Forex Grid Calculator
Generate an arithmetic buy or sell grid from one first entry, pip spacing, level count and lot multiplier. The calculator shows every entry, broker-step-rounded volume, evolving weighted average and the same-currency loss at one shared stop, without forecasting fills or calling the grid profitable.
Enter the forex grid
Buy levels extend below the first entry; sell levels extend above it. The shared stop must sit beyond every generated entry in the adverse direction.
Buy grids generate lower entries; sell grids generate higher entries.
Starting grid price entered in the symbol’s quote convention.
Constant arithmetic distance between consecutive generated prices.
Example: 0.0001 for many FX pairs or 0.01 for many JPY pairs; verify the symbol.
Number of simultaneously modeled entries, including the first price.
Intended volume at the first generated price.
Use 1 for equal lots or a larger entered value for a geometric volume ladder.
Each raw lot is rounded down to this symbol-specific broker step.
Per-order warning threshold; aggregate symbol limits are separate.
Money value in the account currency for one pip at 1.00 lot.
Must be below every buy entry or above every sell entry.
Comparison base in the same account currency as pip value.
Generated grid exposure
Entered Position Progression 1.0.0.
On smaller screens, scroll horizontally to inspect the complete calculation table.
| Level | Entry price | Raw lot | Rounded lot | Cumulative lot | Weighted entry | Stop distance | Level loss | Cumulative stop loss |
|---|
How the forex grid is calculated
The grid uses constant arithmetic spacing. A buy grid subtracts the entered pip distance for every later level, while a sell grid adds it. This makes the generated prices easy to reconcile and deliberately excludes geometric percentage spacing, volatility-adaptive spacing and indicator-selected levels.
Volume is a separate progression. Raw lot at each level equals first-level lot multiplied by the entered lot multiplier raised to the zero-based level. The engine rounds every raw lot down to the entered broker volume step and flags any individual order above the entered maximum order lot.
Weighted average entry is calculated after adding each generated row. It is the sum of entry price multiplied by normalized lot divided by cumulative normalized lot. For an all-buy or all-sell basket with no costs, that weighted price is the arithmetic breakeven reference; spread, commission, swap and slippage move executable breakeven.
Loss at the shared stop is calculated separately for every entry. For a buy, adverse pips equal entry minus stop divided by pip size. For a sell, they equal stop minus entry divided by pip size. That distance is multiplied by normalized lot and entered pip value per 1.00 lot, then summed across filled levels.
The stress summary assumes every displayed order fills and the shared stop is then reached. It shows the resulting loss against starting equity and marks the first cumulative row whose same-currency stop loss exceeds entered equity. Broker margin calls or stop-outs may occur earlier and are not inferred.
Worked example from the audited fixture
The audited buy example starts at 1.1000, places five levels 20 pips apart with a 0.0001 pip size, begins at 0.10 lot, multiplies volume by 1.5, rounds down to 0.01 lot and uses a shared stop at 1.0850.
- Generated entries are 1.1000, 1.0980, 1.0960, 1.0940 and 1.0920. Rounded lots are 0.10, 0.15, 0.22, 0.33 and 0.50, for 1.30 total lots and a final weighted average entry of 1.09449231 before costs.
- With an entered pip value of 10 account-currency units per pip per 1.00 lot, row losses at the shared stop are 150, 195, 242, 297 and 350. The all-levels-filled total is 1,234, or 12.34% of 10,000 starting equity.
Reproduce it: select “Load audited example” above. The governed fixture was independently recomputed with decimal arithmetic, and the interface rounds only displayed values.
How to interpret the result
- Use the cumulative shared-stop loss to see how much exposure exists if all displayed entries fill. A lower weighted entry does not by itself mean lower total risk.
- Compare equal-lot and multiplied-lot grids by setting the multiplier to one and then restoring the planned value. The price ladder stays the same while volume concentration changes.
- The weighted average is before costs. A basket may need price to move beyond that level to cover spread, commission, swap and slippage.
- A later buy entry sits closer to a lower shared stop, but its larger lot can still contribute more money risk than an earlier level. Inspect both distance and volume.
- The maximum-lot check covers individual generated orders. Aggregate directional volume, netting versus hedging account behavior and pending-order volume limits require separate broker checks.
