Lot size granularity and the rounding that changes your real risk
Posted: Sat Oct 31, 2026 8:22 pm
Brokers allow lot sizes in steps, commonly 0.01. Position size calculators produce results with many decimals. The rounding between them matters more than it seems.
On a small account, a computed size of 0.047 lots becomes 0.04 or 0.05. That's a difference of 10 to 20 percent in risk per trade. Rounding up consistently overshoots the plan, and rounding down undershoots it.
Some brokers offer smaller steps, such as 0.001, on certain accounts, which helps. Others have a minimum of 0.01 or even 0.1 on some instruments.
With a tight stop, the effect can be amplified. A 3 pip stop on a small account may only be compatible with a few discrete lot sizes.
The practical approach is to always round down, so that risk never exceeds the plan. Alternatively, adjust the stop distance to fit available sizes.
Reviewing the actual risk per trade over a month, using real lot sizes, shows how far they drifted from the target.
Do you round position sizes up or down, and how large is the difference?
On a small account, a computed size of 0.047 lots becomes 0.04 or 0.05. That's a difference of 10 to 20 percent in risk per trade. Rounding up consistently overshoots the plan, and rounding down undershoots it.
Some brokers offer smaller steps, such as 0.001, on certain accounts, which helps. Others have a minimum of 0.01 or even 0.1 on some instruments.
With a tight stop, the effect can be amplified. A 3 pip stop on a small account may only be compatible with a few discrete lot sizes.
The practical approach is to always round down, so that risk never exceeds the plan. Alternatively, adjust the stop distance to fit available sizes.
Reviewing the actual risk per trade over a month, using real lot sizes, shows how far they drifted from the target.
Do you round position sizes up or down, and how large is the difference?