DislikedSome of you have been asking me about 99.9% Modeling Quality, How do I test it. I have paid version of Tick Data Suite. Which allows me to download Tick Data and allows me to factor Different Leverage, variable spread, commission, & overnight swap rates. I have found this useful for my style. It allows me to test various strategies, and results are reasonably good even in live, when it goes through that quality as mentioned above. If you want to play around to get 99% modeling quality - try Birt Tick Data manually enabling it - it is a process....Ignored
The deal with any grid is always the same, works for a long time and then BOOOOOOM. One of the most successful traders I every knew traded a grid with up to 6 positions totalling up to 350 Mio (Position size was 50-100 Mio) That was about 8% of his account.. his performance was between 5-12% a year.....
So the idea would be to create a grid based on blessing in some ways but really geared towards long term survival.
What do you think?