Stefan,

not sure if this is a coding question or a general question about money management and portfolio setup.

For the latter case, I have used the booklet "Embrace the Mayhem" from the Robotwealth team. The link is on the Zorro support page.

The abstract of their approach:
- besides the profit, one should always consider the annualized volatility of the portfolio, and keep it well below 15%.
- trade small, trade broad - details explained there.

There certainly is a possibility to code in Zorro and compare the performance reports. I leave the space here to more experienced members though.