Geometric minigrid spacing

Feature Requests
1

Resulting from the following discussion Combo Bot Lines Twice as Far Apart

Currently Combo Bot Minigrids only offer an arithmetic spacing resulting in different deviations and required changes per Grid step.

Grid Bots already offer a geometric grid spacing. The same can also be achieved for Combo Bots. And there are other ways where e.g. the spacing per minigrid can be geometric even though the deviations can differ from minigrid to minigrid.

A possible solution is here:

The relative spacing can be equal within a Minigrid by calculating the required change r per grid step it via the

(n + 1)-th root of (range-high / range-low), where n is the number of grid lines, i.e.

r = (h / l) ^ (1 / (n + 1))

and transferring the resulting percent change factors to the current price range.

Example

Price range [100, 150]
5 Minigrid levels

Required change per grid step

r = (150 / 100) ^ (1 / (5 + 1))
= (3 / 2) ^ (1 / 6)
~ 1.0699
= +6.99%

Deviation per grid step

d = 1 / r

d = 1 / 1.0699
= 0.9347
= -6.53%

Resulting grid level prices

p(i) = l * r ^ i for i = 0, ..., 6

100 * 1.0699 ^ 0 = 100.00
100 * 1.0699 ^ 1 = 106.99
100 * 1.0699 ^ 2 = 114.47
100 * 1.0699 ^ 3 = 122.47
100 * 1.0699 ^ 4 = 131.04
100 * 1.0699 ^ 5 = 140.20
100 * 1.0699 ^ 6 = 150.00

What else could be achieved with that?

Equally geometrically spaced DCA Minigrids?

Yes, as I have shown in my Trading math formulas the DCA steps can be scaled geometrically using Orders step and Step scale (beta). Only Step scale (beta) would have to be calculated for that based on the first DCA Minigrid.

Configurable equally geometrically spaced DCA Minigrids?

Yes, now Orders step and Step scale (beta) would have to be calculated for that based on the not yet configurable Grid step % and the number of DCA Minigrid levels.

All Minigrids with equal geometrically spaced Minigrids?

Yes, now Orders step and Step scale (beta) of the DCA Minigrids would have to be calculated based on the configuration of the Base Mingrid’s Top price % and the number of Base Minigrid levels, i.e. the resulting Grid step %, and the number of DCA Minigrid levels.

Configurable equally geometrically spaced base and DCA Minigrids?

Yes, now Top Price % of Base Minigrid would have to be calculated base on the not yet configurable overall Grid step % and the number of Base Minigrid levels and for the DCA Minigrids the value of Orders step and Step scale (beta) on the configured overall Grid step % and the number of DCA Minigrid levels.

Summary

If a geometric grid spacing would be available, we would be able to configure geometrically spaced Base and DCA Minigrids where

  • each Minigrid uses its own consistent geometrical spacing
  • each DCA Minigrid uses the same geometrical spacing as the other DCA Minigrids
  • all Minigrids share the same consistent geometrical spacing

And in the best case the Grid step % is directly configurable for Base and DCA Minigrids.

Orders step and Step scale (beta) could be calculated using “my” formulas or in the best case even that be integrated.

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