ATR Stop-Loss & Position Size

Calculate an ATR-based long or short stop and size a position using a defined risk budget and explicit instrument value.

INPUTS

RESULTS

Risk budget100
Stop-loss price97
Price risk per unit3
Account-currency risk per unit3
Position size (units/contracts)33.333333
Estimated capital required (unlevered)3,333.333333

Fractional units shown. Round down to the instrument's allowed lot step. This is not margin required; fees, slippage and currency conversion are excluded.

Method and assumptions

Price distance = ATR × multiplier. Long stop = entry − distance; short stop = entry + distance. Account risk per unit = distance × value per price point. Units = risk budget / account risk per unit. Unlevered capital = units × entry × value per point.

Common mistakes and edge cases

ATR is entered manually; no market data is fetched. The value-per-point field must match the instrument and account currency. Default 1 is not universal. Round units down to a valid lot step; verify FX conversion, fees, slippage and margin separately. Long stops at or below zero are rejected.

How to use

  1. Enter capital and select risk percentage or fixed risk amount.
  2. Enter entry, ATR and multiplier, then long or short direction.
  3. Set account-currency value per price point per unit; inspect stop, size and unlevered capital.

Example

Capital 10,000, risk 1%, entry 100, ATR 2, multiplier 1.5 and value per point 1 gives distance 3, long stop 97, risk budget 100, about 33.333333 units and 3,333.33 unlevered capital. A short stop is 103.

Frequently asked questions

Does this fetch ATR?
No. Enter the ATR from your chart and selected timeframe.
Is unit value always 1?
No. Set the correct contract/point value in account currency; the default only models 1:1 instruments.

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This tool is provided for general informational and workflow purposes only. It does not constitute financial, investment, tax, or professional advice. All calculations run in your browser; no input data is transmitted or stored.