Monday, January 14, 2008

Trade Risk Sheet as of 12/29/2007


Here's the latest update of the sheet that I use to guage contract size per trade. For those that haven't seen this before, the main column to look at is the third from the left, "$/Contract Range". This is the daily contract range in dollars calculated by the 20sma of the ATR. Example: if you normally trade the YM (Dow minis, avergae range is $1071 per contact) and typically trade 2 contracts, the equivalent risk in something such as Silver (average range @ $2106 per contract) would be 1 contract. Hope you all find this useful.

Rolcol

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