Q · Quote conversion
Q converts a one-unit price move in the instrument’s quote currency into the calculator’s account-currency basis. EUR-, GBP-, AUD- and JPY-quoted instruments therefore do not share the same conversion.
CALCULATION METHODOLOGY
Seven inputs. A layered sizing engine.
Behind the calculated volume and stop loss is a sequence of classification, exposure calibration, currency conversion, risk allocation and broker-step rounding.
01
The processing pipeline
Each stage resolves a different source of sizing error. The sequence matters because rounding or conversion at the wrong point changes the final output.
1ValidateDirection, decimal input and TP geometry
2ClassifyAsset model and price band
3CalibrateExposure factor based on asset
4NormalizeFull-position raw volume
5ScalePosition fraction and risk profile multiplier
6ConvertQuote currency into account currency
7QuantizeBroker lot step, precision and final SL
02
Volume model
The engine first estimates a full-position exposure. The selected fraction changes volume, while the stop-loss reference remains anchored to the full position.
Non-FX full-position exposureV*full = ( B × Fa(E) ) ÷ ( E × Ca )
Petroleum full-position volume · C = 100V*full,petro = ( B × 0.000075 ) × ( 30 ÷ Cpetro ) × 2
FX full-position exposureV*full = ( B × FFX ) ÷ CFX
Tradable output after position and risk profile scalingV = mh × s × ⌊ ( p × V*full ) ÷ s ⌋
BAccount balance entered by the user
ECurrent entry price
Fa(E)Calibrated asset or index-price-band exposure factor
CaContract-size assumption for that asset
pSelected position fraction, from 1/3 to FULL
mhRisk profile multiplier: 2 for High, otherwise 1
sPermitted broker volume step
⌊ · ⌋Downward quantization to avoid rounding exposure up
03
Stop-loss model
The risk profile selects an account-level risk budget. Quote-currency conversion and full-position volume translate that budget into price distance.
Risk allocationRh = B × rh, rh ∈ { 0.01, 0.05, 0.10 }
Stop distanceDSL = Rh ÷ ( Vfull,h × Ca × Qa )
Directional price outputSL = E − d × DSL, d = +1BUY / −1SELL
Minimal Risk uses 1% of balance, Standard uses 5%, and High uses 10%. High also doubles full-position volume, so the doubled risk and doubled volume preserve approximately the same stop distance as Standard. The selected position fraction changes the displayed volume but not the full-position stop-loss anchor.
04
What Q and the factors do
Contract size alone is not enough when the instrument’s quote currency differs from the account currency or when one broad asset choice represents several underlying symbols.
F · Exposure calibration
F reconstructs the pip/point/tick multipliers based on asset and symbol. For indices, entry-price bands detect the symbol without explicitly requiring it.
C · Contract assumption
C maps one displayed lot to the assumed underlying units for the selected asset model. The broker's exact symbol specification can still differ.
05
Calibration, not prediction
The engine was tuned against symbol specifications, which were exported from MT5 data. Public trading signals from various providers served as reference. It seeks a useful average fit across repeated trades, not a perfect reconstruction of every symbol.
7Asset models
9Index price bands
3Risk profiles
2Final trade outputs
The exact broker symbol, live tick value, fees, leverage, slippage and account currency are not supplied to the calculator. Its outputs are estimates built from disclosed assumptions and not broker-certified values or profit forecasts.
06
Why automate it?
Under time pressure, the difficult part is not one equation. It is applying every unit, conversion, direction rule and rounding constraint in the right order.
Fewer unit mistakes
The calculator keeps account values, quote values, contract units and price distance in a fixed sequence.
Consistent rounding
It rounds volume downward to the supported lot step and formats the price to the asset’s configured decimals.
Fast repetition
The same process is repeatable across many trades without rebuilding a spreadsheet while the market moves.