docs/engine/examples-index.mdx

Examples Index

Runnable strategy examples mapped to engine features.

These examples should map to real files in the repository. Use this page to choose a runnable starting point.

Sourcestrategies/

LayerRunnable examples

ModeWeights and orders

Inputexample strategy files

Outputworking strategy patterns

Primary API./strategy.sh <strategy>

Main caveatDocs should reference real filenames, not illustrative names that do not exist.

Weight-Mode Examples

File	Pattern	Read first if...
`strategies/sma_crossover.py`	Signals -> equal/capped weights	You want the standard portfolio example.
`strategies/sma_rebalance_daily.py`	Daily rebalance	You want baseline weight-mode behavior.
`strategies/sma_rebalance_weekly.py`	Weekly rebalance	You want lower turnover.
`strategies/sma_rebalance_monthly.py`	Monthly rebalance	You want EOD portfolio research.
`strategies/sma_rebalance_monthly_drift.py`	Monthly + drift trigger	You want conditional rebalancing.
`strategies/sma_rebalance_monthly_dd.py`	Drawdown circuit breaker	You want risk-managed rebalance behavior.
`strategies/rebalance_comparison.py`	Multi-policy comparison	You want to compare turnover and performance across policies.

File	Pattern	Read first if...
`strategies/market_orders.py`	Market entry/exit	You are learning order mode.
`strategies/limit_orders.py`	Limit entry and TP	You want passive entries or take-profit exits.
`strategies/stop_orders.py`	Protective SL	You want explicit stop-loss state management.
`strategies/trailing_stop_orders.py`	Standalone trailing stop	You want a dynamic protective exit.
`strategies/bracket_orders.py`	Entry + TP + SL	You want the cleanest fixed risk/reward example.
`strategies/oco_orders.py`	One-cancels-other	You need competing entry or exit orders.