Grid like strategy underperformance, please assist. - page 2

[hi001]

Fabio Cavalloni #:

The reply is simple but you will not like it: The system is not profitable in a real or similar real environement.

Only scenarios in which it was profitable into backtest is using rounding data method, which for your EA is not good because it demonstrated that it's very delicate to different ticks.

Solutions:

1. Download ticks with external sources of the whole period you will want to test. (In this way you can test the EA in a more correct environment, even if I already explained how hard is to trust a backtest of a system that can be affected by ticks quality)
2. Or rebuild your EA to make it less ticks-prone, for example using only closed bar informations, never using Ask/Bid in functions (like trailing), use market trade and not pendings. (Just to name 3 of common problems that make a system too strictly related to ticks).

Replying already to your next question: there is no way to make this system working in real like it worked in first months of your backtest, the only correct behavior and replicatable one is the last.

thanks fabio, i'll mak the adjustments and get back with the results

[William Jackson]

Integrate ATR-based volatility filtering — so the EA can detect when it’s too dangerous to open.

Make grid spacing dynamic — adapt to the current market pace.

Add trend filter — even a simple EMA 20/EMA 50 logic would help.

Add “max drawdown” or “floating loss limiter” to cut off bleeding in bad conditions.