How do you calculate position size on synthetic indices?

By working back from how much of your account you're willing to risk and how far your stop is, not from how much margin is available. Margin (contract size x price x lots / leverage) tells you what a trade costs, not what you could lose.

Do synthetic indices use pips or ticks?

Ticks. Pips are a currency-pair specific unit, and synthetic indices aren't currency pairs, they're quoted and priced in ticks like real indices.

How do you calculate margin on synthetic indices?

Contract size x price x number of lots, divided by leverage. Since contract size is 1 for every synthetic index, this simplifies to price x lots / leverage.

Should you use a guaranteed stop-loss on synthetic indices?

It's worth considering on instruments prone to sudden spikes, since a standard stop can be slipped by a fast move. A GSLO closes at the exact price you set for a premium.

Does leverage change as my position size grows?

Yes. Each synthetic index sits in a tier group where leverage steps down at set lot thresholds, so margin requirements can rise faster than position size alone would suggest once you cross one.

Do synthetic indices charge swap fees?

Yes, daily including weekends, unlike forex's triple-Wednesday convention. A swap-free account avoids these fees, though admin fees may apply instead.

Does 24/7 trading remove gap risk on synthetic indices?

It removes the weekly forex-style gap, since there's no weekend close and reopen. It doesn't remove slippage risk around a sudden Boom or Crash spike, which happens within continuous trading rather than around a market closure.

Risk Management for Synthetic Indices Trading

Academy Synthetic Indices Risk Management for Synthetic Indices Trading