Tried something from a paper I read a while back on flexible position sizing. Wasn’t sure if this logic would work, but I decided to integrate it into my trading bot. As an Indian retail algo trader, I’m always looking for ways to make my strategies more robust. The idea was to adjust my position size based on market volatility and not just a fixed percentage of my capital. To my surprise, it significantly reduced my drawdowns during volatile sessions while still capturing good returns on calmer days. It’s early days, but I’m optimistic about the potential. Curious if anyone else has tried similar strategies or has tips on fine-tuning?
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