Grid systems are bullshit, right?

Discussion in 'Trading' started by 1a2b3cppp, Apr 13, 2009.

  1. http://www.elitetrader.com/vb/attachment.php?s=&postid=2547804

    two-week grid trading profit notice how losses are taken.. i believe accuracy was low 70%. equity curve shows. 450 trades up 12% in two weeks non martingale with stop and non hedged.. fully automated.

    as for the grammar i was talking about the guy above you not you.
     
    #11     Oct 17, 2009
  2. The edge is negative. You're essentially short vol into a static-line/surface. If you understood that you would know why it's a -expectancy over the long-haul. Thanks for the enlightening two-weeks of data.
     
    #12     Oct 17, 2009
  3. Your quick to push away what you dont know if you reread the posts youll realize i posted the numbers on 5 months in the longer post i made this is quick piece in the mid beginning about two-weeks of a 5 month forward test. Your inability to have an open mind will lead to you losing money. Ive tried to answer the question directly no grid isnt bs if used correctly and if well thought out.. while i dont encourage anyone to rely on one system variety is the spice of life and diversification is key even in trading.. anyways i dont have time for small narrow minded conversation where you cant back up your thoughts and opinions as ive have. anyways good luck
    nuke.
     
    #13     Oct 17, 2009
  4. your still talking about the edge coming from the grid... eh whatever
     
    #14     Oct 17, 2009