Index Futures Position Size Calculator V2A simple, free position size calculator for CME index futures traders.
Click Entry, click Stop Loss, pick your asset, get your contract size instantly. Built for fast NY session execution — no spreadsheets, no manual maths, no noise.
This is the updated version. The first release was a bare-bones calculator showing contract size only with a fixed SL buffer. This version is a full rebuild — every feature below came from real trading feedback, not theory.
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✦ SUPPORTED INSTRUMENTS
MNQ · MES · NQ · ES — all CME tick values hardcoded. No manual lookup, no mistakes.
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✦ WHAT IS NEW IN THIS VERSION
→ SL buffer is now a toggle — switch the auto ±1 handle offset on or off anytime from settings. When on, the SL label shows +1H so you always know what was calculated
→ Panel now shows four live values — asset, contract size, real USD risk after rounding, and full stop distance in points
→ Direction arrow — ▲ Buy or ▼ Sell auto-detected from your Entry and SL position
→ Panel size control — choose Small, Medium, Large or XL to fit any screen or preference
→ Lines now start exactly at your click point and extend right — no more lines appearing from far left
→ Price labels on both lines — see your exact Entry and adjusted SL price at a glance
→ Ghost line bug fixed — no more phantom line appearing at the bottom when switching timeframes
→ Dark TradingView-native panel design — colour-coded values, clean two-column layout, easy to read at a glance during live sessions
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✦ FEATURES
→ One-click Entry and Stop Loss directly on the chart
→ Optional auto ±1 handle SL buffer — structural protection against wick hunts built in
→ Asset dropdown — MNQ, MES, NQ, ES with correct tick value loading automatically
→ Smart rounding — fractional contracts of 0.75 or higher round up, otherwise round down
→ Green Entry line and Red SL line from your exact click, both extending right
→ Live panel updates instantly when you move Entry or SL
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✦ HOW TO USE
Add to chart → click Entry → click Stop Loss → pick asset → set Account Size and Risk %. Read your size from the top-right panel. Three clicks and you are sized.
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✦ PROP FIRM CHALLENGE SIZING
Two clean methods to work within your max drawdown limit.
Method 1 — Loss budget split Divide your max loss by how many consecutive losses you can afford. Enter the result as Account Size with Risk at 100%. Example: $2,000 max loss ÷ 5 losses → Account Size $400 · Risk 100%
Method 2 — Direct percentage Enter your full max loss as Account Size and set your per-trade percentage. Example: $2,000 max loss, 20% per trade → Account Size $2,000 · Risk 20%
Both give the same result — use whichever feels natural.
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✦ A NOTE FROM THE AUTHOR
Built together with Claude AI through real iterative development — every single feature in this indicator exists because a real trade needed it.
This is 100% free and open source. No Discord, no course, no affiliate links, nothing to buy — ever.
You are completely free to copy this, modify it, rename it, improve it and republish it as your own. Seriously — go ahead. If you build something better on top of this, that is exactly the point. Clean tools should be free and open to everyone.
If it helps even one trader size their positions properly and protect their capital, it was worth sharing.
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✦ DISCLAIMER
Educational tool only. I do not take any responsibility when you use this indicator in your trading — always check the calculations before use. Futures trading carries substantial risk of loss. Not financial advice.
Built with ❤️ by REDz and Claude 指标
Index Futures Position Size Calculator with valuesA simple, free position size calculator for CME index futures traders.
Click Entry, click Stop Loss, pick your asset, get your contract size instantly. Built for fast NY session execution — no spreadsheets, no manual maths, no noise.
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✦ SUPPORTED INSTRUMENTS
MNQ · MES · NQ · ES — all CME tick values hardcoded. No manual lookup, no mistakes.
