LatticeStrategy
A 10×10 grid of stop-entry levels arms around a start price anchor. Each level fires a single fixed-R trade, with optional stop-loss recovery to claw back losses when the move keeps going.
What You Need
Quantower
Windows trading platform
License Key
Included with subscription
Data Feed
Real-time futures data
Any Instrument
Works on any chart
How It Works
Anchor the Start Price
When the strategy arms, the current price becomes the start price anchor. Ten long stop-entry levels are placed above and ten short stop-entry levels below — each spaced by Max Risk × 2 ticks, with the first level offset by Max Risk × R:R × 0.5 ticks.
Levels Fire Fixed-R Trades
When price trades through a level, a market order fires and the position is bracketed immediately. Each level fires at most once — SL is Max Risk ticks, TP is Max Risk × R:R ticks. Your risk is known and identical on every trade.
Optional Recovery + Session Guardrails
If a level's stop is breached by a full Max Risk, Stop Loss Recovery can fire a smaller counter-direction trade to claw back the loss. Throughout the session, the trading window, P&L limits, and flatten-on-close guardrails keep the strategy within the rules you set.
The 10×10 Lattice
Two knobs — Max Risk and R:R — define the entire grid. Every level, bracket, and spacing derives from them.
Level Spacing
Each level is spaced by Max Risk × 2 ticks from the next. The first long level sits above start, the first short level sits below, each offset by Max Risk × R:R × 0.5 ticks.
Fixed-R Bracket
Every level uses the same bracket. Stop loss is Max Risk ticks. Take profit is Max Risk × R:R ticks. Bump R:R to widen targets, bump Max Risk to take bigger swings with more spacing between levels.
Example: Max Risk = 20 ticks, R:R = 1.5
Each trade risks 20 ticks to make 30 ticks. Levels are spaced 40 ticks apart. The first long level sits 15 ticks above the start price anchor; the first short sits 15 ticks below.
Stop Loss Recovery
When a level is stopped out and the move keeps running, fire a smaller counter-direction trade to claw back the loss.
A level is stopped out
The bracket hits the stop loss. You're out of the trade at −Max Risk.
Price continues another full Max Risk
The strategy watches for the move to extend a full Max Risk beyond the stop. If it does, recovery arms.
Counter-direction market trade
A recovery trade fires in the direction the move is actually going, bracketed at a tighter profile:
Direction filters apply to recovery trades too — if shorts are disabled, no short recovery fires.
Two Ways to Anchor the Start Price
Run the strategy once and keep one lattice — or get a fresh one every session.
Strategy Start
DefaultThe lattice anchors at the price when you start the strategy and stays put. Best when you want to drop the strategy at a specific moment — a key level, a session open — and let the grid ride from there.
Set Start Price at Trading Window Open = Off
Window Open
Fresh each sessionThe lattice anchors at each trading window open and resets on window close. Leave the strategy running 24/7 — every session gets a fresh lattice at the price it opened at.
Set Start Price at Trading Window Open = On
Session Guardrails
Optional boundaries around the strategy so a single bad session can't run away from you.
Trading Window
Start and stop times in Eastern Time. Outside the window the strategy sits idle and places no new trades.
P&L Limits
Daily max profit and max loss with auto-flatten. When either is hit, open positions close and new entries pause for the session.
Flatten on Close
When the trading window closes, auto-flatten any open positions and cancel pending orders — no overnight exposure from an intraday session.
Every Setting at a Glance
All parameters organized into logical groups. Sensible defaults included — adjust to fit your instrument and style.
Features
- ✓10×10 Mean-Reversion LatticeCaptures a start price anchor and arms 10 long and 10 short stop-entry levels spaced by Max Risk × 2 ticks, with the first level offset by Max Risk × R:R × 0.5 ticks.
- ✓Fixed-R Trades Per LevelEach level fires at most once. Stop loss = Max Risk ticks. Take profit = Max Risk × R:R ticks. Your risk is known and identical on every trade.
- ✓Stop Loss RecoveryOptional counter-direction market trade (SL 0.4×, TP 0.6× of Max Risk) after a level's stop is breached by a full Max Risk — claw back losses when the move continues against you.
- ✓Start Price Anchored at Window OpenOptional toggle anchors the lattice at each trading window open (instead of at strategy start) and resets on window close — a strategy left running 24/7 gets a fresh lattice each session.
- ✓Trailing StopPlatform-managed trailing stop when enabled — let winners run with Quantower's native trailing.
- ✓Trading WindowConfigurable start/stop times in Eastern Time. Outside the window the strategy sits idle. Optional auto-flatten on window close.
- ✓P&L LimitsDaily max profit and max loss with auto-flatten. Protect your account from runaway sessions.
- ✓Direction FiltersAllow or disallow longs and shorts independently — the same filter gates recovery trades.
Ready to Drop the Lattice?
Get the Lattice strategy with your TCT Premium subscription. Includes the strategy, license key, setup guide, and video walkthrough.