GridRunner
FuturesScalpingv1.0
Overview
Adaptive grid trading strategy that dynamically adjusts to market conditions. Places a grid of buy orders below and sell orders above a calculated center price, profiting from price oscillations within the grid range. Detects the current market regime (ranging, trending up/down, or high volatility) and adapts grid spacing, center bias, and position sizing accordingly. Grid spacing is ATR-based and automatically adjusts to current volatility. Includes margin ratio gating, max filled level limits,
Requirements
| Supported Markets | Futures |
Configuration Parameters
Grid Settings
Configure grid structure, spacing, and direction
| Parameter | Type | Default | Description |
|---|---|---|---|
TRADE_DIRECTIONTrade Direction | Select: long | short | both | both | Grid direction: long = buy low/sell high, short = sell high/buy low, both = bidirectional |
GRID_LEVELSGrid Levels | Number | 4 | Number of grid levels per side |
SPACING_MODESpacing Mode | Select: atr | percentage | fixed | percentage | How grid spacing is calculated |
SPACING_ATR_MULTSpacing ATR Multiplier | Number | 1 | ATR multiplier for spacing (when mode=atr) |
SPACING_PERCENTSpacing Percent | Number | 1 | Percentage between levels (when mode=percentage) |
SPACING_FIXEDSpacing Fixed | Number | 100 | Fixed dollar spacing (when mode=fixed) |
GRID_RECENTER_THRESHOLDRecenter Threshold | Number | 3 | Recenter grid when price moves beyond N levels |
Risk Management
Configure margin, position sizing, and emergency limits
| Parameter | Type | Default | Description |
|---|---|---|---|
MAX_POSITION_MARGIN_PCTMax Margin (%) | Number | 40 | Max margin usage percentage before pausing entries |
MAX_FILLED_LEVELSMax Filled Levels | Number | 4 | Max simultaneous filled levels on one side |
SIZE_PER_LEVEL_PCTSize Per Level (%) | Number | 3 | Balance percentage allocated per grid level |
EMERGENCY_CLOSE_ATR_MULTEmergency Close ATR Mult | Number | 8 | Emergency close when price moves N x ATR from center |
MIN_SPIN_BETWEEN_ORDERSMin Spins Between Orders | Number | 1 | Minimum spins between consecutive orders |
Strategy Logic
Configure trend detection and grid bias behavior
| Parameter | Type | Default | Description |
|---|---|---|---|
TREND_ADX_THRESHOLDTrend ADX Threshold | Number | 25 | ADX above this = trending market |
ENABLE_TREND_BIASEnable Trend Bias | Boolean | Disabled | Shift grid center with detected trend direction (opt-in) |
ENABLE_TRAIL_STOPEnable Trailing Stop | Boolean | Disabled | Enable trailing stop on accumulated position (opt-in) |
TRAIL_ACTIVATION_PCTTrail Activation (%) | Number | 5 | Trailing stop activation percentage |
TRAIL_PERCENTTrail Percent | Number | 2 | Trailing stop distance percentage |
TP/SL Configuration
Configure take profit and stop loss distance modes
| Parameter | Type | Default | Description |
|---|---|---|---|
TAKE_PROFIT_MULTTake Profit Multiplier | Number | 0.7 | Take profit as fraction of grid spacing |
TP_SL_MODETP/SL Mode | Select: spacing | percentage | atr | spacing | TP/SL distance mode: spacing = fraction of grid spacing, percentage = fixed %, atr = ATR-based |
TP_PERCENTTP Percent | Number | 1 | TP distance as percentage of fill price (when mode=percentage) |
SL_PERCENTSL Percent | Number | 2 | SL distance as percentage of fill price (when mode=percentage) |
TP_ATR_MULTTP ATR Multiplier | Number | 1 | TP distance as ATR multiple (when mode=atr) |
SL_ATR_MULTSL ATR Multiplier | Number | 2 | SL distance as ATR multiple (when mode=atr) |
Version Info
Current Version: v1.0