Sizing from stop distance when the spread keeps changing

[Amanhasnoname]

Fixed lot size per trade ignores the spread, and fixed risk with a fixed pip assumption ignores it too. The version that holds up is:

lots = risk amount / ((stop pips + spread pips) x pip value per lot)

Worked case: 10,000 USD account, 0.5 percent risk is 50 USD, EURUSD at 10 USD per pip per lot.

- Stop 4 pips, spread 0.2: 50 / (4.2 x 10) = 1.19 lots
- Stop 4 pips, spread 1.0: 50 / (5.0 x 10) = 1.00 lot

Barely a difference on a liquid major. Now a wider-spread pair, stop 5 pips:

- Spread 0.8: 50 / (5.8 x 10) = 0.86 lots
- Spread 2.5: 50 / (7.5 x 10) = 0.67 lots

That is 22 percent less size for the same nominal 0.5 percent risk, and it only appears when the spread is looked at before clicking.

Two workable routes: read the live spread at entry and size from it, or use a worst-case spread per symbol per session from a small table and size from that. The first is more exact, the second is faster and avoids sizing off a one-tick spike. Skipping the adjustment means risk drifts upward exactly when conditions are worst.

Do you size off the live spread at entry or a fixed per-session assumption, and which one has produced fewer nasty surprises?