I am looking for a software that helps me determining the contract sizes for each trading system in a whole portfolio. Lets suppose I have 1 Mio and devide that up into 3 trading systems. then i start an e.g. optimal F approach for each system and want to see how it affects the whole portfolio. Is there a software out there that lets me load my PL data from my three systems and then calculates the overall impact of applying a money managemt method.