I'm trying to get a better understanding of risk management and position sizing when trading futures contracts -- for YM and ES -- for position traders, not daytraders. In equities my position sizing rules are: 1) I risk/bet 1% of my account per trade 2) I calculate my initial stop loss based on volatility using ATR 3) position_size = (account_size * 1%)/(initial_stop_loss) 4) A single position cannot exceed 10% of the total account size These rules work remarkably well for me. What is the equivalent of this with futures contracts?