Long-Only Price Grid with Geometric or Arithmetic Levels

Summary

This script description outlines a long-only grid for NOT/USDT perpetual futures. It places price levels between fixed upper and lower bounds, with either geometric or arithmetic spacing. The stated design buys as price crosses grid levels downward and sells toward the next level above. The parameters include the range, number of levels, total allocated investment, date window, and per-level sizing; the visible defaults use geometric spacing and 20 levels. The header explicitly says the strategy has no trailing stop or stop-loss, relying instead on grid bounds and bounded investment as structural limits.

The supplied source is truncated before the order-handling logic, so the crossing behavior cannot be independently confirmed from the excerpt. It describes calibration for a specific perpetual market and 15-minute timeframe, but supplies no backtest results. Fixed bounds can become unsuitable if price leaves the range, while repeated buys during a sustained decline can accumulate exposure. Fees, slippage, funding, liquidation mechanics, and the treatment of unfilled or open grid positions matter to any evaluation.

Key ideas

• The strategy describes a long-only grid that buys downward crossings and sells upward toward the next level.
• Grid spacing can be geometric or arithmetic within configured high and low bounds.
• Investment is allocated across grid slots, and the document states that the design has no stop-loss or trailing exit.
• The source excerpt ends before order logic, and it provides no performance evidence.

Tags

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