wld, imo the trading system and the position size are two linked issues that cannot be easily separated... i am trying to find a mathematically optimal answer for the position size given the following trading system characteristics: win probability, stop loss percentage, average gain/loss... so i am interested in how top traders approach this issue both conceptually and in actual practice... my goal is to distill best theoretical approaches used in actual trading into a semi-automated trading system...
and, surprisingly (to me), i find this goal to be eminently achievable despite the seemingly idiosyncratic and individualistic nature of the trading approaches employed by top traders..