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How to determine the position sizing?
Posted: Tue Jul 14, 2015 8:36 am
by oem7110
Winning percentage = 50%
Win/Lose ratio = 2
Does anyone have any suggestions on how to determine the position sizing?
Thanks in advance for any suggestions
Re: How to determine the position sizing?
Posted: Tue Jul 14, 2015 3:28 pm
by sluggo
Maybe one possibility to consider, might be to calculate the optimal-f for this situation, then run some what-if scenario simulations at (0.5 * optimal-f) and (0.25 * optimal-f), just to see the kinds of drawdowns it might possibly suffer.
When I google for the phrase "optimal f," several of google's top search hits are postings right here at the Tradingblox Roundtable Forum! How about that!
Re: How to determine the position sizing?
Posted: Tue Jul 14, 2015 11:09 pm
by oem7110
Thank you very much for suggestions :>