[Futures Grid Strategy]How to Create a Futures Grid？

What Are the Core Parameters and How to Configure Them?

Creating a Futures Grid Strategy on BigONE mainly involves setting key parameters such as trading direction, price range, and number of grids.
The process is straightforward, but proper configuration according to market conditions is crucial for optimal performance.
Below is a step-by-step guide and detailed explanation of each parameter.

1. Steps to Create a Futures Grid Strategy

Step 1: Open the Futures Grid Page
Go to the BigONE App or website, find “Futures Grid” under the Quantitative Strategies section, and enter the strategy creation interface.

Step 2: Choose a Trading Pair
Select a supported futures trading pair (e.g., BTCUSDT Perpetual, ETHUSDT Perpetual).

Step 3: Choose a Parameter Mode

• Smart Recommendation:
  The system automatically generates grid parameters such as price range and number of grids based on recent market volatility — ideal for beginners or users without time to analyze the market.
• Custom Mode:
  Allows manual configuration of all parameters — suitable for experienced traders who can define market ranges and adjust settings precisely.

Step 4: Set Core Parameters (in Custom Mode)
Input key parameters such as leverage, price range, and number of grids as prompted (see parameter explanations below).

Step 5: Confirm and Create
After reviewing all settings, enter the investment amount and click “Create Strategy.”
Funds will be transferred from your futures account automatically, and the strategy will start running immediately.

2. Core Parameter Settings and Their Functions

(A) Basic Parameters (Required)

1)Trading Direction (Mode Selection)
Choose between Long, Short, or Neutral grid modes — this determines the strategy’s opening and closing logic.

• Purpose: Defines the profit direction based on your market outlook.
• Bullish market: Choose Long Grid
• Bearish market: Choose Short Grid
• Sideways market: Choose Neutral Grid

2)Leverage Multiplier
Set leverage between 1×–100× (depending on platform limits).
Higher leverage increases both capital efficiency and risk exposure.

• Purpose: Expands position size and potential profit (but also magnifies losses).
  Example: With 10× leverage, 1,000 USDT controls a 10,000 USDT position — a 1% price move equals roughly 10% profit or loss.
• Suggested Settings:
  • Beginners: 1×–5×
  • Experienced users: 5×–20×, based on risk tolerance
  • Avoid excessive leverage (e.g., 50×+) to prevent liquidation risk.

3)Price Range
Set the upper and lower bounds of the grid strategy.
The strategy only executes orders within this range; once the price moves beyond it, new positions stop opening.

• Purpose: Defines the operating boundaries to prevent losses from one-sided breakouts.
• Suggested Settings:
  • Reference recent market volatility (e.g., past 7 days’ high and low).
  • Expand by 5%–10% to cover normal fluctuations.
  • Example: If BTC trades between 40,000–45,000 USDT, set 39,000–46,000 USDT as the range.

4)Number of Grids
Specify how many grid levels (between 2–200) will divide the range.
More grids = smaller price intervals and more frequent trades with smaller profit per trade.

• Purpose: Determines the spacing between each buy/sell order.
  Formula: Number of Grids = (Upper Price - Lower Price) / Grid Interval
• Suggested Settings:
  • High-volatility tokens (e.g., BTC, ETH): 20–50 grids
  • Low-volatility tokens: 50–100 grids for smoother performance.

5)Investment Amount
Enter the total capital allocated for this strategy.
Funds will be transferred from your futures account, and must meet the platform’s minimum requirement (e.g., minimum 10 USDT).

• Purpose: Determines overall position size (Investment Amount × Leverage).
  Ensure the total exposure matches your risk tolerance — avoid over-allocating funds.

(B) Advanced Settings (Optional)

1)Stop-Loss Price
Set a stop-loss trigger price — when reached, the system automatically closes all positions and terminates the strategy.

• Purpose: Limits losses in extreme market moves.
  Example: In a long grid set between 39,000–46,000 USDT, place a stop-loss at 38,000 USDT to prevent large losses from a breakdown.

2)Per-Grid Capital Allocation Ratio
Adjust how much capital is allocated to each grid (default: evenly distributed).
You can assign more weight to certain price zones — e.g., allocate more near the lower boundary.

• Purpose: Optimizes capital efficiency.
  Example: For a long grid, allocate more funds to lower grids to accumulate larger positions at cheaper prices, maximizing rebound profit.

3)Strategy Termination Conditions
Set automatic termination criteria — e.g., when total profit reaches 10%, or after 30 days of operation.

• Purpose: Enables automated take-profit or time-based closure, preventing profit reversal or prolonged exposure if forgotten.

3. Important Notes When Creating a Strategy

1)Fund Preparation
Ensure sufficient funds are available in your futures account before creating the strategy.
Insufficient balance will cause the setup to fail.

2)Risk Evaluation
Leverage directly increases risk.
Use leverage responsibly — while it magnifies profits, it also raises liquidation risk (if market movement exceeds the margin threshold).

3)Parameter Rationality

• A too narrow price range may cause frequent stoppages.
• A too wide range may reduce trading frequency and lower yield.
• Adjust based on historical volatility to achieve a balance between stability and profit potential.