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Hi there! I’m a bike messenger by day, aspiring actor by night, and this is my website. I live in Los Angeles, have a great dog named Jack, and I like piña coladas. (And gettin’ caught in the rain.)

…or something like this:

The XYZ Doohickey Company was founded in 1971, and has been providing quality doohickeys to the public ever since. Located in Gotham City, XYZ employs over 2,000 people and does all kinds of awesome things for the Gotham community.

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You want to convert all ATRs to the same base currency
find the average ATR of all open pairs and use that as an adjustmnet factor of 1 (before adjusting for volatility, your position sizing also gives good numbers)

initPositionSize

BaseCurrency = USD
ATRs = array()
nDays = 12
foreach openPair as pair
    push ATRs averageUSDnDayATR(pair,nDays)
AverageATR = avg(ATRs)

currentPairATR = averageUSDnDayATR(currentPair,nDays)
volAdjustment = AverageATR / currentPairATR

trade size = initPositionSize * volAdjustment