Static Geometric Grid Trading for ETH/USDT

Summary

This script models a static geometric grid for ETH/USDT spot trading. It divides a preset price range into evenly spaced percentage intervals, places a fixed quote-currency amount at each level, and tracks whether each level has been filled. A filled level is closed when price crosses the next level upward; an unfilled level is bought when price crosses downward through it. Optional grid shifting is available, but disabled in the described configuration. The script also includes date filters, chart statistics, and a start alert for a connected grid bot.

The document reports a built-in backtest over a stated 120-day period, with different results before and after optimization. These are historical figures from the specified setup, not evidence that the grid will remain profitable. Performance depends on the range, market path, fees, slippage, timeframe, and sizing. A static grid can accumulate inventory if price falls below its range, while sustained movement outside the range may limit opportunities to complete buy-sell cycles. The sample also contains a date window that may not align with the stated backtest period.

Key ideas

• A geometric grid places levels at constant percentage intervals within a fixed price range.
• The script buys on downward crossings of unfilled levels and sells filled levels after an upward crossing of the next level.
• Trailing the grid upward is configurable but disabled in the described static-range setup.
• The document gives historical backtest figures, which depend on the chosen period and configuration.
• A fixed range can leave inventory exposed when price moves beyond the grid boundaries.

Tags

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