Hashyra portfolio grid strategy on positive swaps

General concept

The strategy is a portfolio algorithmic model for managing positions on the Forex market. It is built on a diversified set of currency pairs held using a grid order distribution. The logic is closer to portfolio holding than active intraday trading: the focus is on managing aggregate deposit load and portfolio-level risk, not individual trades.

• diversification across currency pairs
• selection of instruments with positive swap
• grid order distribution with a unique entry algorithm
• algorithmic control of opening/closing and load management

Instrument portfolio

The strategy operates a portfolio of 21 currency pairs. Instruments are selected so that held positions have positive swap — meaning overnight rollover earns (rather than charges) the interest rate differential. Swap acts as an additional result source during long holding periods, alongside price movement.

Grid distribution mechanics

Positions for each instrument are opened as a grid of orders with step size determined by an algorithmic module. When price moves against the initial position, additional orders are added at more favorable levels, forming an averaged position per instrument.

• opening and closing orders within the grid
• control of aggregate deposit load
• monitoring overall portfolio risk

Risk management

The main risk parameter is trading load (position volume relative to deposit). It is set at connection and can be adjusted during operation. Aggregate portfolio risk is controlled at the basket level, not per trade. Diversification across 21 pairs reduces dependence on a single currency's behavior.