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Welcome, David.

I didn't find the expression precisely as Martha said, but here is the expression as it is most documented:
Was man nicht im Kopf hat, muß man in den Beinen haben.
Was man nicht im Kopf hat, muß man in den Beinen haben.

I think Martha added daß , but I'm not finding the daß as part of the common expression:
Was man nicht im Kopf hat, daß muß man in den Beinen haben.

[edit: added the following]
I have long been familiar with a variation of this in French. Don't ask me why I heard this so many times in my youth in France:
Quand on n'a pas de tête, il faut avoir des jambes. (When one has no head, one must have legs.)
Celui qui n'a pas de tête, doit avoir des jambes. (He who has no head, must have legs.)

I would have said in street French: Qui n'a pas de tête doit avoir des jambes. (Who has no head, must have legs.)