grid

@debut/plugin-grid

The Debut plugin allows you to organize the operation of strategies on a grid system (DCA). It is a system of additional purchases with an increase in volumes at each additional purchase by martingale. To open trades, grid levels with a fixed distance between them are used. It is also possible to use the Fibonacci distance between the levels.

Install

npm install @debut/plugin-grid --save

Settings

Name	Type	Description
step	number	Grid step, percentage. The step is always the same if the fibo option is not activated
fibo	number	Calculation of Fibonacci levels. Each next level of the grid is equal to previous x fibo, value range from 1 to 2, default is disabled
martingale	number	Martingale coefficient. Determines the number of lots for a trade. In the classic martingale system it is equal to 2, which means that we always double the lot of the previous deal, if 1 - the lot will be fixed
levelsCount	number	The number of grid levels, the more the more funds you need
takeProfit	number	Take profit as a percentage. Calculated as the total profit from open positions in relation to the initial capital
stopLoss	number	Stop loss in percentage. (May be Infinity assigned, this is correct number type ) It is calculated by the sum of all open positions, as well as takeProfit*
reduceEquity	boolean	Each next grid start lot will reduced
trailing	boolean	default - false, true mean trailing profit apllied to last or first order after grid take reached
collapse	boolean	default - false, true mean orders closing will be collapsed in to single request

* Stop/Take does not work on the basis of price, but on the basis of a percentage of funds.

Plugin initialization

import { gridPlugin, GridPluginOptions } from '@debut/plugin-grid';

// ...
export interface MyStrategyOptinos extends DebutOptions, GridPluginOptions;

export class MyStrategy extends Debut {
    declare plugins: GridPluginAPI;
    constructor(transport: BaseTransport, opts: CCISolderGOptions) {
        super(transport, opts);

        this.registerPlugins([
            // ...
            gridPlugin(this.opts),
            // ...
        ]);
    }

    onCandle(candle) {
        // Grid can created manually withoun order
        // if (!this.ordersCount) {
        //     this.plugins.grid.createGrid(candle.c;
        // }

        // By default, the grid is created automatically, instead of closing the first order at a loss
    }

Screenshots (by report plugin Report)

Trading against the trend on a grid of transactions