Hi Popov,

I am attaching below the current DOE summary table and the master dataset structure we are using to compare the original EA versus the EA Plus Grid version.

The benchmark is currently based on:

    •    closed pips
    •    open floating pips
    •    valley in pips
    •    cycle reconstruction
    •    grid activation frequency
    •    depth reached
    •    recovery time
    •    and pair-closing evidence from the order flow

One more important point is that we are currently automating this whole workflow with AI, so the goal is to make it painless in terms of time and resources, and 100% reproducible at every month-end (at least for the next 6 rolling months).

That is also why any suggestion on what else to measure is very welcome: once the logic is defined, adding one more metric to the process is basically costless for us.

Since you know the Grid logic better than anyone, I would be very interested to know whether, in your view, there is any additional metric that would be especially useful to measure at this stage.

In particular, if there is something important in the Grid behavior that you think we are still missing or you would need to check or measure for further developments, I would be very happy to include it in the next iteration of the dataset.

Best regards,
Vincenzo

Hi footon,

Yes, I agree. If the Grid changes the behavior materially, then it needs a sufficiently long observation period.

That is exactly why I do not see these early results as confirmation. At this stage, they are only the first indication that the overlay is changing the operating behavior in a meaningful way.

The important distinction, though, is that the Grid is not changing the trading logic itself. It is mainly changing the exit and trade-management behavior once the trade is open.

So these are not new strategies. They are already profitable and selected EAs from our existing workflow, and many of them have already been running for 1–2 years across demo and live environments. So we already know quite well what is behind them and how they normally behave.

That is also why this experiment is interesting for me: we are not starting from random ideas, but from strategies that have already passed several layers of selection and observation.

Right now, we are still in the setup phase of the DOE. The goal is to lock the process properly and automate as much of the monitoring workflow as possible, so that monthly tracking becomes consistent, painless, and fully reproducible.

That is why I am tracking not only profitability, but also:
    •    activation frequency
    •    depth distribution
    •    recovery time
    •    basket restructuring
    •    and risk-path proxies such as valley

For me, if after at least 6 months we get a bit better profitability, a higher survivability rate, and enough longevity with manageable additional risk, then the whole DOE is worth it.

At the same time, the last 30 days rolling check is useful as a monthly checkpoint, because it helps us detect early changes in behavior, depth, and risk path long before the full 6-month picture is complete.

If all fails, I just add another chapter to our journey about what we learned.

Vincenzo

https://www.myfxbook.com/members/decste … n/11491807

***

Hello, good afternoon everyone. For some time now, I've been following the discussions here. Many of you really have great points, but I would like to highlight some areas where I have profitable experience executing this type of strategy, and I can prove it. I have audited accounts, I provide signals, and I would really like to share my method with you here.

First point: the correct way to generate the strategy is, initially, without money management. No strategy should be created with the grid active during the backtesting period. The grid needs to be static and non-optimizable, and it should be adapted to the strategy later. I will give you an example of the technique I currently use.

First, I take the last 5 years of data. I train it using EA Studio from our dear Popov so it can find all strategies with a **300-point take profit** and a **5000-point stop loss**.

I will select only the strategies that had absolutely no losses during this period—meaning they didn't draw down more than 25% of the account and didn't hit any stop loss. Because, at the end of the day, if the strategy draws down 5000 points, it means it's not worthy of a cost-averaging (grid) strategy, as it will blow my account. I do all the normal steps everyone here is used to doing, using active robustness tools.

After that, once the strategy is ready, I add the grid option to it. I do this directly in the code, sometimes even using a good coding LLM.

It works like this: first of all, so you can continue optimizing the bot using **"Open Prices Only" (Bar Open)**—just like we already do in EA Studio—you need to set the grid system to work solely on the bar open as well. Forget **"Every tick" (OnTick)** once and for all. It's simply not functional; we would waste massive amounts of computing power just to optimize this bot in MT5 on every tick when there's absolutely no need for it. Just give up on OnTick and force the reprocessing of all orders, including the initial grid entries, exclusively on the bar open—exactly how the bot comes out of the box when we export it from EA Studio.

After that, it's very simple. With the cost-averaging already implemented the way I explained, and having created the strategy under the condition of a 300-point take profit and a 5000-point stop loss, all you need to do is add **16 averaging levels spaced 300 points apart**. Then, add an average price reset (take profit target) 100 points above the standard average price. And there you go, your consistent grid EA is ready.

