Geometric Grid Trading with Trailing-Up Price Bands

Summary

This grid strategy divides a preset price range into geometric levels and trades around them on a 15-minute chart. When price crosses down through an unfilled level, it opens a buy; when price later crosses up through the next level above that filled buy, it sells to capture the grid spacing. The grid can shift upward after price exceeds its upper boundary by a configured threshold. The example uses a 56-level HYPE/USDT spot grid, a stated spacing of about 0.6%, and a fixed amount per level; it also allows arithmetic spacing as an alternative.

The document reports a backtest on Bybit spot from February 11 to May 13, 2026, with net profit, drawdown, trade count, win rate, and profit factor stated in the source. It warns that fill density and results depend heavily on chart timeframe because the implementation detects crossings from bar closes. Its upper trailing behavior and disabled lower stop leave meaningful exposure if price moves below the grid range, and the reported test covers only one asset and period.

Key ideas

• The strategy precomputes geometric or arithmetic price levels between configured range boundaries.
• A downward crossing of an unfilled level triggers a buy, and an upward crossing above that buy triggers a sale.
• Trailing up shifts the grid when price moves sufficiently above its upper boundary.
• The example configuration uses 56 levels and about 0.6% spacing on a 15-minute HYPE/USDT spot chart.
• Backtest fills depend on bar-close crossing detection, making timeframe choice a major limitation.

Tags

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