Dear all, Is there a formula or quick rule of thumb that determines how many contracts / shares can one add while maintaining the initial risk per trade (in dollar terms) which was established? Kindly note that I am refering only to trades that go in the trader's favour - ie. the successive entry prices to add size would be worse than the initial entry price. Hence increasing the average price per share if one is long and viceversa if short. I reckon the only way is to reduce the stop % - ie. move the stop level higher if one is long (lower in the case of having gone short)? The problem I find with this approach is that one would have less margin of error each time size was added, thus increasing the probability of being stopped out (ie. not giving the trade "space" to continue in the trader's direction) Thanks for your input.