Built-in Strategies Catalogue

Built-in Strategies Catalogue

The following strategies are included with Algolang. Each entry below is a one-sentence summary; for full descriptions, inputs, and worked examples see the PDF manual or run algo strategies -l -i.

Trend Following

Strategy	Description
`macrossover`	Simple moving-average crossover.
`goldencross`	Golden cross (50/200-day MA crossover).
`trendfollow`	Donchian breakout trend-following system.
`momo`	Monthly momentum strategy.
`highenergy`	Long-only triple-confirmation strategy for energy futures.
`gctrend`	Long-only daily trend-following strategy for gold futures.
`harvester`	Daily-bar Commitment-of-Traders trend strategy.
`metaldetector`	Weekly Commitment-of-Traders short-term reversal strategy.

Breakout

Strategy	Description
`keybreak`	Key bar breakout.
`kbt`	Key Breakout Triangle (Dow theory symmetrical triangles).
`kbt2`	Key Breakout Triangle 2 with swing-based ratcheting stops.
`corebreak`	Core breakout strategy.
`orb`	Opening Range Breakout intraday strategy.

Mean Reversion

Strategy	Description
`viper`	Log-return z-score mean reversion.
`ratchet`	Kaufman Efficiency Ratio mean reversion.
`whiplash`	Two-day-runs long/short with VIX-based volatility filter.
`blackbird`	Long-convexity tail-risk hedge.
`slowcrash`	Long-convexity strategy for grinding selloffs.
`rsi2`	Two-period RSI mean reversion.
`ranger`	Range trading.

Turtle Trading

Strategy	Description
`turtle-original-1`	Original Turtle System 1.
`turtle-original-2`	Original Turtle System 2.

Multi-Timeframe

Strategy	Description
`mrft`	Multi-resolution framework trading.

Utility and Analysis

Strategy	Description
`buyhold`	Buy-and-hold baseline.
`contindex`	Continuous contract index.

Regime and Volatility

Strategy	Description
`regime`	Regime filter.
`regimefilter`	Additional regime filtering.

Cross-Sectional Rotation

Strategy	Description
`awmonthly`	Cross-sectional monthly rotation across an ETF basket.
`awweekly`	Cross-sectional weekly rotation across the multi-asset basket.
`raven`	Adaptive cross-asset rotation across the multi-asset-10 ETF basket.

Supported Markets