{
  "id": 248,
  "rank": 682,
  "name": "Taranto Grid EA",
  "aka": [
    "Taranto's Research-Grounded Grid EA",
    "BGC Grid EA"
  ],
  "family": "C",
  "subtype": "C1",
  "one_liner": "A regime-adaptive grid trading Expert Advisor with three modes and ATR-dynamic spacing.",
  "market_regime": "trending|ranging|volatile|breakout|any",
  "timeframes": [
    "D1"
  ],
  "symbols": [
    "any"
  ],
  "sessions": [
    "any"
  ],
  "indicators": [
    {
      "name": "ATR",
      "params": {
        "period": 14
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [],
  "entry_short": [],
  "exit_rules": [
    "Ruin proximity ratio (RPR) exceeds threshold",
    "Cycle profit target reached",
    "Cycle age exceeds 72 hours",
    "Weekend flat close"
  ],
  "filters": [
    "volatility-based grid spacing",
    "regime-aware gating"
  ],
  "stop_loss": null,
  "take_profit": null,
  "position_size": "equity-based lot sizing",
  "evidence_type": "source_code",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": [
    "UNBOUNDED LOSS RISK: position sizing recovers losses by adding or multiplying size, and no stop loss is specified. The losing tail of such a system is limited only by account equity."
  ],
  "opacity_warnings": null,
  "build_warnings": [
    "DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own."
  ],
  "canonical": "https://prismaticalgos.com/compendium/algo/248-taranto-grid-ea",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.mql5.com/en/articles/21833",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}