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✦ FEATURES
→ One-click Entry and Stop Loss directly on the chart
→ Auto 1-handle SL buffer — stop shifts 1 full point beyond your click, protecting against wick hunts
→ Asset dropdown — correct tick value loads automatically, zero manual entry
→ Smart rounding — fractional contracts of 0.75 or higher round up, otherwise round down
→ Green Entry line and Red SL line — both start at your exact click and extend right
→ Price labels on both lines — confirm your exact adjusted levels instantly
→ Direction arrow — ▲ Buy or ▼ Sell auto-detected from your Entry and SL position
→ Live dark panel — asset name, contract size, real USD risk and stop distance, all updating in real time
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✦ HOW TO USE
Add to chart → click Entry → click Stop Loss → pick asset → set Account Size and Risk %. Read your size from the top-right panel. Three clicks and you are sized.
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✦ PROP FIRM CHALLENGE SIZING
Two clean methods to work within your max drawdown limit.
Method 1 — Loss budget split
Divide your max loss by how many consecutive losses you can afford. Enter that result as Account Size with Risk at 100%.
Example: $2,000 max loss ÷ 5 losses → Account Size $400, Risk 100%
Method 2 — Direct percentage
Enter your full max loss as Account Size and set your per-trade risk percentage directly.
Example: $2,000 max loss, 20% per trade → Account Size $2,000, Risk 20%
Both give the same result — use whichever feels natural.
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✦ HOW THIS WAS BUILT
Developed step by step through real trading feedback, not theory.
Started as a basic calculator with manual tick inputs. Then came the asset dropdown with hardcoded CME values, smart rounding, exact click-point line rendering, the auto 1-handle SL buffer with price labels, real-time USD risk display, stop distance row, and finally a full dark panel redesign with colour-coded values and direction detection.
Every feature exists because a real trade needed it.
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✦ A NOTE FROM THE AUTHOR
Built together with Claude AI through real iterative development. Sharing it free because clean tools should not be locked behind paywalls. No Discord, no course, no affiliate links, nothing to buy. Copy it, modify it, build something better — it is yours.
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✦ DISCLAIMER
Educational tool only. I do not take any responsibility when you use this indicator in your trading — always check the calculations before use. Futures trading carries substantial risk of loss. Not financial advice.
Built with ❤️ by REDz and Claude 指标
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Position Sizing Calculator (Real-Time) - Futures Edition█ SUMMARY
The following indicator is a Position Sizing Calculator based on Average True Range (ATR), originally developed by market technician J. Welles Wilder Jr., intended for real-time trading.
This script utilizes the user's account size, acceptable risk percentage, and a stop-loss distance based on ATR to dynamically calculate the appropriate position size for each trade in real time.
█ BACKGROUND
Developed for use on the Micro E-mini Nasdaq-100 futures (MNQ), this script provides traders with continuously updated dynamic position sizes. It enables traders to instantly determine the exact number of contracts to use when entering a trade while staying within their acceptable risk tolerance.
This real-time position sizing tool helps traders make well-informed decisions when planning trade entries and calculating maximum stop-loss levels, ultimately enhancing risk management.
█ USER INPUTS
Trading Account Size: Total dollar value of the user's trading account.
Acceptable Risk (%): Maximum percentage of the trading account that the user is willing to risk per trade.
ATR Multiplier for Stop-Loss: Multiplier used to determine the distance of the stop-loss from the current price, based on the ATR value.
ATR Length: The length of the lookback period used to calculate the ATR value.
Show Target Risk Row: Toggle to hide/show the Target Risk Row
SL Levels Display: Option to see Both, Long Only, Short Only, or None of the Stop Loss Level Values.
Contract Point Value ($): Point value per contract. Tooltip highlights common values.
Tick Size: Minimum Price Movement (Default set to 0.25)
Minimum Contracts: Override the Minimum Contracts per trade to a user selected value.
(May Exceed User's Target Risk) 指标
Auto Position CalculatorA position sizing tool that automatically detects the instrument you're trading and calculates the correct position size based on your risk parameters.
What It Does
This indicator calculates how many contracts, lots, or shares to trade based on your account size, risk percentage, and stop loss distance. It auto-detects the instrument type and adjusts the point/pip value accordingly.
