ATR based position sizing

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Like a secondary option instead of using SL. such as:
Instead of risk % of equity per trade (per SL), it could be risk % of equity per ATR.
or
Instead of risk $100 per trade (per SL), we could choose to risk $100 per ATR.

This works nicely if we peg the ATR to ~10 Daily bar ATR. Holds steady but fluctuates a little. This way we have position sizing rule that is steady (so we do not curve fit to the larger position winning trade iterations when there is a volatile SL or exit rules) but yet is still volatility based and can be blanketed across multiple markets.

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Make it sense to make the position sizing more flexible? the SQ can search for a formular for position sizing?

But more flexibility make more curvefitting.

About position sizing there is many in the web.

https://www.quantshare.com/sa-411-5-position-sizing-techniques-you-can-use-in-your-trading-system

I think the moneymanagement in SQ is expandable

At the moment there is no more explanation for this in the documentation.

We need a documentation for this. Better an example.

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Task moved to project SQ Programming, new link to task: https://sq.projectpanel.com/tasks/sqp_0116

Voted for this task.