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autofx autofx is offline
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Default 09-06-2008, 06:27 PM

There is a glimmer of hope. I had suspected and finally identified a major math/programming error with determining how many orders are needed to achieve the pip objective.

Once I made the correction, I see that far less margin is being consumed in the backtests, and every grid I've seen so far gets closed for a profit.

You may have noticed how on the screen Buy Goal Profit (in pips) and Sell Goal Profit (in pips) were out of whack. I do believe I solved it.

_______

UPDATE: Even with corrections, I see that strategy can still generate an enormous number of orders, which I find unacceptable. All it takes is for the market to retrace several times within a range.

Last edited by autofx : 09-06-2008 at 07:36 PM.
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