Supported Instruments
Futures: NQ, MNQ, ES, MES, YM, MYM, RTY, M2K, CL, MCL, GC, MGC
Forex: All major pairs (USD, EUR, GBP, JPY, etc.)
Index CFDs: NAS100, US500, US30, GER40, UK100
Metals: XAU, XAG
Crypto and Stocks: Automatic detection
How to Use
Set your account size and risk % in settings
Click the settings icon and place Entry, Stop Loss, and Take Profit on the chart
The position size and risk calculations appear automatically
Levels auto-reset at your chosen session (Asia, London, or New York open)
Limitations
CFD and forex pip values assume standard lot sizing - your broker may differ
Auto-detection relies on ticker naming conventions, which vary by broker/data feed
Session reset times are based on ET (Eastern Time) 指标
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Index Position Size Calculator for [US30 / US100 / SP500]What it does
This tool helps you size positions consistently for index trades on US30 (Dow Jones), NAS100 (Nasdaq-100), and SP500 (S&P 500). Enter your account balance, risk %, and your planned Entry / Stop-Loss / Target and the script calculates:
• Position Size (rounded to your lot/contract step)
• Risk-to-Reward (R/R)
• Potential P/L in USD based on your inputs
• Visual Entry / SL / TP lines with green/red zones and concise labels
Supported contract styles
Choose a preset for common products (e.g., CFD $1/pt, YM/NQ/ES futures, MYM/MNQ/MES micros) or override the economics yourself. You remain in control of the two key levers:
• $/point — how many dollars you gain/lose per 1 index point per contract/lot
• Point size — how many price units equal 1 index point on your chart (often 1.0, but some brokers use 0.1 or 0.5)
Inputs
• Account Balance ($) and Risk % per trade
• Index: US30 / NAS100 / SP500
• Contract: CFD / Futures (YM, NQ, ES) / Micros (MYM, MNQ, MES)
• $/point: auto from Contract or manual override
• Point size: auto from Index or manual override
• Position size step: rounding (e.g., 1 for futures, 0.01 for CFDs)
• Entry / SL / TP: typed values (snapped to tick), with on-chart zones and labels
• Display toggles for lines and labels
How the math works
• StopPoints = |Entry − SL| ÷ PointSize
• ProfitPoints = |TP − Entry| ÷ PointSize
• Position Size = (AccountBalance × Risk%) ÷ (StopPoints × $/point)
• R/R = ProfitPoints ÷ StopPoints
• Potential P/L = PositionSize × Points × $/point
How to use (quick start)
1. Select Index and Contract.
2. Confirm $/point and Point size match your broker’s specs.
3. Enter Entry / SL / TP for the trade idea.
4. Read the Position Size, R/R, and Potential P/L in the info box.
5. Adjust for fees, spreads, and slippage as needed.
Notes & limitations
• Broker symbols can vary. Always verify $/point and Point size for your instrument before risking capital.
• The script does not place orders and does not generate trade signals; it’s a sizing/visualization tool.
• Results can differ across brokers due to pricing, spreads, minimum lot sizes, and execution rules.
• Use on the intended indices; you’ll see a reminder if you load it elsewhere.
Changelog highlights
• Pine v6, constant-safe inputs, tick-snapping, global fills (no local-scope errors).
• Robust label handling and optional minimal chart markers.
Disclaimer
This script is provided for educational purposes only and does not constitute financial advice or a recommendation to buy or sell any security or derivative. Trading involves risk, including the possible loss of principal. Always do your own research, verify contract specifications with your broker, and consider testing in a demo environment before trading live. 指标
Position Size 📐 DT/ST (Today's Open)💡 Purpose:
This indicator automatically calculates intraday (DT) and swing trading (ST) position sizes based on your account capital, risk per trade, and stop-loss percentage, using today’s daily open price as the entry price reference.
⚙️ Main Functionalities:
Dynamic Position Sizing
Calculates Full size position based on the maximum risk you allow per trade.
Breaks it down into ¼ Size, ⅓ Size, and ½ Size positions for flexible scaling.
Two Distinct Trading Styles:
DT (Day Trading) – Uses your specified intraday stop-loss % (default: 2%).
