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ATR Dynamic Position Sizing Intensive

Eliminate arbitrary stop-loss placement with volatility-anchored mathematical sizing.

ATR Dynamic Position Sizing Intensive

Primary Objective & Practical Result

Participants gain fluency in instant calculation of volatility-based position sizing, multi-step ATR partial exits, and trailing Chandelier stops.

Curriculum Scope & Technical Depth

Deep dive into Wilder's True Range equations, standard versus exponential ATR smoothing, ATR percentage bands, calculating position size = (Account Risk ₩) / (ATR × Multiplier), and managing overnight gap risk.

Step-by-Step Instructional Progression

Morning Session: True Range Mechanics

Mathematical breakdown of High-Low, High-Close, and Low-Close ranges; addressing gap distortions.

Midday Lab: Sizing Equation Mastery

Hands-on calculation drills across equities, indices, and currency pairs under varying volatility states.

Afternoon Session: Dynamic Stop Architectures

Calibrating 1.5x, 2.0x, and 3.0x ATR trailing stops for trend holding versus short-term mean reversion.

What is Included & Excluded

Included in this Program:

  • Full-day intensive workshop materials and printed reference binder
  • Interactive spreadsheet models for multi-asset position sizing
  • Catered luncheon and afternoon technical review session (for in-person attendees)
  • 30-day access to the workshop replay library

Explicitly Excluded:

  • Discretionary fundamental analysis or macroeconomic forecasting