Contact the customer support team of the platform you're using. They should be able to help you troubleshoot any problems or provide guidance on how to resolve them effectively.
Risk management you can actually use Risk per trade = account equity × risk% (e.g., 1%). Position size = risk per trade ÷ (entry − stop). Expectancy (E) = win_rate × avg_win − (1−win_rate) × avg_loss. Cap total portfolio risk; journal every trade. A quick example Account $10,000, risk 1% → $100 risk per trade. Entry $50, stop $48 → $2 risk/share → 50 shares. Target $54 (2R). If stopped, −$100; if target hits, +$200 (before costs).
How much capital do I need to start? Use an amount you can afford to lose while learning a repeatable process.
How do I size positions? Decide a fixed risk % per trade, then divide by the price distance to your stop.
How often should I review? Match your timeframe: DAI ly/weekly for swing; weekly/monthly for long-term.
What goes into my journal? Thesis, entry/exit, risk (R), emotions, result, next improvement.
Sources & Signals (add before publish) Earnings or guidance: … Macro data or policy: … Sector flows: … Unusual volume/price action: … Disclaimer: This article is for educational purposes only and does not constitute investment advice. Trading involves risk of loss. Always do your own research.