ST (Swing Trading) – Uses your specified swing stop-loss % (default: 10%).
Lot Size Rounding
Automatically rounds quantities to a chosen lot size (e.g., 1 for cash equity or futures lot size for derivatives).
Customizable Table Position
Display the table anywhere on your chart: Top Right, Top Left, Bottom Right, or Bottom Left.
Optimized for Dark or Light Themes
Yellow header with black text for visibility.
Blue row labels for strategy type.
Grey background with white text for calculated values.
Live Market Adaptation
All values update in real-time as today’s daily open price changes (on new daily candles).
Works for any symbol, asset class, or time frame.
🧮 Formula:
Position Size (Full) = Max Risk ₹ / (Price × StopLoss%)
¼, ⅓, and ½ Sizes = Scaled from Full size
📌 Ideal For:
Traders who want quick, ready-to-use position sizes right on their chart.
Those who follow fixed risk-per-trade and need fast decision-making without manual calculations. 指标
Metatrader CalculatorThe “ Metatrader Calculator ” indicator calculates the position size, risk, and potential gain of a trade, taking into account the account balance, risk percentage, entry price, stop loss price, and risk/reward ratio. It supports the XAUUSD, XAGUSD, and BTCUSD pairs, automatically calculating the position size (in lots) based on these parameters. The calculation is displayed in a table on the chart, showing the lot size, loss in dollars, and potential gain based on the defined risk. 指标
Nasan Risk Score & Postion Size Estimator** THE RISK SCORE AND POSITION SIZE WILL ONLY BE CALCUTAED ON DIALY TIMEFRAME NOT IN OTHER TIMEFRAMES.
The typically accepted generic rule for risk management is not to risk more than 1% - 2 % of the capital in any given trade. It has its own basis however it does not take into account the stocks historic & current performance and does not consider the traders performance metrics (like win rate, profit ratio).
The Nasan Risk Score & Position size calculator takes into account all the listed parameters into account and estimates a Risk %. The position size is calculated using the estimated risk % , current ATR and a dynamically adjusted ATR multiple (ATR multiple is adjusted based on true range's volatility and stocks relative performance).
It follows a series of calculations:
Unadjusted Nasan Risk Score = (Min Risk)^a + b*
Min Risk = ( 5 year weighted avg Annual Stock Return - 5 year weighted avg Annual Bench Return) / 5 year weighted avg Annual Max ATR%
Max Risk = ( 5 year weighted avg Annual Stock Return - 5 year weighted avg Annual Bench Return) / 5 year weighted avg Annual Min ATR%
The min and max return is calculated based on stocks excess return in comparison to the Benchmark return and adjusted for volatility of the stock.
When a stock underperforms the benchmark, the default is, it does not calculate a position size , however if we opt it to calculate it will use 1% for Min Risk% and 2% for Max Risk% but all the other calculations and scaling remain the same.
Rationale:
Stocks outperforming their benchmark with lower volatility (ATR%) score higher.
A stock with high returns but excessive volatility gets penalized.
This ensures volatility-adjusted performance is emphasized rather than absolute returns.
Depending on the risk preference aggressive or conservative
Aggressive Risk Scaling: a = max (m, n) and b = min (m, n)
Conservative Scaling: a = min (m, n) and b = max (m, n)
where n = traders win % /100 and m = 1 - (1/ (1+ profit ratio))
A default of 50% is used for win factor and 1.5 for profit ratio.
Aggressive risk scaling increases exposure when the strategy's strongest factor is favorable.
Conservative risk scaling ensures more stable risk levels by focusing on the weaker factor.
The Unadjusted Nasan risk is score is further refined based on a tolerance factor which is based on the stocks maximum annual drawdown and the trader's maximum draw down tolerance.
Tolerance = /100
The correction factor (Tolerance) adjusts the risk score based on downside risk. Here's how it works conceptually:
The formula calculates how much the stock's actual drawdown exceeds your acceptable limit.
