diff --git a/sanguo_api/strategy_registry.py b/sanguo_api/strategy_registry.py
index 9733b85..554c6fe 100644
--- a/sanguo_api/strategy_registry.py
+++ b/sanguo_api/strategy_registry.py
@@ -59,8 +59,7 @@ def list_strategies() -> list[dict]:
 
 def strategy_params(name: str) -> dict:
     """Return {parameters: [...], defaults: {...}} for a strategy's dynamic form."""
-    classes = _load_strategy_classes()
-    cls = classes.get(name)
+    cls = _load_self_owned_module_classes().get(name) or _load_strategy_classes().get(name)
     if cls is None:
         return {"parameters": [], "defaults": {}}
     params = list(getattr(cls, "parameters", []))
@@ -68,8 +67,37 @@ def strategy_params(name: str) -> dict:
     return {"parameters": params, "defaults": defaults}
 
 
+def _load_self_owned_module_classes() -> dict[str, type]:
+    """从自研 CTA 目录(sanguo_trader/strategy)动态 import 策略类。
+
+    让「复制进来的 vnpy 内置模板 + 在线编辑的自研策略」真正可被回测加载,
+    且优先于 pip 包同名类(编辑副本即刻生效)。import 失败(如本机 dev 无
+    vnpy_ctastrategy)静默降级到 pip 包。
+    """
+    classes: dict[str, type] = {}
+    pkg = SELF_OWNED_DIRS[0].replace("/", ".")
+    for f in _scan_self_owned():
+        if f["type"] != "cta" or f["dir"] != SELF_OWNED_DIRS[0] + "/":
+            continue
+        stem = f["name"][:-3]
+        try:
+            mod = importlib.import_module(f"{pkg}.{stem}")
+            cls = getattr(mod, f["class_name"], None)
+            if isinstance(cls, type):
+                classes[f["class_name"]] = cls
+        except Exception as e:
+            logger.debug("自研策略 %s 导入失败(降级 pip 包): %s", f["name"], e)
+    return classes
+
+
 def get_strategy_class(name: str) -> type | None:
-    """Return the strategy class by name (None if unavailable)."""
+    """Return the strategy class by name (None if unavailable).
+
+    自研目录优先(编辑生效),pip 包兜底。
+    """
+    cls = _load_self_owned_module_classes().get(name)
+    if cls is not None:
+        return cls
     return _load_strategy_classes().get(name)
 
 
@@ -88,13 +116,18 @@ def _repo_root() -> str:
 
 
 def _classify_strategy_type(tree: ast.Module) -> str:
-    """AST 判定 portfolio vs cta：import 了 vnpy StrategyTemplate → cta，否则 portfolio。"""
+    """AST 判定 portfolio vs cta：
+    - import 了 bullet_trade 风格 StrategyTemplate → cta
+    - from vnpy_ctastrategy import ...（vnpy 内置/自研 CTA 文件风格）→ cta
+    否则 portfolio。"""
     for node in ast.walk(tree):
-        if isinstance(node, ast.ImportFrom) and (node.module or "").endswith("StrategyTemplate"):
-            return "cta"
+        if isinstance(node, ast.ImportFrom):
+            mod = node.module or ""
+            if mod.endswith("StrategyTemplate") or mod.endswith("vnpy_ctastrategy"):
+                return "cta"
         if isinstance(node, ast.Import):
             for alias in node.names:
-                if "StrategyTemplate" in alias.name:
+                if "StrategyTemplate" in alias.name or "vnpy_ctastrategy" in alias.name:
                     return "cta"
     return "portfolio"
 
diff --git a/sanguo_trader/strategy/__init__.py b/sanguo_trader/strategy/__init__.py
new file mode 100644
index 0000000..e69de29
diff --git a/sanguo_trader/strategy/atr_rsi_strategy.py b/sanguo_trader/strategy/atr_rsi_strategy.py
new file mode 100644
index 0000000..cc3050c
--- /dev/null
+++ b/sanguo_trader/strategy/atr_rsi_strategy.py
@@ -0,0 +1,143 @@
+import numpy as np
+
+from vnpy_ctastrategy import (
+    CtaTemplate,
+    StopOrder,
+    TickData,
+    BarData,
