Grid Arbitrage
Grid + Trend System
HOW GRID ARBITRAGE WORKS
The most sophisticated strategy. Uses candle momentum and a trend filter for the initial entry. If price moves against the position, it adds new legs at regular intervals with progressively larger volume to average the entry price. The entire basket of trades is managed together with a shared TP, SL, and trailing stop.
VOLUME PROGRESSION (1.4x)
Each new leg uses a larger volume than the previous one, based on the Lot Multiplier. For example, if the multiplier is set to 1.4 and the first leg is 0.05 lots:
GRID PARAMETERS
| SETTING | WHAT IT DOES |
|---|---|
Trigger Gap | Minimum candle body size required to open the first position in the grid |
Grid Step | Distance in ticks between each new leg. Controls how far price must move against before adding |
Lot Mult | Volume multiplier for each new leg. Each leg = previous leg volume multiplied by this factor |
Max Legs | Maximum number of open positions allowed in one grid basket |
Basket TP | Profit target for the entire basket combined. Closes all positions when reached |
Basket SL | Stop loss as a fixed price level measured from the first entry. Closes all if hit |
Max DD % | Maximum drawdown as a percentage of account balance. Closes basket if exceeded. Set to 0 to disable |
Trail Start | Profit level at which the trailing stop activates on the entire basket |
Trail Dist | How far behind the highest profit point the trailing stop follows the basket |
Grid expansion follows the trend filter — no counter-trend legs are added. The Basket SL is a fixed price level from the first entry, not a floating P&L value.
LIVE ACCOUNT RESULTS
Real performance data from live Grid Arbitrage trading sessions. These results were achieved under worst-case conditions to stress test the strategy.
Key Features
Trend-Filtered Entries
Only opens positions when momentum and trend align, avoiding counter-trend traps.
Progressive Scaling
Automatically increases position size with each leg using configurable lot multiplier.
Basket Risk Management
Unified TP, SL, and trailing stop across all positions in the grid.
Ready to Trade Grid Arbitrage?
Join our Telegram community to get access to Horizon HFT and start running the Grid Arbitrage strategy on your prop firm or live account.
Join Telegram