Hi guys! I want to talk about weighting the trading system into a portfolio of trading system.
What is in your opinion the best way to do it?
Do you use the value that maximixe your Return/DD ratio?
Do you use the largest loss of each system to decide how many lots trade with?
Do you use the avg loss and max consecutive loss?
I am thinking in this moment in a formula that incorporate the largest loss and the avg loss*max consecutive loss because I am not able to create an excel that does the return/dd ratio at the moment.
PS: I hope that I choose the right discussion :D