If stocks maximum Annual drawdown is smaller than Trader's maximum acceptable drawdown % , this results in a positive correction factor (indicating the drawdown is within your acceptable range and increases the unadjusted score.
If stocks maximum Annual drawdown exceeds Trader's maximum acceptable drawdown %, the correction factor will decrease (indicating that the downside risk is greater than what you are comfortable with, so it will adjust the risk exposure).
Once the Risk Score (numerically equal to Risk %) The position size is calculated based on the current market conditions.
Nasan Risk Score (Risk%) = Unadjusted Nasan Risk Score * Tolerance.
Position Size = (Capital * Risk% )/ ATR-Multiplier * ATR
The ATR Multiplier is dynamically adjusted based on the stocks recent relative performance and the variability of the true range itself. It would range between 1 - 3.5.
The multiplier widens when conditions are not favorable decreasing the position size and increases position size when conditions are favorable.
This Calculation /Estimate Does not give you a very different result than the arbitrary 1% - 2%. However it does fine tune the % based on sock performance, traders performance and tolerance level.
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The Ultimate Lot Size Calculator Backstory
I created this Pine Script tool to calculate lot sizes with precision. While there are many lot size calculators available on TradingView, I found that most had significant flaws. I started teaching myself Pine Script over three and a half years ago with the sole purpose of building this tool. My first version was messy and lacked accuracy, so I never published it. I wanted it to be better than any other available tool, but my limited knowledge back then held me back.
Recently, I received a request to create a similar tool, as the current options still fail to deliver the precision and reliability traders need. This inspired me to revisit my original idea. With improved skills and a better understanding of Pine Script, I redesigned the tool from scratch, making it as precise, reliable, and efficient as possible.
This tool features built-in error detection to minimize mistakes and ensure accuracy in lot size calculations. I've spent more time on this project than on any other, focusing on delivering a solution that stands out on TradingView. While I plan to add more features based on user feedback, the current version is already a powerful, dependable, and easy-to-use tool for traders who value precision and efficiency in their lot size calculations.
How to use the tool ?
At first it might seem complicated, but it is quite easy to use the tool. There are two modes: auto and manual. By default, the tool is set on manual mode. When you apply the tool on the chart, it will ask you to choose the entry price, then the stop-loss price, and at last the take-profit price. Select all of them one by one. These values can be changed later.
Settings
There are various setting given for making the tool as flexible as possible. Here is the explanation for some of most important settings. Play with them and make yourself comfortable.
General settings
Auto mode : Use this mode if you want the the risk reward to be fixed and stop loss to be based on ATR. However the stop loss can be changed to be based on user input.
Manual mode : Use this mode if you want full control over entry, stop loss and take profit.
Contract Size : The tool works perfectly for all forex pairs including gold and silver but as the contract size is different for different assets it is difficult to add every single asset into the script manually so i have provided this option. In case you want to calculate lot size for a asset other then forex, gold or silver make sure to change this. Contract size = Quantity of the asset in 1 standerd lot.
Account settings
Automatic mode settings and ATR stop settings
Manual mode settings
Table and risk-reward box settings are pretty much self-explanatory i guess.
Error handling
A lot size calculator is a complex program. There are numerous points where it may fail and produce incorrect results. To make it robust and accurate, these issues must be addressed and managed properly, which practically all existing lot size calculator scripts fail to do.
Golden tip
When the symbol is changed it will display a symbol change warning as the entry, stop loss and take profit price won't change.
There are 2 ways to get fix this. Either manually enter all three values which i hate the most or remove the script from the chart and re-apply the script on chart again.
So to re-apply the indicator in most easy way follow the following instructions:
Note : If you encounter any other error then read the instruction to fix it and if it is an unknow error pleas report it to me in comments or DM. 指标
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Equity Trade Risk ManagerEquity Trade Risk Manager is a simple indicator that helps you protect your portfolio by going into each trade risk first !
Equity Trade Risk Manager does this by calculating your ideal position size or ideal stop loss based on your account size, purchase price and risk tolerance. This ensures you are never risking more than your predetermined amount on each trade.