When you are going to run an optimization, turn off the cost-averaging. If you want to optimize using the MT5 backtester, it is crucial that the EA is NOT optimized with the averaging option turned on. The averaging should be added later, and *only* later.

I don't know if everyone was able to grasp the context here, but basically, this is the method I use, and this is what has been working for me. I have 11 champion bots that I use on my own accounts, and I also sell this exact software, which was largely made using EA Studio. I did something even more unbelievable: I used a portfolio strategy. I created 1,000 strategies that didn't draw down 5000 points in the last 5 years, and I added a grid to all of them. This is how I've been doing it. This is how I've been making money. I feel this might help some of you who are still a bit lost on this subject.

I have been working in the financial market for about 10 years, and I've been making a living off it for 7. So, I believe that if you listen to me and apply it exactly the way I just explained, you will achieve, with 100% certainty, profitability with grid bots. I'll tell you upfront that the returns aren't astronomical, but it is truly a game-changer for this technique.

Yes, I understand, and I am not going to drag out this discussion. That is your perspective, and I respect it. You manage to make money and have found a method to do so without using risk management for potential recoveries. Unfortunately, I haven't been able to do that.

But the point is, I believe both you and I are good traders. I believe we are good strategy creators, and we've both made money from the market. At the end of the day, that is what matters. So yes, I respect your point. It was a healthy discussion, and thank you for your feedback.

And more generally, this thread was opened by Popov to introduce a new EA Studio feature: Grid Trading with EA Studio Experts (Averaging Down).

It is completely understandable that grid systems are not for everyone. Many traders have had difficult experiences with them at least once, and Popov himself has repeatedly highlighted the risks and the need for proper testing before using anything live.

Still, the purpose of this thread is clear: to discuss the grid approach, share experiences, evaluate its real contribution, and, if possible, collaborate in a constructive way.

Popov has contributed a lot here. As usual, he has put significant effort, time, and professional dedication into developing this new option for EA Studio. He deserves constructive feedback and honest opinions about the feature, but in a respectful and technically useful way.

That is also why I started this DOE and why I am trying to help keep the discussion focused here.

I have more than five years of experience with different types of grid systems, with both good and bad lessons learned, and I still work with them today. For that reason, I decided to share my work here openly. I could easily discuss everything privately with Popov, get his feedback directly, organize 1:1 calls, and keep the whole process to myself.

But that is not the point of a forum.

I am sharing it here because I want to involve people who are genuinely interested in validating this EA Studio Plus feature, sharing thei experience with grid systems (e.g. gabdecster) and also to be challenged constructively, and to receive real contributions from others who are testing it as well or are simply curious, such as, @footon, and anyone else interested in contributing constructively.

For me, this should remain about technical contribution, constructive discussion and oservation, and mutual respect.

Thanks,
Vincenzo

Update – Grid TP aligned with volatility

Hi everyone,

quick update on how we are currently defining the Grid Take Profit (currency).

The goal was to make TP consistent with the actual risk structure of the grid, instead of using arbitrary or fixed values.

⸻

Core idea

Grid TP is now directly linked to the first grid distance, which itself reflects the underlying volatility.

So instead of:
    •    fixed TP values
    •    or unrelated targets

we use:

TP as a function of the initial grid distance

⸻

How it is calculated

The logic is:

Grid TP (€) = GridDistancePip × coefficient (per asset) × (LotSize / 0.01)

Where:
    •    GridDistancePips = first grid level (already set in the EA)
    •    the coefficient is calibrated per asset
    •    0.01 is the reference size

So TP always scales with:
    •    volatility (through distance, monthly review)
    •    position size (through lot scaling)

⸻

Example – XAUUSD

For gold, the first grid distance was derived from daily volatility:
    •    typical daily range is around $130–140
    •    we used ~0.4× of that range → ≈ $54 ≈ 5400 pips

Then:
    •    GridDistance = 5400 pips
    •    Coefficient ≈ 0.0126
    •    Lot = 0.01

→ TP ≈ 5400 × 0.0126 ≈ 68 €

⸻

These are my settings settings (reference size 0.01)
GridDistanceSizing = Fibonacci
GridPairClosing = true

Asset    Grid Distance    TP (€)
AUDCAD                45    6
AUDUSD                30    6
EURCAD                45    6
EURGBP                20    5
EURJPY                50    8
GBPJPY                70    10
GBPUSD                35    6
NZDCAD                45    6
XAGUSD               200    8
XAUUSD             5400    68

⸻

Why this approach
    •    TP is no longer arbitrary
    •    it is proportional to the grid structure
    •    it keeps risk/reward consistent across assets
    •    and scales naturally with position size

⸻

Curious to hear your thoughts…

Vincenzo

The hypothesis was right: if a strategy has an indicator-based exit, it can become dangerous when used with grid logic.

