Wow Sharks..pretty comprehensive!
Yes I had found that using the larger grid was as you have stated above, that trades can be left behind hurting the pocket and the brain.
After playing around and loosing faith in Grid as a productive trading method I stumbled across an EA that allowed you to restrict the number of trades in a direction.
When the max number was reached without closing the first, the first was closed at a loss and a new one placed, so that the grid would actually follow the trend. Obviously the smaller the grid spacing and number of allowed trades, the less the effective S/L penalty was.
This sounds like your point three I think?
Anyway, I got a little more exited with other options (shiny things) and went chasing those! ( maybe my spirit animal is a Magpie or Crow?)
It could perhaps be time to revisit my nemesis the Grid.
Thanks for your in depth reply, I'm going to have to go back to study some old charts and apply the different methods to compare.
I think some call it back testing?
