Percent Grid Ladder Strategy Diagram
This diagram builds a symmetric percentage grid around the first finished five-minute close. Three pending buy limits sit below the anchor and three sell limits above it; after the first fill, the remaining ladder is cancelled and the resulting position is managed by percentage protection.
Strategy Overview
- The first finished five-minute candle latches its close as the grid anchor; no Level1 quote or bid/ask midpoint is used.
- Grid spacing of 1.5% creates up to three buy levels below the anchor and three sell levels above it.
- Grid Levels per Side enables rungs one through three, while the long and short switches gate the two sides independently.
- The first entry fill cancels every still-working grid order and starts 2% take-profit and 3% stop-loss protection.
- A protective exit cancels any residual orders, latches the latest close as a new anchor, and registers a fresh ladder.
Entry and Exit Rules
- Long entry: When long trading is enabled, one-unit buy limits are placed at anchor × (1 − spacing × rung). One, two, or three lower rungs are active according to Grid Levels per Side.
- Short entry: When short trading is enabled, one-unit sell limits are placed at anchor × (1 + spacing × rung). One, two, or three upper rungs are active according to Grid Levels per Side.
- Exit: The first filled order becomes the sole active position cycle. Position protection closes it at +2% or −3%; that exit reanchors the next six-order grid at the latest finished close.
Parameters
| Parameter | Default | Description |
|---|---|---|
| Grid Spacing, % | 1.5 | Percentage distance between adjacent grid rungs; 1.5 means 1.5%. |
| Grid Levels per Side | 3 | Number of enabled rungs on each side, from one through the diagram maximum of three. |
| Enable Long | true | Enables registration of buy limits below the anchor. |
| Enable Short | true | Enables registration of sell limits above the anchor. |
| Take Profit, % | 2 | Profit distance from the filled entry used by Position protection. |
| Stop Loss, % | 3 | Loss distance from the filled entry used by Position protection. |
Diagram Details
- The C# strategy keeps virtual levels and submits market orders when a candle close reaches them. The diagram intentionally materializes those levels as real pending limit orders so the order cubes and cancellation lifecycle are visible.
- The source can trigger several levels over time. This diagram uses a deliberate one-position-cycle simplification: one fill cancels all other rungs, trades a fixed volume of one, and waits for protection before rebuilding.
- Grid Levels per Side supports values from one through three. The diagram has a visual maximum of three rungs, so values above three cannot create additional blocks.
- Reanchoring is implemented as cancellation followed by fresh registration; no order-replacement block is used. Price shrinking is disabled for replay instruments without a declared price step.
- The exact candle close is both the initial and subsequent anchor, matching the source's reset price and avoiding an unnecessary Level1 dependency.
Usage
Import the .json file into Designer, run it in the backtester on historical data, then adjust the parameters or the blocks themselves to fit your instrument before trading it live.