- Use Multi-Entry & Scale-In when actual planned prices or quantities are irregular. This grid route earns a separate intent because it generates a reproducible constant-spacing ladder rather than asking users to type every leg.
Assumptions and limits
- Only one-direction arithmetic grids are generated. Geometric percentage grids, dual-sided grids, dynamic spacing and adaptive bot logic are outside Version 1.0.0.
- The stress case assumes all levels fill before the shared stop. It does not model market path, gaps, partial fills, rejected pending orders or the possibility that fewer levels fill.
- There is no take-profit cycle, realized grid profit, inventory turnover, trailing stop, hedge, close-all rule or sequence restart.
- Pip size and pip value are manual. They must match the broker symbol, account currency and 1.00-lot convention; metals, indices and CFDs can differ materially.
- Margin, leverage, free margin, stop-out logic, financing, spread, commission and slippage are excluded. Actual liquidation can precede the entered stop.
- No price range, spacing, multiplier, lot, level count, stop, grid bot, strategy, market direction, signal or trade is recommended.
Which position progression answers which question?
Martingale, Anti-Martingale and grid planning are not interchangeable. The first two model sequential closed trades with different outcome triggers. The grid models simultaneously filled price levels and one shared adverse stop. Setting a multiplier to one creates a useful fixed-volume comparison without publishing another overlapping route.
| Model | Size changes after | Position state | Primary audit | Shared stop |
|---|---|---|---|---|
| Martingale | After a stopped trade | Sequential closed trades | Cumulative stopped-trade loss | No |
| Anti-Martingale | After a target-hit trade | Sequential closed trades | Next-loss giveback | No |
| Forex grid | At entered price levels | Simultaneous filled basket | Shared-stop basket loss | Yes |
| Fixed lot | No multiplier | Depends on chosen workflow | Constant per-row volume | Not a separate route |
Frequently asked questions
- It creates constant-pip buy entries below one first price or sell entries above it, applies an entered lot multiplier and calculates weighted entry and shared-stop loss.
- Every later entry moves by the entered constant pip spacing multiplied by its zero-based level and the entered price size of one pip.
- It is the sum of each generated entry price multiplied by its rounded lot, divided by total rounded lots across the filled grid.
- It is the before-cost arithmetic reference. Spread, commission, swap and slippage can move executable basket break-even beyond that price.
- It assumes every displayed entry fills and then the market reaches the one entered stop. It does not simulate fill order, gaps, rejected orders or margin liquidation.
- No. Required margin, free margin, stop-out behavior, netting or hedging account rules and aggregate symbol limits must be checked separately.
- The grid route generates reproducible equal-price spacing and optional geometric lots. Multi-Entry accepts arbitrary manually entered prices and quantities.
- No. It does not choose direction, range, spacing, levels, lot multiplier, stop, bot, signal or trade. It only audits entered assumptions.
Sources and methodology
- OKX — price-step and amount-multiplier definitions — Official documentation used to cross-check zero-based multiplier examples and the separation of price steps from order amounts.
- MetaQuotes — permitted trading volumes — Official broker-symbol volume minimum, maximum, step and aggregate-limit properties.
- MetaQuotes — OrderCalcProfit — Official account-currency profit interface demonstrating why symbol, volume and open/close prices matter.
Version 1.0.0 performs deterministic local arithmetic and uploads no entered values. The audited examples were recomputed from first principles with decimal arithmetic. External product documentation is used only to define explicit fields and broker constraints; no platform outcome, backtest or profitability claim is imported.
Continue the basket and progression audit
Verify every grid constraint with the broker
Confirm pip or tick size, pip value, price step, minimum stop distance, pending-order limits, minimum lot, maximum lot, volume step, aggregate directional volume, margin method and stop-out rules. A valid arithmetic row is not proof that the broker will accept or fill it.
Risk and affiliate disclosure: Leveraged forex and CFD trading can result in substantial losses. Progressive sizing and grids can increase exposure quickly. These are affiliate links, so ForexMT4Indicators.com may receive compensation if you register or trade through them, at no additional cost to you. Availability and terms vary by jurisdiction and broker entity.