Fixed DCA

Fixed sizing framed as accumulation. Identical math to `fixed`; the distinction is intent — a DCA ladder is deployed to build a position at an average price you are content to hold, not to harvest a range and flatten.

One base lot at every level, with the same rung geometry and take-profit behaviour as fixed. The engine cannot tell the two apart; the difference is in how the operator treats the resulting inventory.

Below is the wizard's own ladder table and the trading terminal's chart engine, both driven by buildLadderPlan for this mode. Change the level count, spread or target and the rung prices, sizes, capital ramp and chart lines recompute exactly as they would in the grid designer.

Exactly linear in depth. Reserve levels × grid size and the plan is fully funded.

Read the cost vs 5 levels column as the escalation test. A flat ladder doubles when the depth doubles; anything materially above that is a curve whose coverage has to be bought rather than simply configured.

With every rung filled, the volume-weighted average entry is 94.50 against a base of 100 and a deepest rung of 90.00 — so the average sits 55% of the way down the covered range. Getting back to flat from the bottom therefore needs a 5.00% bounce, against 5.00% for a flat ladder of the same depth — effectively identical.

Identical deployment at every level, framed as accumulation rather than active grid trading. Capital is exactly linear in depth.

The last row is the metric that separates modes. Profit for a full cycle is the target percentage of deployed capital in every mode, so it cannot discriminate. What differs is how much capital has to sit reserved to earn one shallow cycle: this mode reserves 10.0× base to collect 10.0 bps of it when the first rung completes.

Long-horizon accumulation on instruments you want to own, especially spot ladders where the position is the objective and the cycles are a bonus.

Deploys the same size at each level like fixed mode, but framed as dollar-cost-averaging accumulation rather than active grid trading. Predictable, steady, low-stress.

Coverage exhaustion, and the behavioural risk specific to accumulation: a plan to hold can quietly become an inability to exit.

This is the product's grid backtester, not a summary of one. It fetches public candles for the instrument you pick, rebuilds the ladder anchored on the first candle of the window, then applies the engine's own fill, take-profit, refill and stop-loss rules bar by bar. The caveat block inside the panel is part of the output — read it before trusting a number.

First the arithmetic, then the market. The table below is computed from the size curves alone; the sweep underneath replays every one of those ladders over the same real candle window, with grid_mode as the only variable.

• Long-term accumulation with a defined average price target.
• Spot ladders where you intend to hold the inventory.
• Low-stress, predictable deployment schedules.

• You are trying to harvest a range — use `fixed` so the reporting matches the intent.

• Spread and depth define the accumulation range; choose them from where you want the average price to land.
• Target defines how much of the inventory recycles; a wide target keeps more of the position.

• Track average entry as the primary metric — for an accumulation ladder it is the outcome, not a diagnostic.
• Watch how much inventory the take-profits are recycling; if it is most of it, this is a grid, not accumulation.

1. 1
   Accidental trading

   A tight target recycles the inventory you meant to accumulate. Widen the target or reduce init targets if the position keeps flattening.
2. 2
   Coverage exhaustion

   The accumulation range ends before the decline does, leaving a full position and no further rungs.

• Spread sets how fast the ladder consumes depth. Widening it buys coverage for the same level count at the cost of fewer fills.
• Target sets what each cycle books. Below round-trip fees plus slippage, a grid is a fee generator regardless of the size curve.
• The stop loss is the only bound on the tail. Without it, the curve's worst case is whatever the market does, not what you planned.

1. 1
   Why have a separate value at all?

   So reporting and reviews can distinguish accumulation mandates from range-harvesting ones without inspecting every parameter.

• Sizes and capital: levelMultiplier / gridModeCurve in lib/grid/gridModes.ts, mirrored from grid_modes.hpp and the Python engine's lot calculator.
• Rung and exit prices, capital ramp, init targets and the stop line: buildLadderPlan — the same builder the wizard and grid designer use.
• Backtest fills, cycles and P&L: runBacktest / runBacktestSweep over public broker candles, applying the engine's fill, exit, refill and stop rules.
• Price charts: the trading terminal's chart engine, with the ladder drawn through its own price-line API.

• 1.Grid Modes — Overview — The full taxonomy and how to choose
• 2.DCA family — What every curve in this family has in common
• 3.Capital Allocation — Sizing an account to a Fixed DCA ladder
• 4.Stop Loss — Bounding this curve's tail
• 5.Reading the Ladder Plan — Verifying the curve before deploying
• 6.Grid Structure — Levels, init batch and base size