FIL Grid Long Strategy [3Commas] — faithful port on FILUSDT.BYBIT 15m (fixed 0.7099–1.0151 geometric 36-level long-only grid, no stop)

Faithful translation of the open-source TradingView Pine v6 script 'FIL Grid Strategy [3Commas]' by 3Commas (MPL-2.0, https://www.tradingview.com/script/7cAVZopZ-FIL-Grid-Strategy-3Commas/). Credit: 3Commas. Classification: (a) a concrete, tradeable strategy. The visualization, table, watermark and webhook parts only display or send alerts, so they are NOT ported. The source is calibrated for BYBIT:FILUSDT.P on 15m. Our exact equivalent is FILUSDT.BYBIT (Bybit linear USDT perpetual) on 15-MINUTE bars; the catalog has it from 2021-06-29 to 2026-09-30 (184k bars, checked). Mechanism: a long-only price grid between FIXED bounds high_price=1.0151 and low_price=0.7099, with n_levels=36 levels and geometric spacing (the default). The level ratio is (0.7099/1.0151)^(1/35) ≈ 0.9898, a step of about 1.02%. Each level i=1..35 is an independent slot. Buy a fixed USDT amount when the close crosses DOWN through level i. Sell exactly that slot's quantity when the close crosses UP through level i-1, the level above. Level 0 (the top) is never bought. By the author's explicit design there is no trailing, no stop-loss and no time exit; the bounds and the bounded investment are the only risk caps. Sizing: per-slot USDT = investment / n_levels. The source uses investment = 10,000, which is 100% of its 10,000 initial capital (default_qty_value 278 ≈ 10000/36). On our $100,000 account the faithful equivalent is investment = 100% of starting equity: 2,777.78 USDT per slot, at most 35 slots = 97.2% of equity, leverage 1.0 (no leverage). Pine settings to reproduce: process_orders_on_close=true (orders fill at the close of the bar that gave the signal), calc_on_every_tick=false (evaluate once per closed bar), and pyramiding=200 (all slots may be held at once). The source charged 0.06% commission per side plus 3 ticks of slippage. Ours is the Bybit linear taker fee of 0.055% per side (0.11% round trip) from venue_configs. Caveats stated up front: (1) This family has died 5 of 5 here for grids and inventory designs (L171) and 5 of 5 for faithful ports of public scripts (L167). It is run because the user explicitly asked for a faithful port, and our real-fee backtest decides. (2) The fixed bounds are tied to FIL's 2026 price. FIL traded above 1.0151 from 2021 until Jan 2026, so the grid cannot fire at all before Jan 2026. Almost all of its activity (Jan–Sep 2026) falls inside the pipeline's final-20% holdout, and walk-forward windows on 2021–2025 will contain zero trades. That is a property of the faithful script, not a code defect. The performance claimed on TradingView is unverified.