Question about sizing up

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

  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.

  

  Mattias

  Participant

  Topics: 9

  Replies: 76

  Been thanked: 19 times
  09/26/2021 at 6:04 PM #178479
  robertogozzi

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

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17188

  Been thanked: 4064 times
  09/26/2021 at 7:10 PM #178486
  Mattias

  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.

  

  Mattias

  Participant

  Topics: 9

  Replies: 76

  Been thanked: 19 times
  09/26/2021 at 7:19 PM #178488
  robertogozzi

  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.

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17188

  Been thanked: 4064 times
  09/27/2021 at 8:27 AM #178526
  Mattias

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

  

  Mattias

  Participant

  Topics: 9

  Replies: 76

  Been thanked: 19 times
• Author
  Posts