Unlike most position size calculators, that will only tell traders how many shares to purchase, Equity Trade Risk Manger allows the trader to choose whether they want to calculate the ideal number of shares to purchase or where to set the trades stop loss based on the number of shares owned. Not only that, but knowing traders need to act fast, the indicator also gives the option to quickly use the current price and low of the day as an entry and stop. Lastly, your stop loss will be plotted onto the chart for a visual aid.
Features:
Dynamic Risk Settings:
Account Customization: Input your account size to get metrics tailored to you.
Calculation Choices: Decide if you want the tool to calculate the number of shares you should buy or where to set your stop-loss.
Custom Risk Parameters: Use preset risk percentages or set your own to match your comfort level.
Price Point Flexibility:
Enter your entry and stop price or opt to use the current price and the low of the day.
Interactive Display Settings:
Customizable Interface: Adjust table positions, text size, and color schemes to match your trading dashboard aesthetic.
On-Chart Stop-Loss Indication: Visualize your stop loss on the chart itself.
Get a snapshot of your dollar risk, position size, shares to buy, and stop-loss.
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Commission-aware Trade LabelsCommission-aware Trade Labels
Description:
This library provides an easy way to visualize take-profit and stop-loss levels on your chart, taking into account trading commissions. The library calculates and displays the net profit or loss, along with other useful information such as risk/reward ratio, shares, and position size.
Features:
Configurable take-profit and stop-loss prices or percentages.
Set entry amount or shares.
Calculates and displays the risk/reward ratio.
Shows net profit or loss, considering trading commissions.
Customizable label appearance.
Usage:
Add the script to your chart.
Create an Order object for take-profit and stop-loss with desired configurations.
Call target_label() and stop_label() methods for each order object.
Example:
target_order = Order.new(take_profit_price=27483, stop_loss_price=28000, shares=0.2)
stop_order = Order.new(stop_loss_price=29000, shares=1)
target_order.target_label()
stop_order.stop_label()
This script is a powerful tool for visualizing your trading strategy's performance and helps you make better-informed decisions by considering trading commissions in your profit and loss calculations.
Library "tradelabels"
entry_price(this)
Parameters:
this : Order object
@return entry_price
take_profit_price(this)
Parameters:
this : Order object
@return take_profit_price
stop_loss_price(this)
Parameters:
this : Order object
@return stop_loss_price
is_long(this)
Parameters:
this : Order object
@return entry_price
is_short(this)
Parameters:
this : Order object
@return entry_price
percent_to_target(this, target)
Parameters:
this : Order object
target : Target price
@return percent
risk_reward(this)
Parameters:
this : Order object
@return risk_reward_ratio
shares(this)
Parameters:
this : Order object
@return shares
position_size(this)
Parameters:
this : Order object
@return position_size
commission_cost(this, target_price)
Parameters:
this : Order object
@return commission_cost
target_price
net_result(this, target_price)
Parameters:
this : Order object
target_price : The target price to calculate net result for (either take_profit_price or stop_loss_price)
@return net_result
create_take_profit_label(this, prefix, size, offset_x, bg_color, text_color)
Parameters:
this
prefix
size
offset_x
bg_color
text_color
create_stop_loss_label(this, prefix, size, offset_x, bg_color, text_color)
Parameters:
this
prefix
size
offset_x
bg_color
text_color
create_entry_label(this, prefix, size, offset_x, bg_color, text_color)
Parameters:
this
prefix
size
offset_x
bg_color
text_color
create_line(this, target_price, line_color, offset_x, line_style, line_width, draw_entry_line)
Parameters:
this
target_price
line_color
offset_x
line_style
line_width
draw_entry_line
Order
Order
Fields:
entry_price : Entry price
stop_loss_price : Stop loss price
stop_loss_percent : Stop loss percent, default 2%
take_profit_price : Take profit price
take_profit_percent : Take profit percent, default 6%
entry_amount : Entry amount, default 5000$
shares : Shares
commission : Commission, default 0.04% 脚本库
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