+    TradeData,
+    OrderData,
+    BarGenerator,
+    ArrayManager,
+)
+
+
+class AtrRsiStrategy(CtaTemplate):
+    """"""
+
+    author = "用Python的交易员"
+
+    atr_length: int = 22
+    atr_ma_length: int = 10
+    rsi_length: int = 5
+    rsi_entry: int = 16
+    trailing_percent: float = 0.8
+    fixed_size: int = 1
+
+    atr_value: float = 0
+    atr_ma: float = 0
+    rsi_value: float = 0
+    rsi_buy: float = 0
+    rsi_sell: float = 0
+    intra_trade_high: float = 0
+    intra_trade_low: float = 0
+
+    parameters = [
+        "atr_length",
+        "atr_ma_length",
+        "rsi_length",
+        "rsi_entry",
+        "trailing_percent",
+        "fixed_size"
+    ]
+    variables = [
+        "atr_value",
+        "atr_ma",
+        "rsi_value",
+        "rsi_buy",
+        "rsi_sell",
+        "intra_trade_high",
+        "intra_trade_low"
+    ]
+
+    def on_init(self) -> None:
+        """
+        Callback when strategy is inited.
+        """
+        self.write_log("策略初始化")
+
+        self.bg: BarGenerator = BarGenerator(self.on_bar)
+        self.am: ArrayManager = ArrayManager()
+
+        self.rsi_buy = 50 + self.rsi_entry
+        self.rsi_sell = 50 - self.rsi_entry
+
+        self.load_bar(10)
+
+    def on_start(self) -> None:
+        """
+        Callback when strategy is started.
+        """
+        self.write_log("策略启动")
+
+    def on_stop(self) -> None:
+        """
+        Callback when strategy is stopped.
+        """
+        self.write_log("策略停止")
+
+    def on_tick(self, tick: TickData) -> None:
+        """
+        Callback of new tick data update.
+        """
+        self.bg.update_tick(tick)
+
+    def on_bar(self, bar: BarData) -> None:
+        """
+        Callback of new bar data update.
+        """
+        self.cancel_all()
+
+        am: ArrayManager = self.am
+        am.update_bar(bar)
+        if not am.inited:
+            return
+
+        atr_array: np.ndarray = am.atr(self.atr_length, array=True)
+        self.atr_value = atr_array[-1]
+        self.atr_ma = atr_array[-self.atr_ma_length:].mean()
+        self.rsi_value = am.rsi(self.rsi_length)
+
+        if self.pos == 0:
+            self.intra_trade_high = bar.high_price
+            self.intra_trade_low = bar.low_price
+
+            if self.atr_value > self.atr_ma:
+                if self.rsi_value > self.rsi_buy:
+                    self.buy(bar.close_price + 5, self.fixed_size)
+                elif self.rsi_value < self.rsi_sell:
+                    self.short(bar.close_price - 5, self.fixed_size)
+
+        elif self.pos > 0:
+            self.intra_trade_high = max(self.intra_trade_high, bar.high_price)
+            self.intra_trade_low = bar.low_price
+
+            long_stop: float = self.intra_trade_high * (1 - self.trailing_percent / 100)
+            self.sell(long_stop, abs(self.pos), stop=True)
+
+        elif self.pos < 0:
+            self.intra_trade_low = min(self.intra_trade_low, bar.low_price)
+            self.intra_trade_high = bar.high_price
+
+            short_stop: float = self.intra_trade_low * (1 + self.trailing_percent / 100)
+            self.cover(short_stop, abs(self.pos), stop=True)
+
+        self.put_event()
+
+    def on_order(self, order: OrderData) -> None:
+        """
+        Callback of new order data update.
+        """
+        pass
+
+    def on_trade(self, trade: TradeData) -> None:
+        """
+        Callback of new trade data update.
