Geometric grid
Grid levels are spaced geometrically between lower and upper: level i sits at lower · (upper/lower)^(i/levels), so each step is the same percentage. Capital splits evenly across levels — $6.60 per level in the backtest config, $5.00 live. At start, buy limits are posted at every level below spot. Each buy fill posts a sell one level up; each sell fill re-posts its buy. Profit per round trip is the step percentage minus two fills of cost.
Viability rule
The step must exceed the round trip cost — two fills of fee plus slippage — or the grid grinds capital into fees. The shipped range clears it with room: 25 levels between 55 and 110 is a 2.81% step against a 0.40% round trip. Said plainly, though: that is a rule the config has to satisfy, not a check the loader runs. Nothing in the code rejects a grid whose step is too tight, so the number above is a claim you should re-derive if the range or the cost model moves.
| Parameter | Default | Meaning |
|---|---|---|
| lower / upper | 55 / 110 | Range bounds. Outside them the grid is inert. |
| levels | 25 | Number of geometric steps. |
| capital_usd | 165 (live 125) | Split evenly across levels. |
Known failure modes
Price leaving the range: below lower the grid is fully invested and can only wait; above upper it is fully in cash and misses the trend. A price that starts below lower seeds no buys at all and the grid never trades — and nothing validates that up front either, so an inert bot is a real way for this to fail quietly.