Strategy Library, reorganised by market

The Strategy Library now holds 38 templates, sorted by the market each one applies to, US stocks, crypto, and perpetual futures — with a filter at the top of the page. Fourteen are new: pre-market and opening order-flow gates for equities, a hold-time cap and a regime gate for crypto, and long/short templates for perpetuals where the strategy picks the side per entry rather than a setting deciding it. Two additions are less obvious and possibly more useful than any single strategy. One is a reference table translating named composite factors from other platforms, breakout flags, surge flags, squeeze flags — into expressions written from raw inputs here, so you can see exactly what each condition claims instead of trusting someone else's definition. The other explains how to write an entry gate as a readable checklist rather than one long condition. Every code block in the library is run through the engine's own parser and name check before it goes up, so anything you copy will at least run. The numbers in all of them are placeholders — these are shapes to adapt, not strategies to deploy.