Harmonic

The classic 1/n taper, presented under its mathematical name. Identical in behaviour to `anti_marti_grid`; the separate value exists so a desk that thinks in harmonic series and one that thinks in anti-martingale can both find and group the same curve.

Size at level i is 1/(i+1) — the harmonic sequence. Cost grows with the harmonic series, which diverges in theory but so slowly that at any practical depth the ladder remains small.

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.

Grows with the harmonic series: roughly logarithmic in depth, which is why hundred-level ladders remain affordable.

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 96.05 against a base of 100 and a deepest rung of 90.00 — so the average sits 40% of the way down the covered range. Getting back to flat from the bottom therefore needs a 6.72% bounce, against 5.00% for a flat ladder of the same depth — 1.72% more work.

Size shrinks with depth, so the deepest rungs barely move the average entry. Sitting through a sustained adverse move is cheap, and the total ladder cost is bounded no matter how many levels you add. The cost of that safety is recovery speed: there is little size down low to average with, so a deep drawdown unwinds slowly. The engine floors executed size at one lot, so past a certain depth the curve is flat in practice even though the formula keeps decaying. The harmonic series diverges, but so slowly that in practice the ladder cost is modest at any realistic 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 2.02× base to collect 24.8 bps of it when the first rung completes.

Trending and directional markets, exactly as anti-martingale.

Sizes follow the harmonic series 1, 1/2, 1/3, 1/4… A mathematically clean, gentle taper equivalent to anti-martingale but grouped as its own family. Floored at 1 lot.

Recovery risk rather than capital risk, as with every decay curve.

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.

• Steady, mathematically clean de-risking.
• You prefer the harmonic framing to the anti-martingale one for reporting.

• Range trading where averaging down is the objective.

• Read the Anti-Martingale article: the dials and cautions are identical.

• Watch how quickly executed size hits the one-lot floor — beyond that point extra levels add coverage but almost no averaging.
• Track realised cycles per day. Decay curves earn from frequency, so a falling cycle count is the signal that the market has left the window.
• Check the gap between average entry and mark. Decay curves keep it wide by design, so recovery expectations must be set from it, not from hope.

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   Naming divergence

   Two dashboards can show the same strategy under two names. Standardise on one value per desk to keep monitoring coherent.

• 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.

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   Which name should I deploy under?

   Whichever your monitoring groups by. Behaviour is identical, so the only criterion is human legibility.

• 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.Harmonic family — What every curve in this family has in common
• 3.Capital Allocation — Sizing an account to a Harmonic 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