Directional Futures Grid with Paired Entries and Exits

Summary

This futures grid strategy lets the operator choose a buy-first or sell-first direction. In buy-first mode, it places a ladder of buy orders at fixed price intervals below a starting level; when one fills, it places a sell order above that fill by a configured offset. After the sell completes, it restores the corresponding buy order. Sell-first mode reverses the sequence. Order size may be shared across both sides or configured separately.

The parameters include grid count and spacing, contract selection, leverage, and optional controls for price protection, floating-loss stops, and moving the grid after price travels beyond a boundary or remains idle. The document identifies a sustained one-way move beyond the grid as the main risk. The supplied implementation also includes order management and balance recovery behavior. It provides no backtest results, and outcomes depend on contract mechanics, funding or fees, available margin, and how the grid handles extended trends.

Key ideas

• The grid places repeated orders in one chosen direction and pairs each filled order with an exit at a configured price offset.
• Buy-first mode buys at successively lower levels and sells above fills; sell-first mode reverses the sequence.
• Grid count, spacing, order size, and exit offset determine the order ladder and trade cycle.
• Optional controls include floating-loss stops and automatic grid relocation after price movement or inactivity.
• A sustained move beyond the grid can leave exposure unresolved; the document supplies no performance results.

Tags

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