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Strategy vault / Grid

Grid Pending Order Plus Martin Multiple Increase

JavaScript strategy by Zer3192.

JavaScriptGrid
Author
Zer3192
Complexity
Intermediate · 71 lines
Parameters
7
Backtest bar
1d · swing
Tested on
ETH/USDT · futures

The original spec has no written description. Read the source below.

Parameters

NameDefaultWhat it controls
baseSpacing10Add Position Distance
baseAmount0.01Base position order quantity
ratio1.1Position growth coefficient
interval500Polling Interval
symbolswapContract Code
profitTarget10Target profit spread
MarginLevel50Leverage settings

Source JavaScript

/*backtest
start: 2017-06-26 00:00:00
end: 2022-02-16 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/
var MarginLevel=20
exchange.SetMarginLevel(MarginLevel)
function cancelAll() {
    while (true) {
        var orders = _C(exchange.GetOrders)
        if (orders.length == 0) { 
            break 
        }
        for (var i = 0 ; i < orders.length ; i++) {
            exchange.CancelOrder(orders[i].Id, orders[i])
            Sleep(interval)
        }
    }
}


function getLong(arr, kind) {
    var ret = null 
    for (var i = 0 ; i < arr.length ; i++) {
        if (arr[i].Type == (kind == "pos" ? PD_LONG : ORDER_TYPE_BUY)) {
            ret = arr[i]
        }
    }
    return ret
}

function pendingBidOrders(firstPrice) {
    var index = 0
    var bet=ratio
    var n = baseAmount
    while (true) {
        var pos = _C(exchange.GetPosition)
        var price = firstPrice - index * baseSpacing
         n=n*ratio
        index++
        exchange.SetDirection("buy")
        exchange.Buy(price, amount=n)        
        if (pos.length != 0) {
            var longPos = getLong(pos, "pos")
            if (longPos) {
                exchange.SetDirection("closebuy")
                exchange.Sell(longPos.Price + profitTarget, longPos.Amount)
            }
        }
        while (true) {
            Sleep(interval)
            if (!getLong(_C(exchange.GetOrders), "orders")) {
                cancelAll()
                break
            }
            if (!getLong(_C(exchange.GetPosition), "pos")) {
                cancelAll()
                return 
            }
        }
    }
}

function main() {
    exchange.SetContractType(symbol)
    while (true) {
        pendingBidOrders(_C(exchange.GetTicker).Last)
    }
}

Published by Zer3192 on the FMZ strategy square · last modified 2022-04-11. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.

Build this with AgenKit

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in Claude Code, Cursor, Codex & 4 more
/agenkit build a grid bot with inventory caps and order deduplication from strategies/Grid-Pending-Order-Plus-Martin-Multiple-Increase.md
  1. npx agenkit install engineering-kit in your project
  2. Paste the command into your agent and approve each phase
  3. Get tests, backtest, risk controls and a paper-trading switch

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