A Bounded Long-Only Grid with Geometric or Arithmetic Price Levels

Summary

This long-only grid strategy places price levels between configurable upper and lower bounds. Levels can be spaced geometrically or arithmetically; the script description says it buys when price crosses a level downward and sells on an upward crossing to the next level. The allocated investment is divided across grid slots, giving a bounded capital framework while trades remain within the chosen range.

The published configuration is calibrated for TWT/USDT spot on a 15-minute chart and includes a backtest window, commission and slippage settings, and webhook-related inputs. It explicitly has no trailing exit or stop loss, relying on the range and allocated investment as structural limits. That leaves exposure to price moving below the grid or staying near the lower bound, while a rise beyond the upper bound can limit participation. The excerpt provides strategy design and settings, but no performance results, so it does not show how the system performed after costs or outside its stated market and timeframe.

Key ideas

• The strategy allocates a fixed investment across price levels within upper and lower bounds.
• Grid levels can use geometric or arithmetic spacing.
• It buys on downward grid crossings and sells after upward crossings to the next level.
• The design omits trailing exits and stop losses, making the selected range and allocation central risk controls.
• The stated calibration targets TWT/USDT spot on a 15-minute timeframe, with no performance results included.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.