ATR Dynamic Position Sizing Intensive
Eliminate arbitrary stop-loss placement with volatility-anchored mathematical sizing.
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