I set risk per system using percentage, I choose number using backested max drawdawn like an anchor. I normalize all portfolio systems to have max 10% drawdawn for chosen backtest period. And stop trading system then they reach 15% drawdawn (max dradawn * 1.5, because worst drawdawn still to come). You can use something similar
However if you using adding, probably there is need for a lot smaller risk, because it can grow big very quickly. And if you have few correlated systems, then it can be devastating Hope it helps]]>