Strategy Examples
This library contains complete Signal DSL examples for strategy drafting and
research. Use docs search on this topic to search every registered example
section, then read the returned complete section before adapting its code.
Examples are implementation references, not profitability claims. Run the strategy directly through backtesting or paper trading to observe its actual behavior. The execution backend owns final script validation and reports any unsupported construct as an execution result; there is no separate strategy validation command.
Core Strategy Families
- DCA Accumulation
- DCA Scaling
- MA Trend Patterns
- Mean Reversion
- Momentum
- Oscillator Mean Reversion
- Volatility Breakout
- Volatility Breakout Strategies
- Grid And Special Patterns
- Position Management
- Position Management Logic
- Price Alerts
- Smart Money Following
Advanced And Multi-Series Families
Cross-sectional, pair, and arbitrage examples depend on multi-series execution and venue-specific order semantics. Treat candle-only spread examples as research patterns unless the example explicitly defines fill-linked live hedge behavior. Independently emitted legs do not guarantee atomic fills.