[isatrader]

Btw, now I'm also thinking to another possible strategy. I'm refining my Money Management, and I think that I will introduce a rule, according to which only a defined part of the portfolio can be exposed. For instance, all the existent positions together cannot expose the portfolio to more than 5% of loss. That means that when I enter some positions, I need to wait some times, and only when those positions are "positevely" protected (= the stop loss is over my entry point) I can open new positions.

That could also be a way to deal with volatility, since when opening a riskier position, I'd have to wait more before to enter new positions. But they would still be of the same size.

Yes, that's a risk management strategy that is quite well documented, as Alexander Elder outlined a very similar approach in his Come into my Trading Room book. But I believe he uses 6% instead of 5% though.