These days, almost all trading systems have entry filters that hope to reduce sour trades and whipsaws. They enhance performance. Most entry filters for TF systems these days require that the signal be in line with the long term trend.
Today, i tried searching up on the subject of position sizing filters but found nothing. Not only do i think there is a limited research on position sizing, but there is little to no research on position sizing filters.
Position sizing filters are different from position sizing models. Position sizing models tells you how “much” you should buy or sell (ie number of contracts). These can range from martingale models to anti-martingale models. On the other hand, position sizing filters takes a step further to increase or decrease leverage based on some other external factors. These factors can include volatility, overbought/oversold conditions, or any other criteria in your imagination. Will they improve results? Well, thats where you should do more testing.