A common method is fixed-fraction risk. If you risk 1% of a 10,000 account, a full loss is 100, and the position size is that 100 divided by the distance from entry to stop. The wider the stop, the smaller the position.
Size matters more than most entry decisions because it sets how survivable a bad run is. With a positive expectancy, trading too large still produces ruin, because the same losing streak does more damage to a larger position. Trading small enough keeps you in the game long enough for the edge to show.
Size is also where behaviour leaks. Increasing it after a winning streak, or after a loss to win it back, are common patterns, and they are often invisible without a record because the results look like ordinary variation.
The cleanest control is a written rule that fixes the risk per trade, plus a cap for any exception. Recording the actual risk taken in R on every trade lets you compare it with the plan afterwards.
Sizing does not change the quality of a method, only the shape of the path. It should be chosen from the drawdown you could tolerate, not from the profit you want.