lol Rick let me know when you've built it, I'll be interested to see the results!
Cycline yes point 3 about staggering the stoplosses does effectively let the grid roll with a breakout to some degree.
Another point I should mention is its important how you structure the grid with the buys relative to the sells, so you minimise the extent to which the buys end up above the sells - if the buys end up above the sells you are locking in losses whereas if you keep the buys below the sells you are locking in profits.
Cheers, Sharks
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