TurnGrid
TurnGrid is a grid-based Expert Advisor that places pending orders at fixed price intervals around the current market price. It aims to capture profits from market oscillations by closing positions when price reverses direction, effectively turning the grid to adapt to changing market conditions.
Open the interactive view (equity curve, symbol switch)Key facts
Backtest results (H1, about 1 year)
| Symbol | P&L | Annual | Max DD | Trades | Win rate | Sharpe | Recovery | Losing streak | Per trade | Status |
|---|---|---|---|---|---|---|---|---|---|---|
| EURUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Not convertible yet |
| GBPUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Not convertible yet |
| USDJPY | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Not convertible yet |
| XAUUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Not convertible yet |
Why this EA never traded: no entry rule survived the conversion.
Converted from MQL5 to Python and run with the same rules for every EA. Positions use MT5 lot sizes (100,000 units per FX lot, 100 oz per gold lot) with 1:100 leverage, one order at a time, and a stop-out below 10% of the starting balance. Sharpe is computed from the equity curve. Results marked as unreliable are shown for completeness only.
Blow-up risk: High
- Increases the position size after losses (martingale)
- Opens a grid of orders at fixed price steps
- Has no stop loss or trailing stop
High: stopped out in our backtest, or martingale/grid sizing without a stop loss. Elevated: martingale or grid sizing with a stop loss, or several positions at once without a stop loss. What the label means and what we found →
Strategy analysis
The core concept of the TurnGrid strategy is to place pending grid orders at fixed intervals above and below the current price, capitalizing on market oscillations to generate profit. Entry conditions are triggered when price reaches a grid level, activating the corresponding limit or stop pending order. Exit conditions rely on a price reversal signal — when a turn in price direction is detected, positions in that direction are closed for profit. Position sizing employs a fixed or configurable lot size, with the same volume applied at each grid level. Money management controls risk exposure through grid spacing and total order count, but lacks traditional stop-loss mechanisms, relying entirely on price mean-reversion for exits. The grid approach performs well in ranging markets but can accumulate significant losses during strong trending conditions, especially without a global stop-loss safeguard.
Strengths
- Performs excellently in ranging markets, continuously profiting from small price oscillations
- Clear strategy logic with highly configurable parameters for optimization and adjustment
- No need to predict market direction — the grid structure automatically captures bidirectional fluctuations
Weaknesses
- Grid positions continuously accumulate during strong trending markets, leading to significant floating losses
- Lacks a global stop-loss mechanism, risking account blowout under extreme market conditions
- Low capital efficiency — large amounts of margin are tied up by pending orders, reducing trading efficiency
Possible improvements
- Add a global stop-loss and maximum drawdown limit to prevent account blowout during trending markets
- Incorporate a trend filter to reduce or pause grid order placement during strong trending conditions
Risk assessment
Overall risk: High risk
- No global stop-loss mechanism — extreme market conditions could blow out the account
- Grid positions accumulate without limit during unidirectional trends, creating extreme floating loss risk
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
GridStep | 50 | Grid spacing in points |
MaxOrders | 20 | Maximum Martingale level limit |
Lots | 0.1 | Lot size per order |
TakeProfit | 50 | Take profit in points per level |
MagicNumber | 123456 | EA magic number for order identification |
Timeframe | H1 | Timeframe for new bar detection |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.