BUILT FOR RESEARCH SPEED

1000 Strategy Library

A curated library of 1000 systematic trading strategies (entry-condition templates with SL/TP exits) using technical analysis indicators. Includes trend filters, triggers, quality filters, and candlestick confirms—ready for research and backtesting.

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1000 deterministic rule strings

Trend / breakout / mean-reversion templates

TA-Lib + candle confirms

Compatible with HTML report dashboards

Example rule strings

EMA(50) > EMA(200) AND RSI(14) crosses above 50 AND ATR(14) rising HT_TRENDMODE = 1 AND MACD(12,26,9) crosses up AND PLUS_DI(14) > MINUS_DI(14) ADX(14) < 18 AND STOCHRSI(14) crosses above 0.2 AND Close > EMA(20) EMA(200) rising AND Close breaks above MAX(55) AND STDDEV(20) rising

Pricing

€149

one-time purchase • instant access

1000 entry templates with consistent structure and naming.
Template categories: trend, breakout, mean-reversion, candle-confirmed.
Research-ready format for rule compilers and batch backtesting.
Workflow guidance for screening, ranking, and refinement.
Personal/Commercial license included. Redistribution of the raw library is not permitted.

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What you get

A structured library of entry conditions composed from standardized building blocks: filter → trigger → confirmation.

Trend filters: EMA/SMA alignment, rising long-term trend, Hilbert regime, ADX gating
Triggers: RSI/Stoch/StochRSI crosses, MACD/PPO crosses, breakouts, band re-entries
Quality filters: ATR/NATR/STDDEV regimes, OBV slope, DI dominance, oscillator thresholds
Candlestick confirms: Hammer, Engulfing, Morning Star, Piercing, etc.

How to use it

Use the library to accelerate research: screen ideas across assets/timeframes, then validate with walk-forward OOS and cost sensitivity.

Batch backtest a subset (e.g., 100–300) to find signal families.
Rank using Sharpe/Calmar and drawdown constraints.
Refine: parameter sweeps, regime filters, and robustness checks.
Use dashboards to communicate results to clients or followers.

What it is not

This is a research accelerator, not a promise of returns. You still need rigorous validation and risk controls.

Not a single “magic strategy.”
Not optimized to one market or one period.
You control exits, sizing, and portfolio construction.
Best results come from OOS and robustness testing.

Live Strategy Results

Explore real example reports: equity vs buy-and-hold, drawdowns, rolling risk metrics, return distributions, and trade statistics.