I am working on optimizing a trading system I'm building and one thing I've noticed is that when it has a loss it is often followed by another. I have a series of wins and a series of losses.
I had the bright idea to modify my money management to cut the number of contracts traded in half if the previous trade was a loss but over time that actually netted me a lower total net profit.
I'm curious how others here handle these situations? It seems like any "optimization" i make also causes me to take a big hit in profit. :pcguru: