ComboGrid

Spot & FuturesMean Reversionv1.0

Overview

Hybrid strategy that combines dollar-cost averaging (DCA) entries with mini-grid trading around each fill. Instead of just buying dips and passively waiting for recovery, each DCA entry spawns a small localized grid that actively trades the price range around that entry, generating grid income that reduces the effective cost basis while the position builds. Operates in four phases: Entry (RSI oversold + price below EMA), Safety Orders (scaled limit buys at deeper dips), Mini-Grid Operation (local buy/sell grids around each fill), and Exit (global TP/SL with full teardown). Inspired by Gainium Combo Bot architecture, demonstrating 20-30% better average entries than lump-sum buying during bear markets.

Requirements

Required Indicators

RSIADXBollinger BandsATR
Supported MarketsSpot & Futures

Configuration Parameters

Grid Settings

Configure DCA structure and mini-grid dimensions

ParameterTypeDefaultDescription
TRADE_DIRECTIONTrade DirectionSelect: long | short | bothlongDeal direction: long = buy dips, short = sell rallies, both = long (DCA is inherently directional)
SPACING_MODESpacing ModeSelect: atr | percentage | fixedpercentageMini-grid spacing method
MAX_SAFETY_ORDERSMax Safety OrdersNumber2Maximum DCA safety orders
SAFETY_STEP_PCTSafety Step (%)Number4Price drop percentage between safety orders
SAFETY_SCALESafety ScaleNumber1.5Multiplier for each successive safety order size
MINIGRID_WIDTH_PCTMini-Grid Width (%)Number2.5Mini-grid range as percentage around fill price
MINIGRID_LEVELSMini-Grid LevelsNumber3Grid levels per mini-grid
MAX_ACTIVE_MINIGRIDSMax Active Mini-GridsNumber6Max concurrent mini-grids
SPACING_ATR_MULTSpacing ATR MultiplierNumber0.5ATR multiplier for mini-grid spacing (when mode=atr)
SPACING_PERCENTSpacing PercentNumber0.8Percentage for mini-grid spacing (when mode=percentage)
SPACING_FIXEDSpacing FixedNumber50Fixed dollar spacing for mini-grids (when mode=fixed)

Risk Management

Configure position sizing and capital allocation

ParameterTypeDefaultDescription
BASE_ORDER_PCTBase Order (%)Number3Base order as percentage of balance
SIZE_PER_MINIGRID_PCTSize Per Mini-Grid (%)Number2Balance percentage per mini-grid level
MAX_LOSS_PCTMax Loss (%)Number8Stop loss on total deal as percentage
COOLDOWN_SPINSCooldown SpinsNumber10Spins to wait after stop loss before new deal

Strategy Logic

Configure entry conditions, trend guard, and zones

ParameterTypeDefaultDescription
RSI_ENTRYRSI Entry ThresholdNumber40RSI threshold for entry signal
ENABLE_TREND_GUARDEnable Trend GuardBooleanEnabledBlock entries in strong downtrends (ADX > 30 + bearish)
ENABLE_ZONESEnable ZonesBooleanDisabledUse td.zones for entry confirmation
COMPOUND_GRID_PROFITSCompound Grid ProfitsBooleanEnabledAdd grid profits to DCA position value for TP calculation

TP/SL Configuration

Configure take profit and stop loss distance modes

ParameterTypeDefaultDescription
TAKE_PROFIT_PCTTake Profit (%)Number2Global take profit above weighted average entry
TP_SL_MODETP/SL ModeSelect: percentage | atrpercentageTP/SL distance mode: percentage = fixed %, atr = ATR-based
TP_ATR_MULTTP ATR MultiplierNumber2TP distance as ATR multiple (when mode=atr)
SL_ATR_MULTSL ATR MultiplierNumber4SL distance as ATR multiple (when mode=atr)

Version Info

Current Version: v1.0

Latest Changes

Initial release

Changelog

VersionDateTypeChanges
v12025-02-18Initial release