Grid

Grid is a directional, position-building strategy. It can enter an EMA-trend pullback recovery or a confirmed breakout retest, then add levels while keeping the whole basket inside one configured risk budget.

Visual overview

The illustrations are schematic, not market data. Exact thresholds, confirmation rules, and risk parameters come from the active strategy config.

Decision flow

1. Classify trend direction and strength from fast/slow EMA and ATR geometry.
2. Wait for pullback_recovery or breakout_retest according to GRID_ENTRY_MODE.
3. Reject out-of-range volatility, oversized candles, invalid range geometry, or cooldown.
4. Create the initial order plan and optional scale-in levels.
5. Reprice basket protection after fills; exit on hard stop, regime flip, or volatility shock.

Entry codes are GRID_DIRECTIONAL_PULLBACK_ENTRY and GRID_BREAKOUT_RETEST_ENTRY. Additional legs use GRID_SCALE_IN_<level>.

Configuration keys

The keys are grouped by purpose. Common runtime, AI, ML, shared indicator, and position-sizing keys keep the same meaning across the built-in strategies.

Group	Keys	Purpose
Fees	FEE_PERCENT	Include the configured trading fee in position and reward-to-risk calculations.
Runtime and decision services	ENV, INTERVAL, MAKE_ORDERS, CLOSE_OPPOSITE_POSITIONS, BACKTEST_PRICE_MODE, AI_ENABLED, AI_MODE, MIN_AI_QUALITY, ML_ENABLED, ML_THRESHOLD	Select the runtime mode and candle interval, control order placement, and enable optional AI or ML decisions.
Shared indicators	MA_FAST, MA_MEDIUM, MA_SLOW, OBV_SMA, ATR, ATR_PCT_SHORT, ATR_PCT_LONG, BB, BB_STD, MACD_FAST, MACD_SLOW, MACD_SIGNAL	Set the periods used to build shared market context and signal filters.
Trend model	GRID_FAST_EMA, GRID_SLOW_EMA, GRID_ATR_PERIOD, GRID_TREND_SLOPE_BARS, GRID_MIN_TREND_STRENGTH_ATR, GRID_MAX_TREND_STRENGTH_ATR, GRID_MIN_SLOW_SLOPE_ATR	Define the EMA trend, its slope window, and the allowed strength range.
Volatility and pullback	GRID_MIN_ATR_PCT, GRID_MAX_ATR_PCT, GRID_MAX_PULLBACK_BEYOND_SLOW_ATR, GRID_MAX_CANDLE_RANGE_ATR	Reject volatility, pullback depth, or candle size outside the configured bounds.
Breakout entry	GRID_ENTRY_MODE, GRID_BREAKOUT_LOOKBACK_BARS, GRID_BREAKOUT_MIN_DISTANCE_ATR, GRID_BREAKOUT_ACCEPTANCE_BARS, GRID_BREAKOUT_RETEST_MAX_BARS, GRID_BREAKOUT_RETEST_TOLERANCE_ATR, GRID_BREAKOUT_RETEST_MAX_CLOSE_DISTANCE_ATR	Select the entry model and define breakout, acceptance, and retest limits.
Continuation risk	GRID_CONTINUATION_ALLOW_SCALE_IN, GRID_CONTINUATION_RISK_MODE, GRID_CONTINUATION_STOP_BUFFER_ATR, GRID_CONTINUATION_MIN_STOP_DISTANCE_ATR, GRID_CONTINUATION_TARGET_R	Control additions and stop and target geometry for breakout continuation.
Grid construction	GRID_STEP_ATR_MULT, GRID_MIN_STEP_PCT, GRID_MAX_LEVELS, GRID_STOP_ATR_MULT, GRID_TAKE_PROFIT_STEP_MULT, GRID_TAKE_PROFIT_STEP_MULT_LONG, GRID_TAKE_PROFIT_STEP_MULT_SHORT, GRID_MIN_NET_RISK_RATIO	Set grid spacing, level count, basket stop, directional targets, and minimum net reward-to-risk.
Lifecycle	GRID_EXIT_ON_REGIME_FLIP, GRID_EXIT_ON_VOLATILITY_SHOCK, GRID_ENTRY_COOLDOWN_BARS, GRID_PROTECTION_REPRICE_ATR	Exit on regime or volatility changes, delay re-entry, and control protection repricing.
Range filter	GRID_RANGE_FILTER_MODE, GRID_RANGE_PIVOT_LEFT_BARS, GRID_RANGE_PIVOT_RIGHT_BARS, GRID_RANGE_LOOKBACK_BARS, GRID_RANGE_MIN_PIVOTS_PER_SIDE, GRID_RANGE_MIN_WIDTH_ATR, GRID_RANGE_MAX_WIDTH_ATR, GRID_RANGE_MAX_CENTER_SLOPE_ATR_PER_BAR, GRID_RANGE_MAX_BOUNDARY_DIVERGENCE_ATR, GRID_RANGE_MIN_CONTAINMENT_RATIO, GRID_RANGE_CONTAINMENT_TOLERANCE_ATR, GRID_RANGE_EDGE_FRACTION	Configure the optional horizontal-range detector and its containment and edge rules.
Figures and side policy	GRID_MAX_FIGURE_POINTS, MAX_LOSS_VALUE, LONG.*, SHORT.*	Limit chart output, set the loss budget, and configure each direction.

Scale-in entries increase an existing position; validate connector support and basket-level loss behavior before enabling orders.