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Contrarian grid system with averaging? #20

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arminvandam1980 opened this issue Apr 22, 2021 · 0 comments
Open

Contrarian grid system with averaging? #20

arminvandam1980 opened this issue Apr 22, 2021 · 0 comments

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@arminvandam1980
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arminvandam1980 commented Apr 22, 2021

Hi @jbglattfelder,

I read the paper and looked into the both sample codes, but couldn't see many differences with a grid system which opens a contrarian position after an overshoot(which is called a gap or level in grid system) and averages down/up when position is in loss.

For calculating the lot in case of averaging down/up the agent uses liquidity indicator (which is called lot multiplier in averaging system).

I'm afraid I've overlooked something important in this concept that makes this better than a grid system. But I don't know what!
I will really appreciate it if you point me to the differences or advantages of this concept compared to a grid system with averaging the losses.

with regards,
Armin

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