海龟头寸 (turtle position)

٣٠ يناير ٢٠٢١

Determine the position of the product to purchase according to:

1. max loss that you could tolerate
2. max volatility that you could tolerate (defined as the multiple of the current ATR)

For example:

current ATR = $5
max loss = $1000
volatility multiple = 2

The position will be

p = $1000 / $5 / 2 = 100 (shares)

٣٠ يناير ٢٠٢١

ملاحظات الأخبار

This should be used with your stop-loss strategy.

For example:

current price = $950
current ATR = $5
Volatility Multiple = 2

Your stop-loss price should be $950 - $5 * 2 = $940