DislikedMikkom, carrying over from another thread, you've said you found fixed %R the most profitable in your strategies. It makes market sense to me because with a fixed amount per pip you inadvertently tilt your strategy to favour days of higher volatility, which isn't necessarily a good thing.
But wouldn't weighted position sizing surely improve a strategy if you could determine which conditions had a higher probability of success than another? This is obviously very strategy dependent - personally, I've seen some weak correlations between certain...Ignored
It's also important to understand that basic r% with fixed risk for every trade and volatility based stops means that you are basically using bigger position sizes with lower volatility. I'm quite sure this is one of the reasons why breakouts tend to work so well after periods of low volatility (other obvious reason is the cumulation of stops).