Position sizing automation calculates optimal trade amounts based on your risk tolerance and account balance. Set percentage-based rules that adjust position sizes automatically across exchanges.
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traders using automated sizing
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position calculations executed
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Exchanges Supported
Position sizing automation removes guesswork from trade allocation by calculating optimal amounts based on predefined risk rules. Set your maximum risk per trade as a percentage and the system automatically adjusts position sizes whether you have $1,000 or $100,000 in your account. Rules work across Binance, Coinbase, Kraken and OKX ensuring consistent risk management regardless of which exchange executes your trades.
The automation engine recalculates position sizes every time your account balance changes. If you risk 2% per trade on a $10,000 account, each position uses $200. When your balance grows to $15,000, the system automatically increases position sizes to $300 maintaining the same risk percentage. This scaling happens without manual intervention.
Choose from fixed percentage, volatility-adjusted sizing, or Kelly criterion calculations depending on your strategy type. DCA bots might use fixed dollar amounts while swing trading rules could employ ATR-based position sizing that increases during low volatility periods and decreases when markets become choppy.
Percentage-based position rules
You define the maximum percentage of your account to risk on any single trade. The system calculates position sizes automatically ensuring you never exceed this threshold even if market conditions change between signal generation and order execution.
Dynamic sizing across strategies
Each strategy can have different sizing rules allowing aggressive bots to use larger positions while conservative strategies maintain smaller allocations. The platform tracks total exposure across all active bots preventing over-allocation.
DCA Accumulator
Splits large purchases into smaller fixed-dollar amounts over time. Each DCA leg uses the same position size regardless of price movement. Simple and effective for long-term accumulation strategies.
Volatility Breakout
Adjusts position sizes based on recent volatility measurements. Uses larger positions during low volatility periods and smaller sizes when ATR exceeds threshold levels.
Risk Parity Allocator
Balances position sizes across multiple assets to achieve equal risk contribution. Automatically rebalances allocations when correlations or volatilities change significantly.
Stop Loss and Trailing Take Profit
Calculates position sizes based on stop loss distance. Wider stops result in smaller positions while tight stops allow larger allocations within the same risk budget.
Portfolio Rebalance
Maintains target allocation percentages by adjusting position sizes during rebalancing events. Automatically scales trades to achieve desired portfolio weights.
DCA Accumulator
Splits large purchases into smaller fixed-dollar amounts over time. Each DCA leg uses the same position size regardless of price movement. Simple and effective for long-term accumulation strategies.
Volatility Breakout
Adjusts position sizes based on recent volatility measurements. Uses larger positions during low volatility periods and smaller sizes when ATR exceeds threshold levels.
Risk Parity Allocator
Balances position sizes across multiple assets to achieve equal risk contribution. Automatically rebalances allocations when correlations or volatilities change significantly.
Stop Loss and Trailing Take Profit
Calculates position sizes based on stop loss distance. Wider stops result in smaller positions while tight stops allow larger allocations within the same risk budget.
Portfolio Rebalance
Maintains target allocation percentages by adjusting position sizes during rebalancing events. Automatically scales trades to achieve desired portfolio weights.
Momentum Pullback
Uses smaller position sizes during initial entries and increases allocation on pullbacks. Risk-adjusted sizing prevents over-exposure during false breakouts.
Grid Trading
Distributes total allocation across multiple grid levels with equal position sizes. Each grid order uses the same dollar amount creating consistent exposure at different price levels.
Volatility Targeted Trend
Targets specific volatility levels by adjusting position sizes inversely to recent price movement. Higher volatility triggers smaller positions maintaining consistent risk exposure.
ATR Channel Breakout
Scales position sizes based on ATR multiples used for entry signals. Wider channels with larger ATR multiples result in proportionally smaller position allocations.
Sharpe Targeting Rebalance
Optimizes position sizes to target specific risk-adjusted return levels. Automatically adjusts allocations when Sharpe ratios deviate from target ranges over rolling periods.
The system connects to your exchange accounts via API to monitor real-time balances and calculate available capital for new positions. It factors in existing open positions, pending orders, and reserved funds to determine actual available capital. This prevents over-allocation and ensures the automation reflects your true account status.
Advanced sizing rules can incorporate volatility measurements to adjust position sizes dynamically. During high volatility periods, the automation reduces position sizes to maintain consistent dollar risk. When volatility drops below threshold levels, position sizes increase automatically allowing you to capture more upside while maintaining the same risk profile.
When running strategies across multiple cryptocurrencies, the platform coordinates position sizes to prevent over-concentration in correlated assets. If BTC and ETH positions both trigger simultaneously, the system may reduce individual position sizes to maintain overall portfolio balance and prevent excessive exposure to crypto market movements.
For perpetual futures and margin trading, the automation calculates position sizes based on your desired notional exposure rather than just account balance. You can set rules that use 2x leverage with 1% account risk, automatically calculating the correct position size that achieves your target exposure while respecting exchange margin requirements and liquidation distances.
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Advanced users can implement Kelly criterion calculations that optimize position sizes based on historical win rates and average profit/loss ratios. The system analyzes your strategy performance over rolling periods and suggests optimal position sizes that maximize long-term growth while minimizing risk of ruin.
The platform tracks correlations between your active positions and adjusts sizing to prevent over-exposure to related assets. If you're already long BTC, new ETH positions might be automatically reduced in size to account for the high correlation between these assets during market stress periods.
Set different risk budgets for different market conditions or time periods. You might allocate 3% per trade during trending markets but reduce to 1% during sideways consolidation. The automation switches between risk profiles based on your predefined market condition triggers.
Test different sizing methods against historical data to optimize your risk management approach. Compare fixed percentage sizing versus volatility-adjusted methods to determine which approach would have produced better risk-adjusted returns for your specific trading style and market conditions.
Maintain manual override capabilities for exceptional market conditions. During major news events or extreme volatility, you can temporarily reduce all position sizes by a fixed percentage or pause new position entries entirely while keeping existing positions active.
The automation integrates with broader risk management tools including stop losses, take profits, and portfolio heat maps. The system ensures that your sizing decisions align with your overall risk management framework and trading objectives across all connected exchanges and strategies.
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