Volatility-based sizing: what's your formula?

Risking the same money per trade ignores that some days move twice as much as others. Volatility-based sizing scales positions down when ATR is high and up when it's low, keeping risk roughly constant in market terms.

What's your method?

• the ATR period and the risk target
• how position size changes across your pairs
• whether it changed your drawdowns

The ATR guide has the full formula with examples.