You'd need to use a log function Conrad i.e. if on one side the price gains 100% (2.0 gain factor) and on the other it loses 50% (0.5 gain (loss) factor) then log(2) = 0.3 and log(0.5)= -0.3
This is the exact same basis as to why my Ladder method is founded on a log stochastic scaling.
i.e. having identified appropriate TOP and BOTTOM prices at which the account moves all OUT or all IN, then the current weighting is determined by either