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Risk-based sizing uses the money risked, the stop distance and the instrument’s value per point or price unit. For CFDs, use the broker’s contract size, tick value, volume step and currency conversion. The resulting size must also satisfy margin and maximum-volume limits.

Position size is approximately risk amount divided by stop distance divided by value per point or price unit. For CFDs, confirm tick value and contract size in the symbol specification, then round down to the permitted volume step. Include spread, slippage, financing and margin requirements.

More volatile instruments often require wider stops and therefore smaller positions if monetary risk is kept constant. ATR can help estimate volatility, but it does not define the correct stop automatically. Check the CFD’s tick value, spread, liquidity and margin requirements.

Using the same lot size across instruments can create very different exposure because contract size, tick value, price and volatility vary. A fixed size does not create fixed risk. Use the instrument specification and stop distance to size each CFD position.

A bull trap is a failed upside breakout that reverses lower; a bear trap is a failed downside breakout that reverses higher. Thin liquidity, spread widening and slippage can make these moves more severe on CFDs. The pattern is only identified after price fails to hold the break.