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
How to determine the position sizing?
Re: How to determine the position sizing?
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!
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?
Thank you very much for suggestions :>