Rocket Grid Algorithm: SMA Crossovers and Spaced Grid Orders

Summary

The document presents a configurable grid strategy organized around price crossovers of a simple moving average. Its visible settings allow a long or short side, a 50-period SMA, a starting capital input, a grid spacing percentage, stop-loss and take-profit percentages, and a multiplier applied to the grid’s capital allocation. The code declares room for up to ten grid levels in each direction and allows pyramiding, suggesting that it adds orders as price moves through predefined levels.

The excerpt is incomplete: it ends partway through the strategy’s conditional logic, before showing how grid levels are calculated, when orders are placed, or how the multiplier changes exposure. It provides configuration and implementation clues, but no explanatory discussion, market specification, backtest interval results, or performance evidence. Consequently, the strategy’s exact entry, exit, and risk behavior cannot be established from this text alone, and the listed stop and profit settings do not demonstrate that losses or accumulated grid exposure are controlled in practice.

Key ideas

• The strategy is configurable to trade either the long or short side using price crosses of an SMA.
• The visible defaults include a 50-period SMA and a grid distance expressed as a percentage.
• The code allocates state for as many as ten grid levels in each direction and permits pyramiding.
• Stop-loss, take-profit, and a capital multiplier are exposed as settings.
• The excerpt omits the order logic and provides no backtest results, so the strategy cannot be fully assessed.

Tags

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