cilipep/ai-agent-with-tslab/bybit-trailing-implementation

Bybit Trailing Up/Down Implementation

When to use

• User asks to add trailing to a grid strategy
• User wants the grid to follow price movements
• User references Bybit's trailing functionality

How It Works

Trailing Up (Восходящий трейлинг)

When price reaches or crosses the upper boundary:

1. Shift entire grid UP by one grid interval
2. Cancel lowest buy order
3. Place new sell order at previous upper boundary + interval
4. Stop shifting if new upper > Trailing Up Stop price

Trailing Down (Нисходящий трейлинг)

When price reaches or crosses the lower boundary:

1. Shift entire grid DOWN by one grid interval
2. Cancel highest sell order
3. Place new buy order at previous lower boundary - interval
4. Stop shifting if new lower < Trailing Down Stop price

Implementation

class GridTrailing:
    def __init__(self, config):
        self.grid_lower = None
        self.grid_upper = None
        self.shifts_up = 0
        self.shifts_down = 0
    def init_grid(self, price, atr):
        gs = atr * self.config['grid_multiplier']
        self.grid_lower = price - gs
        self.grid_upper = price + gs
    def check_trailing(self, close, atr):
        if self.grid_lower is None:
            self.init_grid(close, atr)
            return
        gs = atr * self.config['grid_multiplier']
        # Trailing Up
        if close >= self.grid_upper:
            new_upper = self.grid_upper + gs
            if new_upper <= self.config['trailing_up_stop']:
                self.grid_upper = new_upper
                self.grid_lower += gs
                self.shifts_up += 1
        # Trailing Down
        if close <= self.grid_lower:
            new_lower = self.grid_lower - gs
            if new_lower >= self.config['trailing_down_stop']:
                self.grid_lower = new_lower
                self.grid_upper -= gs
                self.shifts_down += 1

Parameters

Long vs Short Mode

Neutral Mode

• Trailing Up: cancel lowest buy, place new sell above
• Trailing Down: cancel highest sell, place new buy below

Long Mode

• Trailing Up: shift range up, keep highest sell (close-only)
• Trailing Down: shift range down, add new buy below

Short Mode

• Trailing Up: shift range up, add new sell above
• Trailing Down: shift range down, keep lowest buy (close-only)

Impact on Results

Key Rules

1. One grid shift per boundary touch — not multiple
2. Respect stop prices — don't shift beyond limits
3. Close-only orders — some orders are for closing only, don't cancel them
4. Dynamic sizing — if insufficient funds, cancel farthest orders