Long-Only Fixed-Bound Grid Trading with Geometric or Arithmetic Levels

Summary

This strategy divides a user-defined price interval into levels spaced either geometrically or arithmetically. It buys a fixed cash allocation when the closing price crosses down through a level and closes that level’s position when price crosses up through the next higher level. The script tracks ownership by level, so each slot can be bought and sold independently. It also includes a date filter, configurable fees and slippage for strategy simulation, and optional webhook alerts.

The approach depends on price oscillating within the chosen bounds: it has no stop loss or trailing exit, and positions bought near the lower boundary may remain open if price falls below the grid. The document gives example settings for an XMR perpetual market and a backtest window, but provides no strategy report or performance results. Its stated allocation is spread across grid slots, yet the risk is not eliminated by that allocation; users must assess capital exposure, market costs, and the consequences of price leaving the interval.

Key ideas

• A fixed interval is divided into geometric or arithmetic price levels.
• A downward close crossing opens a long slot, and an upward crossing of the next level closes it.
• Investment is allocated across slots, while the script tracks each slot separately.
• The strategy has no stop loss or trailing exit and relies on its chosen bounds.
• The source includes simulation cost settings and alerts but supplies no performance evidence.

Tags

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