+        """
+        self.put_event()
+
+    def on_stop_order(self, stop_order: StopOrder) -> None:
+        """
+        Callback of stop order update.
+        """
+        pass
diff --git a/sanguo_trader/strategy/boll_channel_strategy.py b/sanguo_trader/strategy/boll_channel_strategy.py
new file mode 100644
index 0000000..22b3f07
--- /dev/null
+++ b/sanguo_trader/strategy/boll_channel_strategy.py
@@ -0,0 +1,142 @@
+from vnpy_ctastrategy import (
+    CtaTemplate,
+    StopOrder,
+    TickData,
+    BarData,
+    TradeData,
+    OrderData,
+    BarGenerator,
+    ArrayManager,
+)
+
+
+class BollChannelStrategy(CtaTemplate):
+    """"""
+
+    author = "用Python的交易员"
+
+    boll_window: int = 18
+    boll_dev: float = 3.4
+    cci_window: int = 10
+    atr_window: int = 30
+    sl_multiplier: float = 5.2
+    fixed_size: int = 1
+
+    boll_up: float = 0
+    boll_down: float = 0
+    cci_value: float = 0
+    atr_value: float = 0
+    intra_trade_high: float = 0
+    intra_trade_low: float = 0
+    long_stop: float = 0
+    short_stop: float = 0
+
+    parameters = [
+        "boll_window",
+        "boll_dev",
+        "cci_window",
+        "atr_window",
+        "sl_multiplier",
+        "fixed_size"
+    ]
+    variables = [
+        "boll_up",
+        "boll_down",
+        "cci_value",
+        "atr_value",
+        "intra_trade_high",
+        "intra_trade_low",
+        "long_stop",
+        "short_stop"
+    ]
+
+    def on_init(self) -> None:
+        """
+        Callback when strategy is inited.
+        """
+        self.write_log("策略初始化")
+
+        self.bg = BarGenerator(self.on_bar, 15, self.on_15min_bar)
+        self.am = ArrayManager()
+
+        self.load_bar(10)
+
+    def on_start(self) -> None:
+        """
+        Callback when strategy is started.
+        """
+        self.write_log("策略启动")
+
+    def on_stop(self) -> None:
+        """
+        Callback when strategy is stopped.
+        """
+        self.write_log("策略停止")
+
+    def on_tick(self, tick: TickData) -> None:
+        """
+        Callback of new tick data update.
+        """
+        self.bg.update_tick(tick)
+
+    def on_bar(self, bar: BarData) -> None:
+        """
+        Callback of new bar data update.
+        """
+        self.bg.update_bar(bar)
+
+    def on_15min_bar(self, bar: BarData) -> None:
+        """"""
+        self.cancel_all()
+
+        am = self.am
+        am.update_bar(bar)
+        if not am.inited:
+            return
+
+        self.boll_up, self.boll_down = am.boll(self.boll_window, self.boll_dev)
+        self.cci_value = am.cci(self.cci_window)
+        self.atr_value = am.atr(self.atr_window)
+
+        if self.pos == 0:
+            self.intra_trade_high = bar.high_price
+            self.intra_trade_low = bar.low_price
+
+            if self.cci_value > 0:
+                self.buy(self.boll_up, self.fixed_size, True)
+            elif self.cci_value < 0:
+                self.short(self.boll_down, self.fixed_size, True)
+
+        elif self.pos > 0:
+            self.intra_trade_high = max(self.intra_trade_high, bar.high_price)
+            self.intra_trade_low = bar.low_price
+
+            self.long_stop = self.intra_trade_high - self.atr_value * self.sl_multiplier
+            self.sell(self.long_stop, abs(self.pos), True)
+
+        elif self.pos < 0:
+            self.intra_trade_high = bar.high_price
+            self.intra_trade_low = min(self.intra_trade_low, bar.low_price)
+
+            self.short_stop = self.intra_trade_low + self.atr_value * self.sl_multiplier
+            self.cover(self.short_stop, abs(self.pos), True)
+
+        self.put_event()
+
+    def on_order(self, order: OrderData) -> None:
+        """
+        Callback of new order data update.
