Định cỡ CFD với đòn bẩy cao hơn: quản lý rủi ro giảm giá?

It's a tricky balance for sure. Are you finding the fluctuating margin requirements are making your calculated 'fixed percentage' risk change during the trade, or is it more about the initial sizing feeling off because of the leverage? I've seen some traders focus heavily on stop-loss placement as the primary risk management tool with CFDs, then size the position based on that, rather than solely on the notional value.

It's a common challenge with CFDs. One approach I've found helpful is to calculate your maximum potential loss in absolute terms (e.g., in dollars) based on your stop-loss placement, and then size your position so that this absolute loss doesn't exceed your desired risk percentage of your total account, regardless of the leverage used. Does that make sense?