Bounded FIL Long Grid with Geometric or Arithmetic Price Levels

Summary

This source describes a long-only grid strategy for FIL perpetual futures. It places a set of price levels between user-defined upper and lower bounds, with either geometric or arithmetic spacing. The comments describe buying as price crosses grid levels downward and selling as it crosses upward to the next level. Investment is divided across grid slots, and the stated defaults are calibrated for a particular FIL market and 15-minute chart.

The design deliberately omits trailing stops and stop-loss orders: the grid bounds and allocated capital are intended to limit exposure. That makes the approach dependent on price remaining within, or eventually returning to, the configured range; a sustained move below the lower bound can leave accumulated long exposure without the stated stop protection. The excerpt ends before the order logic, so its execution details and handling of out-of-range prices cannot be verified. It includes settings for a historical date window and bot webhook fields, but provides no performance results or evidence that the defaults are suitable beyond their stated calibration.

Key ideas

• The strategy accumulates long exposure through downward crossings of levels in a bounded price grid.
• It sells toward the next higher level as price rises through the grid.
• Grid spacing can be geometric or arithmetic, and investment is allocated across levels.
• The design has no trailing stop or fixed stop-loss, relying on grid bounds and allocated capital as structural limits.
• The excerpt does not show the full order logic or report backtest performance.

Tags

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