diff --git a/bots/controllers/generic/grid_strike.py b/bots/controllers/generic/grid_strike.py
index bce1bc8..d4e7542 100644
--- a/bots/controllers/generic/grid_strike.py
+++ b/bots/controllers/generic/grid_strike.py
@@ -1,6 +1,8 @@
 from decimal import Decimal
 from typing import Dict, List, Optional, Set
 
+from pydantic import BaseModel, Field
+
 from hummingbot.client.config.config_data_types import ClientFieldData
 from hummingbot.core.data_type.common import OrderType, PositionMode, PriceType, TradeType
 from hummingbot.core.data_type.trade_fee import TokenAmount
@@ -10,7 +12,6 @@ from hummingbot.strategy_v2.executors.position_executor.data_types import Positi
 from hummingbot.strategy_v2.models.executor_actions import CreateExecutorAction, ExecutorAction, StopExecutorAction
 from hummingbot.strategy_v2.models.executors_info import ExecutorInfo
 from hummingbot.strategy_v2.utils.distributions import Distributions
-from pydantic import BaseModel, Field
 
 
 class GridRange(BaseModel):
@@ -35,7 +36,8 @@ class GridStrikeConfig(ControllerConfigBase):
     trading_pair: str = "BTC-USDT"
     total_amount_quote: Decimal = Field(default=Decimal("1000"), client_data=ClientFieldData(is_updatable=True))
     grid_ranges: List[GridRange] = Field(default=[GridRange(id="R0", start_price=Decimal("40000"),
-                                                            end_price=Decimal("60000"), total_amount_pct=Decimal("0.1"))],
+                                                            end_price=Decimal("60000"),
+                                                            total_amount_pct=Decimal("0.1"))],
                                          client_data=ClientFieldData(is_updatable=True))
     position_mode: PositionMode = PositionMode.HEDGE
     leverage: int = 1
@@ -72,6 +74,7 @@ class GridStrike(ControllerBase):
         self.config = config
         self._last_grid_levels_update = 0
         self.trading_rules = None
+        self.grid_levels = []
 
     def _calculate_grid_config(self):
         self.trading_rules = self.market_data_provider.get_trading_rules(self.config.connector_name,
@@ -92,12 +95,17 @@ class GridStrike(ControllerBase):
                 orders = int(min(theoretical_orders_by_step, theoretical_orders_by_amount))
                 prices = Distributions.linear(orders, float(grid_range.start_price), float(grid_range.end_price))
                 step = (grid_range.end_price - grid_range.start_price) / grid_range.end_price / orders
+                if orders == 0:
+                    self.logger().warning(f"Grid range {grid_range.id} has no orders, change the parameters "
+                                          f"(min order amount, amount pct, min spread between orders or total amount)")
                 amount_quote = total_amount / orders
                 for i, price in enumerate(prices):
-                    price_quantized = self.market_data_provider.quantize_order_price(self.config.connector_name,
-                                                                                     self.config.trading_pair, price)
-                    amount_quantized = self.market_data_provider.quantize_order_amount(self.config.connector_name,
-                    self.config.trading_pair, amount_quote / self.get_mid_price())
+                    price_quantized = self.market_data_provider.quantize_order_price(
+                        self.config.connector_name,
+                        self.config.trading_pair, price)
+                    amount_quantized = self.market_data_provider.quantize_order_amount(
+                        self.config.connector_name,
+                        self.config.trading_pair, amount_quote / self.get_mid_price())
                     # amount_quantized = amount_quote / self.get_mid_price()
                     grid_levels.append(GridLevel(id=f"{grid_range.id}_P{i}",
                                                  price=price_quantized,
@@ -211,6 +219,7 @@ class GridStrike(ControllerBase):
         short_executors_to_stop = [executor.id for executor in active_executors_order_placed if
                                    executor.side == TradeType.SELL and
                                    executor.config.entry_price >= short_activation_bounds]
-        executors_id_to_stop = set(active_executor_of_non_active_ranges + long_executors_to_stop + short_executors_to_stop)
+        executors_id_to_stop = set(
+            active_executor_of_non_active_ranges + long_executors_to_stop + short_executors_to_stop)
         return [StopExecutorAction(controller_id=self.config.id, executor_id=executor) for executor in
                 list(executors_id_to_stop)]