Long-Only Geometric and Arithmetic Price Grid Strategy for XLM

Summary

This script describes a long-only grid approach for XLM perpetual markets. It defines fixed upper and lower price bounds and distributes grid levels between them using either geometric or arithmetic spacing. A downward crossing of a grid level triggers a buy; an upward crossing prompts a sale toward the next level. The allocation is divided among grid slots, constraining the capital assigned across the grid.

The published settings include a 15-minute chart calibration, commission and slippage assumptions, and a date-limited backtest window. The provided text ends during the helper section, so the actual crossing logic, order handling, and any performance report are unavailable. The strategy explicitly has no stop loss or trailing exit, relying instead on the grid boundaries and bounded investment. A sustained move below the lower bound can leave the strategy holding positions, while a move outside the range can prevent the intended grid cycle; the excerpt supplies no results to evaluate these risks.

Key ideas

• The strategy buys as price crosses downward through grid levels and sells as it crosses upward.
• Grid levels can be spaced geometrically or arithmetically within fixed price bounds.
• The stated capital allocation is divided among grid slots.
• The design omits stop-loss and trailing exits, relying on range limits and allocated capital.
• The excerpt provides settings but not the complete logic or backtest results.

Tags

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