How often should I wash my hair when I work out every day?

My hair is natural curly and tends to dry out and get frizzy. I hear you shouldn't wash your hair every day because you dry out the natural oils for your hair. I work out every day, but I haven't been washing my hair, just getting a quick shower in. I may wash my hair 2 or 3 times a week at most. Should I be washing it every day after I work out since my scalp gets sweaty and the sweat gets in my hair or should I continue with 2 or 3 times a week with shampooing my hair?