How to determine position size?

I have been trading on a demo account for a few months now, with consistent profits. And then consistent losses. I take position sizes based on how much I like the trade, and I am almost sure this is my pitfall, (E.G. I make 100 dollars each on 5 trades, then subjectively allocate 5 times more to a trade I am sure of (this is what I need help with), then my (well-placed) stop-loss is hit, and I lose $450). I have fine risk management. In my mission to create an objective system, I have researched a few strategies to determine position size:

1. INDICATOR: Creating a position size-based on my stop-loss level, limiting the amount of capital at risk by changing my position size. This method is the one that I hear the most about (the 1-2% rule). PROBLEM: This is nice, but it has serious problems. It doesn’t let me allocate more money to trades that are more likely to go in my favor, and it doesn’t change based on volatility.

2. INDICATOR: Using the ATR of the stock (ATR/Close)%*(x), use this percent as the amount of capital to risk. PROBLEM: There are multiple, first, the x value is not something I have discovered accurately. Second, this sometimes makes outrageous results (more than my available capital).

3. INDICATOR: Always use 7-10% of my capital. PROBLEM: Obviously, it does not change based on the strength of the signal, and it doesn’t change based on volatility. It is very simple, but not optimal.

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Is there a way to determine position size that can rely on the strength of the signal, the volatility of the security, AND doesn’t weigh things too differently?