I like to start a position with 1 contract. That way if the market moves against me to my stop level, I'll flatten my position and only have a loss on 1 contract. However, if the market moves my way, at certain intervals (which is separate question) I will add to my winning position. I'm trying to decide the best way to do this. Some candidates for the number of contracts to add at each level include (1,1,1,1,1,1,1) (1,0,1,1,1,1,1) (1,1,2,3,5,8,13) (1,0,1,1,2,3,5,8). How do you add to your winning positions? Have you back-tested your strategy any? If so, what did you find?