Advanced Position Sizing Section

In order to maintain martingale-strategies with fixed stop-loss, a position sizing logic can provide superior results if it can scale up the position size depending on the win rate from last #N positions.

Examples:

• 5 last positions were opened and closed with TP -> WinRate(N=5) is 1.0 --> Good reason to decrease the position size of the 6.th position by a factor.
• 5 last positions were closed with loss (SL) -> WinRate(N=5)=0 -> good reason to increase the position size of 6th position by a factor.

This aligns in some way with a previously discussed idea to introduce kelly critorion.

post: https://communitypowerea.userecho.com/en/communities/1/topics/627-kelly-risk-management-high-logical-best-possible-risk-to-take-so-that-we-can-quickly-appreciate-or

kelly intro video: 

I therefor propose to create a new section called PositionSizing, which will include the currently available `apply Martingale after closed loss` checkbox and some others.

This way it will be possible to define separate position scaling logics: one for in-trade-scaling (the current martingale settings) and one for closed-trade-scaling.