement and its impact on position size for CFDs like $DAX or $SPX, especially when market volatility is higher?