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David,
I think this would work: # of contracts = (X% of Acct.
Equity)/((Entry Price - Stop Price) * Dollars per point). This should
equalize the dollar amount risked across markets as well as base the
position size on your natural stop price. The trick is then to determine
the percentage of your account to risk, X. One problem is the
possibility that your stop may move further away from your stop price,
thereby exposing you to greater risk than initially calculated.
Trey
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