Size is derived, not chosen. Decide the dollar risk-per-trade, measure the distance from entry to stop-loss, and divide. Wider stops mean smaller size; tighter stops mean larger size; the dollar risk stays constant.
This is the most direct control you have over drawdown. A trader who sizes correctly can be wrong many times in a row and still be in the game.
Example: $50,000 account, 1% risk = $500. Entry $40, stop $38, so $2 risk per share. Size = $500 / $2 = 250 shares, a $10,000 position.
Related: risk-per-trade, stop-loss, atr, kelly-criterion, lot