Such $X$ do indeed exist, and are explicitly constructed in I.Z. Ruzsa, Solving a linear equation in a set of integers, Acta Arith., LXV.3 (1993), pp. 259-282, Theorem 7.5. The whole paper is devoted to upper and lower bounds on sizes of solution-free sets to equations such as the one you are asking about. A mathscinet forward search from that paper should yield further results.