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Disciplined Trading

All chapters

Chapter 19 · Part Five

Risk and sizing card

The one page to read before every entry.

About 3 minutes

The rule in four lines

  1. The stop goes beyond the swept wick

    Structure sets the width.

  2. Size flexes so that width equals your fixed dollar risk

    Not the other way round.

  3. No single trade risks more than ten percent of account drawdown

    Ceiling, not target.

  4. Judge on R:R and location, never on stop width

    Width is information, not a veto. Neither is a fixed R number.

contracts = dollar risk / (stop in points × $ per point)

NQ = $20 / point        MNQ = $2 / point

The three gates

Gate

Dollar risk

Test
Does the structural stop fit inside the per-trade cap at minimum size?
If it fails
No trade. Not negotiable.

Gate

R:R

Test
Measured entry to the opposite ERL. Worth the risk?
If it fails
Judgement. Around 2R and below, prefer the deeper retrace.

Gate

Location

Test
Is the stop unusually wide for this setup?
If it fails
You entered late. Skip.

What is never a reason to skip

The stop is wide in points. The stop is wider than yesterday's. The stop is wider than you would like.

Wide is not the same as bad. Wide and close to the level is a valid trade at smaller size. Wide and far from the level is a late entry. Learn the difference, because that distinction is the entire risk model.

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