arena_suggest_grid_range

io.github.Schoasch/backtesting-arena · Verify this server

Which price range should my grid bot use? Answers the question arena_run_grid_backtest deliberately leaves open (its own description says: treat range choice as part of the hypothesis). Returns TWO independent range suggestions side by side: iv_anchored (BTCUSDT/ETHUSDT only — sized from option-implied volatility, Deribit DVOL Index; the methodically grounded answer) and recent_volatility (7 trading days of realized volatility before anchor_date — the method exchange auto-modes use, available for all pairs). When both exist and disagree strongly, the options market expects a different volatility regime than the recent past showed — that disagreement is information. Output field names (low_price, high_price, grid_count, grid_type) map 1:1 onto arena_run_grid_backtest inputs. Inputs: pair (required), anchor_date, sigma_mult (IV range width in sigmas, default 1.5), dte (IV horizon in days, default 30). For a historical backtest set anchor_date to your start_date so the volatility range matches the entry, not today; iv_anchored always reflects the latest IV snapshot regardless of anchor_date. Free tier limited to BTCUSDT/ETHUSDT (same gate as the grid backtest itself). [Free tier]