Geometric Grid Trading with Close-Based Entries and Trailing Range Shifts

Summary

This strategy divides a price range into geometric levels and uses confirmed bar closes to detect crossings. A downward cross through an unfilled level opens a buy; an upward cross through the next level closes it, aiming to capture the spacing between levels. The example configuration uses 56 levels across a stated HYPE/USDT range, with a shift-up feature that moves the grid when price rises beyond its upper boundary. The script also includes chart visuals, statistics, date limits, and optional webhook alerts.

The document reports a backtest on HYPEUSDT perpetual data from February to May 2026, with positive net profit, a stated drawdown, trade count, win rate, and profit factor. These are results for one asset, period, and configuration, not evidence of general performance. The author emphasizes that fills depend strongly on timeframe: the stated results are calibrated to 15-minute bars, while higher timeframes can miss multiple crossed levels because the detector uses closes rather than intrabar highs and lows. Fees, slippage, changing market conditions, and the risks of holding accumulated grid positions also matter.

Key ideas

• Geometric levels space prices by a constant ratio across the configured range.
• The strategy buys on downward close crossings and sells filled levels on upward crossings.
• A trailing-up rule shifts the grid after price exceeds its upper boundary by a configured threshold.
• Close-based detection and chart timeframe materially affect the number of simulated fills.
• The reported backtest covers one market and period, so it does not establish performance elsewhere.

Tags

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