Hey everyone, we wrote a short post on how to improve your position sizing. This uses R but is easily applicable to your MT4 strategy or EA.
Position sizing is an important, often overlooked aspect of trading.
Many traders look at position sizing as a way to decrease downside risk
without seeing it as a tool to increase performance.
Given my data set of historical trades (<Deleted>, first we classify each trade into three categories based on its return:
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