Topic: Funds & Position sizing for portfolio of systems
I'm very interested in how you allocate funds to a portfolio of systems. Currently what I am doing is allocating a percentage of available margin to each system - so if i'm running 30 systems, I give 1% allocation for inital positions.
Where I am confused how to handle - is my systems will add positions on winners. So an additional 1% per add.
I'd love some new ideas - how do you manage your position sizing for a portfolio of systems?