Compose a strategy. Backtest in seconds.

# Auto-generated from the node graph above — edit either side, they stay in sync.
from stochlab import StochNet, data, risk, exec

strategy MomentumReversion(symbol="BTC-PERP", tf="1m", book=data.L2):

    predictor = StochNet.load("stochnet-v3", horizon=8m)

    def signal(ctx):
        # 1 · AI Predictor → forward edge + confidence
        fc = predictor.predict(ctx.features, cross_asset=False)
        if fc.confidence < 0.62:
            return flat()

        # 2 · Signal Filter → regime + order-flow gate
        if ctx.regime != "trend" or ctx.flow_imbalance < 1.4:
            return flat()

        side = long if fc.edge > 0 else short

        # 3 · Risk Sizing → ½-Kelly, vol-scaled, ATR stop
        size = risk.kelly(fc.edge, fc.variance, frac=0.5,
                          risk_per_trade=0.0045)
        stop = ctx.price - side * 2.2 * ctx.atr

        # 4 · HF Execution → post-only maker, smart-routed
        return exec.enter(side, size,
                          stop=stop,
                          order=exec.PostOnly,
                          exit=exec.TWAP(slices=4),
                          max_latency=40us)