Academy course material · Capital Management System
Text walkthrough
ATR-Based Sizing
A self-paced text walkthrough, without video or audio. See the article below for worked examples and materials.
Course Notes
In "Capital Management System" → "Volatility-Based Sizing", this lesson "ATR-Based Sizing" builds knowledge you can apply immediately.
Shrink size in high volatility to hold constant dollar risk: lots = risk ÷ (ATR × pip factor). Calibrate separately for EUR/USD vs. GBP/JPY.
These points align with the video walkthrough—take notes as you watch.
After studying, complete the companion practice lesson to move from understanding to doing.
Key Takeaways
Completion records your own study, not verified competence. Exercises use fictional data; no real account or deposit is required.