{
  "id": 887,
  "rank": 2364,
  "name": "AlmgrenChrissStrategy",
  "aka": [
    "Almgren-Chriss optimal execution strategy"
  ],
  "family": "B",
  "subtype": "B7",
  "one_liner": "Balances market impact and volatility risk using adaptive order slices.",
  "market_regime": "any",
  "timeframes": [
    "15m"
  ],
  "symbols": [
    "any"
  ],
  "sessions": [
    "any"
  ],
  "indicators": [
    {
      "name": "RSI",
      "params": {},
      "applied_to": "close"
    },
    {
      "name": "kappa",
      "params": {},
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "rsi < 45 and volume > 0"
  ],
  "entry_short": [
    "rsi > 55 and volume > 0"
  ],
  "exit_rules": [
    "trade has open orders",
    "trade is exiting partially"
  ],
  "filters": [],
  "stop_loss": "-0.10",
  "take_profit": null,
  "position_size": "custom_stake_amount",
  "evidence_type": "source_code",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/887-almgrenchrissstrategy",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://raw.githubusercontent.com/freqtrade/freqtrade-strategies/HEAD/user_data/strategies/AlmgrenChrissStrategy.py",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}