Reverse Grid Mode (RGrid)

If you recall, grid mode, follows the rule:

"Don't place buy orders higher than I sold, and don't place sell orders lower than I bought.

This works well if prices are bouncing between a range, but causes you to get stuck if prices trend out of range. Reverse grid helps you profit during price trending movements:

Behavior: Uses the average of both your executed prices as the anchor. With reverse grid:

• Buy orders are placed at a price equal to or above the average of your buy and sell exposure prices: (average × (1 + spread)). They only fill when the market price rises above this buy limit price.

• Sell orders are placed at a price equal to or below the average of your buy and sell exposure prices: (average × (1 - spread)). They only fill when the market price falls below this sell limit price.

Both orders reference the midpoint between where you've bought and sold, rather than mirroring each other like in Grid mode (Grid uses the opposite leg's price directly; Reverse Grid uses the average of both legs).

The bot will do taker orders to capture profits. Passive Only is turned off.

What is "exposure price"?: For each leg (buy or sell), exposure price is a rolling VWAP over the most recent portion of filled volume (e.g. last 12% of quantity when discretion is 0.06), instead of using just the last fill price (like grid mode). This gives a more stable reference point that reflects your recent trading activity rather than a single fill.

Best For: Trending markets where you want to automatically take profits when price moves in your favor.

Pros:

• Automatically locks in profits when trends continue

• Only fills orders when price crosses limits in favorable directions (buy fills when price rises above limit, sell fills when price falls below limit)

• Has both stop loss and take profit protection

Cons:

• Your order could stall if the market moves sideways or reverses (if market starts trending, you should consider changing back to grid mode).

• If price trends strongly in one direction and then reverses, you might miss fills on the opposite side

Safety Mechanisms:

• Stop Loss: Automatically cancels the order if your PnL drops below a configured threshold (e.g., -2% of margin)

• Take Profit: Automatically completes the order if your PnL rises above a configured threshold (e.g., +5% of margin)

• Soft Reset: When price drifts favorably and you're in profit, the system adjusts the opposite leg to follow the trend and lock in profits