Grid systems are bullshit, right?

[nukethewhales31]

Quote from atticus:

Apparently not, and I never mentioned your grammar. I understand what you're trying to convey, but position-sizing plays no role. You're short the outlier in size and there is no way to maintain a favorable profit-factor. Add to that the doubling of execution loss.

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.

 

[atticus]

Quote from nukethewhales31:

but to say a grid doesnt work because a bunch of people dont understand where the edge comes from is nutz.

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.

 

[nukethewhales31]

Quote from atticus:

Wow, can't argue with the proof staring you in the face. Two whole weeks?

You're wasting your time, but feel free.

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.

 

[nukethewhales31]

Quote from atticus:

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.

your still talking about the edge coming from the grid... eh whatever