Long-Only XMR Grid Trading Between Fixed Price Bounds

Summary

This document outlines a long-only grid strategy for XMR perpetual markets. It divides a chosen price interval into a set of levels, with either geometric or arithmetic spacing. The design buys as price crosses downward through grid levels and sells as it rises through the next level. Investment is allocated across grid slots, and the stated bounds and allocation serve as structural limits; the strategy explicitly omits trailing stops and conventional stop losses.

The script includes configurable bounds, grid count, spacing, investment, and a date window, with defaults described as calibrated for a particular XMRUSDT market and timeframe. It also includes chart display settings and webhook fields. The supplied excerpt ends during helper definitions, so it does not show the complete order logic or provide backtest results. A grid depends on price remaining within or returning to its chosen range; a sustained move below the lower bound can leave the strategy holding accumulated exposure, and the configured allocation can be substantial.

Key ideas

• The strategy places a series of long grid levels within fixed upper and lower price bounds.
• It supports geometric or arithmetic spacing between levels.
• It buys on downward grid crossings and sells on upward crossings to the next level.
• Investment is divided across grid slots, making total allocation a key exposure constraint.
• The excerpt gives no performance evidence and the design has no conventional stop loss.

Tags

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