This is my first tutorial on writing a grid trading expert.
Caution – grid trading can lead to very large drawdowns. It is high risk.
This covers the standard buy/sell at each level grid. It is a foundation for other grid trading tutorials to come. The expert here uses the Orchard Framework 3, which I expand in this video to support the grid trading expert.
There are 2 errors in the code shown in the video.
At 27:24 lines 67 and 68 should be replaced by one line
if (!PositionInfo.SelectByIndex(i)) continue;
At 29:07 line 133 should be
if (mLegType==POSITION_TYPE_SELL && mLastTick.ask <= mExit) {