i am working on adding a scaling-in component to my entries. in my approach, i define a starting point and an ending point of scaling-in and a rate of scaling-in between these points. based on an arithmetic solution applied to my trading strategy, it appears that an optimal rate of scaling-in is proportional - i.e. at the starting point, the position is 0% and at the ending point the position should be at 100%, so at 50% i should have one-half of the position on. i have heard and read people say: "i put on half now and half X points higher/lower" or "i put on a small piece now and scale-in the rest at better prices later"... - while that is interesting, i am more interested to know why you scale-in the way you do, what is the rationale? also, any recommendations for relevant books or other material on the subject would be appreciated.