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I'm trying to get a better understanding of risk management and
position sizing when trading futures contracts (for YM and ES) for
position traders, not daytraders.
In equities my position sizing rules are:
1) I risk/bet 1% of my account per trade
2) I calculate my initial stop loss based on volatility using ATR
3) position_size = (account_size * 1%)/(initial_stop_loss)
4) A single position cannot exceed 10% of the total account size
What is the equivalent of this with futures contracts?
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