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03/14/2017 at 2:51 PM
#28522
Been thinking about this but never done it
say you have a trendfollowing/breakout strategy with maybe 35-45% winning trades
when trending few big winning trades and when in range/consolidating many small losing trades
Then when i have say 2 or 3 loss trades in a row i could start adding to the position, to catch the big winner when trending again
if starting with 1 then add 1 for every new loss (to the max loss in a row in backtest?)
and when winning go back to 1
But as always
The market can stay irrational longer than you can stay solvent