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These examples live only in the documentation. Copy a JSON block into a local file, change one concern at a time, then submit the complete file to the validator described in Write your own strategy.
Examples demonstrate the file contract; they are not investment advice or claims of profitability. Parameters and fee assumptions require independent testing before paper or live use.

What each example teaches

ZEC 4h maker breakout

This example combines a four-hour Donchian trigger with a daily trend gate, volume confirmation, an ATR bracket, and post-only routine orders. Hard stops remain taker orders.

BTC 1h RSI reversion

This example trades one-hour RSI extremes only when the daily EMA trend permits that side. It uses an all-taker execution baseline so the cost assumption does not depend on passive fills.

ETH 4h trend trailing

This example follows established four-hour EMA separation only during expanding volatility. Entries are passive; both routine and emergency exits are taker orders so a trailing exit is not left waiting in the book.

Validate a copied example

Use the code-block copy button, save the JSON as a local file, then validate it:
The validator returns the normalized strategy and the exact node graph. Inspect the graph before changing the file so you can see which module and cable each JSON section creates.

Safe modifications to try first

Change definition.symbol and every direct historical ticker together. Use a market/provider pair returned by Hizz coverage rather than guessing a Pyth namespace.
Update the frame interval, the trigger/filter clock labels, and any holding period that was expressed for the old cadence. Then validate and retest; changing 1h to 4h creates a different strategy.
Increase feeBps for a uniform stress test, or update the maker/taker cost fields in executionPolicy. Do not count maker rebates on exits that are configured as taker orders.
Lower sizing.riskFraction or leverage. Remember that riskFraction is allocated margin, not a guaranteed maximum loss percentage.

Keep an experiment log

For every variant, record the JSON version, data provider, timeframe, date range, fee assumptions, symbol, trade count, return, realized payoff, maximum drawdown, and whether the result was in-sample, walk-forward, or paper. That record makes a result reproducible and reduces selection bias.