What happened here is not a normal progressive grid drawdown.
It is a forced basket liquidation.

You can see it clearly in the daily results: on 2026/04/20 there were 9 closed trades, gross loss of -124.45, and net loss of -112.06. On the equity curve, this appears as a vertical collapse after a period where the system was still holding positive banked return.

This is exactly the kind of behavior that can happen when the original strategy has an exit based on an indicator signal.

The problem is structural.

A normal strategy with indicator exit is designed to manage a single position.
A grid, instead, is a multi-position structure. It needs time, price movement, and basket management logic to work properly.

So when you combine the two, a conflict appears:

* the grid is still trying to recover the basket
* pair closing may still have room to work
* but the indicator exit from the original strategy says: close now

And when that happens, all open positions can be closed at once, including the ones still in floating loss.
So instead of allowing the grid to complete its recovery process, the system realizes the full basket loss immediately.

That is why the drop is so violent.

In my view, this confirms an important practical rule:

Grid should be applied only to strategies that were created and tested with exit logic based on Stop Loss and Take Profit, not with indicator-based closing.

Why?

Because SL and TP are price-based boundaries.
They are stable, explicit, and compatible with basket management.

Indicator closing is different.
It may be perfectly valid for a normal EA, but in a grid structure it can interrupt the whole recovery mechanism at the worst possible moment.

So the issue is not that grid “does not work”.
The issue is that the grid is being overruled by an exit logic that was never designed for a multi-entry basket.

This is also why I think strategies intended for grid use should be built from the start with that purpose in mind:

* entry logic can come from the strategy
* but exit logic should be coherent with basket behavior
* and that usually means SL/TP-based structure, not indicator-based exit

So yes, the initial hypothesis seems confirmed:

If a strategy has an indicator exit, using it inside a grid can be dangerous, because the indicator may close the whole basket before the grid has had the chance to do its job.

Happy to catch it and share here.

Vincenzo

Hello Everyone,

One important finding from the current DOE is that Grid Plus should not be treated as a universal enhancement for any strategy.

At this stage, the focus is not on the exit side, since that part has already been identified and operational recommendations are already in place.

The real focus here is the trading strategy itself, and more specifically the entry logic.

The key question is whether the original entry logic is structurally compatible with a grid-based position-building process, in which the grid acts as a recovery layer to improve the strategy’s overall performance.

This is becoming an important direction for anyone following the DOE and transforming existing EAs into EA Plus versions.

A grid does not create an edge by itself. It can only support a strategy when the original entry is suitable for recovery. In practice, this means the first trade does not reach the take profit, the market moves against the entry, and instead of ending at the stop loss, the grid has enough room to begin the recovery phase.

That is why strategy selection matters.

More suitable for Grid Plus:

• mean reversion entries

• pullback entries

• temporary price deviation setups

• strategies where the market can move against the initial entry for some distance and still leave room for recovery

Less suitable for Grid Plus:

• breakout entries

• momentum entries

• strong trend-continuation entries

• strategies where, if the first trade is wrong, the market can continue moving away in a directional and aggressive way, turning the grid from a recovery layer into an exposure amplifier

So the practical implication, at least from the current stage of the DOE, is clear:

not every EA should automatically be transformed into an EA Plus version.

In other words:

Grid Plus is not a universal strategy upgrade. It is a specialized overlay for specific entry architectures.

So the workflow should not be:

add grid to everything and see what happens

but rather:

identify the strategies whose entry behavior can realistically support a recovery phase, and only then test the EA Plus version against the original one.

For anyone following this DOE, this is not a final conclusion yet, but it is already a relevant finding and a useful direction when deciding which existing EAs are worth transforming into EA Plus versions.

If you do not know the strategy behind your EA, this prompt can help classify the code and provide a first indication of whether the entry logic may be compatible with this type of grid application:

https://forexsb.com/forum/post/82827/#p82827

have a great day
Vincenzo