网格交易系统，将DD降到最低 (Grid trading system, keeping DD to a min)

Hello, I am a new member here, but I have been utilizing the resources for a bit so I thought I would add something (hopefully of value) to get people thinking. I am open to all constructive ideas, and welcome all people. With that said, I would ask people to be polite, not use expletives, and read the entire thread before posting any questions - I do not think that is asking too much.

There are a couple of folks recently posting systems here which have good ideas, and this idea has morphed from that - I am certain it is nothing new.

First off, I am of the mind there are no 'No loss systems' - all systems do lose. We are merely hoping that the system wins in the long run (which by my definition could be daily, or weekly, but no more than that). To do this, we need a system that survives through drawdowns. To accomplish this, the drawdowns to profit ratio cannot be excessive. My idea of excessive and your idea may be two different things, so that is subjective.

To get a profitable trading system, we have to use a positive expectancy system. Meaning our wins (in $) times the number of winning trades, must be greater than our losses (in $) times the number of losing trades. Psychologically, I am not to keen on taking large loss after loss after loss, just to get caught up all in one fell swoop by a even larger winner. Others may find this acceptable, but I do not. As such, the goal here is to take as small as loss as possible (which we all know losses will happen right?), which typically has implications on the gains you may see as well - it is a dual edged sword. If your goal is to turn $100 into $100,000, this thread is likely not for you.

That is the general overview of our primary objective for this system, so lets see if we can put our collective heads together to accomplish this goal. If you would like to add your comments, please be prepared to back up your assertions with the math behind it - I do not think it is constructive for the thread to denigrate into a he said she said style of debate. So, while dissension is welcome, please back it up with math/statistics, otherwise please use the button that says 'start a thread' to create your own topic.

Standby for system idea v.01