Hypotheses
51bitquant SpotProfitGridStrategy: faithful fixed-default LTC spot reproduction
Reproduce the supplied executable grid strategy, credited to 51bitquant, using LTCUSDT.BINANCE_SPOT, a CASH account, leverage 1.0 and $100,000 starting capital. Source defaults are exactly grid_step=2.0 quote-currency…
Hypothesis
Reproduce the supplied executable grid strategy, credited to 51bitquant, using LTCUSDT.BINANCE_SPOT, a CASH account, leverage 1.0 and $100,000 starting capital. Source defaults are exactly grid_step=2.0 quote-currency units, profit_step=2.0 quote-currency units, trading_size=1.0 base unit, max_pos=100, profit_orders_counts=10, trailing_stop_multiplier=2.0 and stop_minutes=360.0. Timer constants are NORMAL_TIMER_INTERVAL=5, PROFIT_TIMER_INTERVAL=5 and STOP_TIMER_INTERVAL=60 event callbacks, not bar counts. get_step() always returns 1. on_tick only stores the latest bid/ask; on_bar and on_stop_order do nothing. Initialize the source position calculator from current position and avg_price, initially 0.0; register the timer on start and unregister it on stop. Preserve the actual code, including its defective cooldown and ineffective hard inventory cap; do not silently repair either. This is a reproduction experiment with unverified performance, not a recommendation for deployment.
Analysis
SpotProfitGridStrategy
Backtest and paper results are hypothetical. Trading involves risk of loss.