关于较长周期波段交易的头寸规模

I totally get what you mean. For swings, I tend to think about it in terms of portfolio percentage rather than just per-trade risk, especially if I have several swing positions on. Are you considering the total portfolio exposure at any given time, or just each individual trade in isolation?

This is a common dilemma. Many traders scale their 1% risk based on their account size, but then adjust their position size relative to the capital they are willing to allocate for that specific trade, or sometimes even use a smaller risk percentage like 0.5% for wider stops to keep the nominal value higher.

You're right, the 1% rule applied strictly can make position sizes for wider stops impractical. Consider scaling your risk percent down for those wider-stop swings, or accept that a wider stop often means a smaller position size if you want to keep the dollar risk consistent.