I decided to try to play such a bunch of 8 system. Tool one — SPY, rather it was tested on it, but its triple prototype UPRO will be played.
Two positions per system. I.e, in theory, can be opened 16 positions. But since, исторически, the number of open positions did not exceed 14, then we divide the entire capital by 14 parts. That is, we select 7,142% from capital to position.
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