GridClassic

GridClassic builds a grid from a detected horizontal range. In mean_reversion mode it enters at confirmed range edges. In breakout_continuation mode it waits for acceptance and an optional retest. It can also trade a failed-breakout reversal when enabled.

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. Detect a range from alternating pivots, containment, width, age, slope, and boundary divergence.
2. Confirm an edge rejection/close-inside signal or a breakout continuation.
3. Build multiple levels, one stop, and a center/opposite-edge target.
4. Add only while the basket risk budget and rejection rules allow it.
5. Manage breakeven, protection repricing, range invalidation, max hold, volatility shock, and target exits.

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.
Mode and continuation	GRIDCLASSIC_MODE, GRIDCLASSIC_CONTINUATION_ACCEPTANCE_BARS, GRIDCLASSIC_CONTINUATION_RETEST_MAX_BARS, GRIDCLASSIC_CONTINUATION_RETEST_TOLERANCE_ATR, GRIDCLASSIC_CONTINUATION_REQUIRE_DIRECTIONAL_RETEST, GRIDCLASSIC_CONTINUATION_MAX_ENTRY_DISTANCE_ATR, GRIDCLASSIC_CONTINUATION_TARGET_RANGE_MULT, GRIDCLASSIC_CONTINUATION_STOP_INSIDE_RANGE_FRACTION, GRIDCLASSIC_FAILED_BREAKOUT_REVERSAL_ENABLED	Select mean reversion or breakout continuation and define its acceptance, retest, target, stop, and reversal rules.
Range geometry	GRIDCLASSIC_ATR_PERIOD, GRIDCLASSIC_PIVOT_LEFT_BARS, GRIDCLASSIC_PIVOT_RIGHT_BARS, GRIDCLASSIC_LOOKBACK_BARS, GRIDCLASSIC_MIN_PIVOTS_PER_SIDE, GRIDCLASSIC_MIN_WIDTH_ATR, GRIDCLASSIC_MAX_WIDTH_ATR, GRIDCLASSIC_MAX_CENTER_SLOPE_ATR_PER_BAR, GRIDCLASSIC_MAX_BOUNDARY_DIVERGENCE_ATR, GRIDCLASSIC_MIN_CONTAINMENT_RATIO, GRIDCLASSIC_CONTAINMENT_TOLERANCE_ATR, GRIDCLASSIC_BREAKOUT_TOLERANCE_ATR, GRIDCLASSIC_MIN_RANGE_AGE_BARS	Define range pivots, width, age, slope, boundary divergence, containment, and breakout tolerance.
Entry quality	GRIDCLASSIC_MAX_VOLATILITY_EXPANSION, GRIDCLASSIC_MAX_CANDLE_RANGE_ATR, GRIDCLASSIC_EDGE_ZONE_FRACTION, GRIDCLASSIC_ENTRY_CONFIRMATION, GRIDCLASSIC_MIN_REJECTION_WICK_RATIO, GRIDCLASSIC_ENTRY_CONFIRMATION_BARS, GRIDCLASSIC_MAX_PIVOT_AGE_BARS, GRIDCLASSIC_MIN_ALTERNATING_PIVOTS, GRIDCLASSIC_RECENT_CONTAINMENT_BARS, GRIDCLASSIC_MIN_RECENT_CONTAINMENT_RATIO, GRIDCLASSIC_MIN_TARGET_DISTANCE_BPS, GRIDCLASSIC_MIN_NET_RISK_RATIO	Reject weak, stale, overextended, or poorly contained range entries.
Grid construction	GRIDCLASSIC_LEVELS, GRIDCLASSIC_REQUIRE_REJECTION_FOR_ADD, GRIDCLASSIC_GRID_STEP_ATR, GRIDCLASSIC_GRID_STEP_RANGE_FRACTION, GRIDCLASSIC_LEVEL_SIZE_DECAY, GRIDCLASSIC_STOP_ATR_BUFFER, GRIDCLASSIC_TP_MODE	Set level count, addition rules, spacing, size decay, stop buffer, and target mode.
Position lifecycle	GRIDCLASSIC_BREAKOUT_CONFIRM_BARS, GRIDCLASSIC_FAILED_REJECTION_EXIT_BARS, GRIDCLASSIC_FAILED_REJECTION_TOLERANCE_ATR, GRIDCLASSIC_BREAKEVEN_TRIGGER_FRACTION, GRIDCLASSIC_BREAKEVEN_OFFSET_BPS, GRIDCLASSIC_INVALIDATION_BARS, GRIDCLASSIC_MAX_HOLD_BARS, GRIDCLASSIC_COOLDOWN_BARS, GRIDCLASSIC_RISK_SLIPPAGE_BPS, GRIDCLASSIC_PROTECTION_REPRICE_ATR	Control exits, breakeven, invalidation, maximum holding time, cooldown, slippage allowance, and protection repricing.
Figures and side policy	GRIDCLASSIC_MAX_FIGURE_POINTS, MAX_LOSS_VALUE, LONG.*, SHORT.*	Limit chart output, set the loss budget, and configure each direction.

This strategy has stateful multi-leg behavior. Compare continuous execution with replay and use runtime parity before live order placement.