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Despite majority of production level grid applications are either parameter studies or workflows some of them cannot fit into these categories and implement more complex structures. Such an application class was found in the CancerGrid project, where several parameter study simulation must be connected together into a workflow and must be executed on various production grids. The paper introduces the structure of parameter study based grid applications and describes the WS-PGRADE system which provides support for the development and execution of this category of applications. The data generator, data collector and data processor components of WS-PGRADE provide easy to understand, flexible, though very powerful mechanisms to express involved grid application structures. The grid connector layer of WS-PGRADE can distribute application components to Desktop Grids, service grids, Web Service networks and local resources, thus can find the most efficient location to execute calculations. By using WS-PGRADE, the members of the CancerGrid consortium are able to create and execute grid applications that consist of millions of jobs.