How to use instrument correlation in position sizing?

I have tried to found some method to deal with the position sizing when multiple pos/neq correlated positions are placed in the market, but so far I haven't found any good solution.

Ok, this is the case: you are trading 3 different instrument (ES, NQ, TY). You have individual strategies for all of these symbols. In the same day all those systems says buy and you buy. How do you deal with your position sizing in this kind of situation? Do you take as many positions as you would take when only ES says buy, or do you reduce your positions in both ES and NQ so your total risk to index movements would be the same as you would take when you buy only ES? And how about TY, it has historically negative correlation with both ES and NQ. Should that be used as a hedge for your index positions? Is there any kind of model (other than CAP) which helps to maximize profits(and minimize risk) in this kind of situations?