Since I see you are working on this here is a few details of my findings over the few years working in this concept.
Forget about small grids. My live accounts are running in 50/50/37 /EU-GU-EG)
This still have some issues of heavy DD . Like in end of 2008 start 2009 and 2013 jan-April.
The one in 2013 I did have to managed manually. Now has been fine since about May 2013.
To take advantage of the concept must run both legs simultaneously BSS and SBB One Wins the other goes in DD, etc. The idea is that the strategy is math/stats based , so should be no difference if trade BSS or SBB.
I started with renko like triggering but later the stats came out better with plain grid like fashion.
Next... the twist that I have never disclosed publicly. The code trigger entries as follow (say 10 pips grid)
If price goes from zero to 10 triggers... if price drops to -25 it does nothing but it is counting multiples of 10.
So if from -25 price reaches -20 (that is multiple of 10 ) also does nothing (because has not gone up a full 10 pips yet, But if price reaches -10, they will trigger a second buy... and keep doing that until leg close.
3 pairs never trigger simultaneously . For example if set 50/50/37 , count start from pip zero. From there is pure price action . Any pair could reach the grid first and trigger that pair only.
Code must be very flexible. For example, mine, for pair1 has symbol, buy, sell, reverse ( would sell with grid up and vice-verse) pips tp, sl , skip ( if not wanting to overlap trades in same price) , magic (possible to group legs separately .. one magic for sbb and other for bss etc. ) , Close by leg, close by global of all legs, max open per pair. ..etc.
Code then can have infinite pairs, multiple legs, multiple sets of 3 pairs etc. And the sets possible also can be infinite
The EU-GU-EG in live accounts I run EU buy with price up (trend) . GU sell with price up (CTrend) and EG buy with price down. If you notice I am not doing the perfect hedge (the normal BSS) . The whole concept of this is to take advantage that the prices move on an perfect equation fashion...so , the system is not necessarily a 3 pairs hedge per se .
Why disclosing what has taking me year to figure out? Because even that I have something that works long range, I know that better exist. If anyone likes or believe in the concept , must be prepare to put a lot of hours into it. For years.
I do not have time to answer questions here or anywhere.
The main reason I drop out of FF is due that the majority over there just ask dumb questions and/or have no intention of doing any work or effort to contribute in any way. I like Steve philosophy.. read, understand and don't ask dumb questions .. or face ban. Of course I can not ban anyone
J.
