Question about sizing up

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  • 09/26/2021 at 5:26 PM #178470 quote
    Mattias
    Participant
    Senior

    I have this strategy I developed about a year ago, and it has been live for 10 1/2 months now, with quite a nice equity curve.

    Now I want to size up, and I wonder whether I should just copy my strategy with more contracts, or if I should do a variation of it. My first thought was the latter case, but now I’m thinking perhaps that’s a bad idea, since I haven’t tested that variation live first.

    Any thoughts about this?

    Thanks.

    09/26/2021 at 6:04 PM #178479 quote
    robertogozzi
    Moderator
    Master

    You could try adding this size management snippet https://www.prorealcode.com/topic/calculating-working-capital-for-money-management/#post-171243

    09/26/2021 at 7:10 PM #178486 quote
    Mattias
    Participant
    Senior

    Thanks Roberto!

    I don’t want to stop my current strategy though (since it has been running basically without any stops), but will definitely add a size management code in the next one.

    The problem is that I don’t know if I should add the next strategy exactly as the one that is running, or if I should make a subtle variation, mainly for spreading the risk.

    So the question is; slightly spread the risk or just size up exactly the same strategy by creating a new copy of it (with size management code)?

    Thanks.

    09/26/2021 at 7:19 PM #178488 quote
    robertogozzi
    Moderator
    Master

    It’s a difficult answer, in my opinion modifying a copy of your current winning strategy to add position sizing would be a better option.

    09/27/2021 at 8:27 AM #178526 quote
    Mattias
    Participant
    Senior

    Thanks again Roberto. I copied the strategy and added position sizing to it, and it’s now live.

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Question about sizing up


General Trading: Market Analysis & Manual Trading

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Mattias @mattias Participant
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This topic contains 4 replies,
has 2 voices, and was last updated by Mattias
4 years, 4 months ago.

Topic Details
Forum: General Trading: Market Analysis & Manual Trading
Language: English
Started: 09/26/2021
Status: Active
Attachments: No files
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