Strategies
Deterministic strategies persist signals that can be screened and filled by the local paper execution engine.
Momentum Breakout
High-relative-volume breakout above VWAP with a strong candle body.
Opening Range Breakout
Breakout from the opening range with volume confirmation.
RSI Mean Reversion
Reversal signal from RSI extremes with a deterministic price confirmation.
Supertrend
ATR band trend flip from the deterministic Supertrend indicator.
Trend Continuation Pullback
Strong trend pullback to EMA or VWAP with continuation confirmation.
VWAP Pullback
Bullish pullback into VWAP followed by confirmation candles.
Volatility Compression Breakout
Bollinger squeeze and ATR contraction followed by expansion breakout.
Strategy Parameter Register
Active parameter versions are validated by the deterministic backend engine.
| Strategy | Timeframe | Active parameters | Version |
|---|---|---|---|
| Momentum Breakout | 1m / 5m | lookback_candles, relative_volume_min, breakout_buffer_pct, body_ratio_min, atr_period, atr_stop_multiplier, risk_reward_ratio, allow_short | 1 |
| Opening Range Breakout | 1m / 5m | opening_range_minutes, max_entry_minutes_after_open, volume_multiplier, stop_buffer_pct, risk_reward_ratio, allow_short | 1 |
| RSI Mean Reversion | 1m / 5m | rsi_period, oversold_threshold, overbought_threshold, exit_threshold | 1 |
| Supertrend | 5m | atr_period, multiplier | 1 |
| Trend Continuation Pullback | 1m / 5m | trend_ema_period, pullback_ema_period, pullback_tolerance_pct, min_trend_slope_pct, confirmation_body_min, atr_period, stop_buffer_atr_multiplier, risk_reward_ratio, allow_short | 1 |
| VWAP Pullback | 1m / 5m | max_pullback_pct, confirmation_candles, stop_buffer_pct | 1 |
| Volatility Compression Breakout | 1m / 5m | bollinger_period, squeeze_lookback, squeeze_width_pct_max, atr_period, atr_contraction_ratio_max, breakout_buffer_pct, relative_volume_min, body_ratio_min, atr_stop_multiplier, risk_reward_ratio, allow_short | 1 |
Recent Signals
Paper fills run risk checks, simulate costs, and never send live broker orders.
No signals persisted
Evaluate strategies after candle history is available for a configured symbol.
Controls
Strategy parameter controls remain gated until the matching backend write surface exists.