+        """
+        pass
+
+    def on_trade(self, trade: TradeData) -> None:
+        """
+        Callback of new trade data update.
+        """
+        self.put_event()
+
+    def on_stop_order(self, stop_order: StopOrder) -> None:
+        """
+        Callback of stop order update.
+        """
+        pass
diff --git a/sanguo_trader/strategy/double_ma_strategy.py b/sanguo_trader/strategy/double_ma_strategy.py
new file mode 100644
index 0000000..8e5771b
--- /dev/null
+++ b/sanguo_trader/strategy/double_ma_strategy.py
@@ -0,0 +1,117 @@
+import numpy as np
+
+from vnpy_ctastrategy import (
+    CtaTemplate,
+    StopOrder,
+    TickData,
+    BarData,
+    TradeData,
+    OrderData,
+    BarGenerator,
+    ArrayManager,
+)
+
+
+class DoubleMaStrategy(CtaTemplate):
+    """"""
+
+    author = "用Python的交易员"
+
+    fast_window: int = 10
+    slow_window: int = 20
+
+    fast_ma0: float = 0.0
+    fast_ma1: float = 0.0
+    slow_ma0: float = 0.0
+    slow_ma1: float = 0.0
+
+    parameters = ["fast_window", "slow_window"]
+    variables = ["fast_ma0", "fast_ma1", "slow_ma0", "slow_ma1"]
+
+    def on_init(self) -> None:
+        """
+        Callback when strategy is inited.
+        """
+        self.write_log("策略初始化")
+
+        self.bg: BarGenerator = BarGenerator(self.on_bar)
+        self.am: ArrayManager = ArrayManager()
+
+        self.load_bar(10)
+
+    def on_start(self) -> None:
+        """
+        Callback when strategy is started.
+        """
+        self.write_log("策略启动")
+        self.put_event()
+
+    def on_stop(self) -> None:
+        """
+        Callback when strategy is stopped.
+        """
+        self.write_log("策略停止")
+
+        self.put_event()
+
+    def on_tick(self, tick: TickData) -> None:
+        """
+        Callback of new tick data update.
+        """
+        self.bg.update_tick(tick)
+
+    def on_bar(self, bar: BarData) -> None:
+        """
+        Callback of new bar data update.
+        """
+        self.cancel_all()
+
+        am: ArrayManager = self.am
+        am.update_bar(bar)
+        if not am.inited:
+            return
+
+        fast_ma: np.ndarray = am.sma(self.fast_window, array=True)
+        self.fast_ma0 = fast_ma[-1]
+        self.fast_ma1 = fast_ma[-2]
+
+        slow_ma: np.ndarray = am.sma(self.slow_window, array=True)
+        self.slow_ma0 = slow_ma[-1]
+        self.slow_ma1 = slow_ma[-2]
+
+        cross_over: bool = self.fast_ma0 > self.slow_ma0 and self.fast_ma1 < self.slow_ma1
+        cross_below: bool = self.fast_ma0 < self.slow_ma0 and self.fast_ma1 > self.slow_ma1
+
+        if cross_over:
+            if self.pos == 0:
+                self.buy(bar.close_price, 1)
+            elif self.pos < 0:
+                self.cover(bar.close_price, 1)
+                self.buy(bar.close_price, 1)
+
+        elif cross_below:
+            if self.pos == 0:
+                self.short(bar.close_price, 1)
+            elif self.pos > 0:
+                self.sell(bar.close_price, 1)
+                self.short(bar.close_price, 1)
+
+        self.put_event()
+
+    def on_order(self, order: OrderData) -> None:
+        """
+        Callback of new order data update.
+        """
+        pass
+
+    def on_trade(self, trade: TradeData) -> None:
+        """
+        Callback of new trade data update.
+        """
+        self.put_event()
+
+    def on_stop_order(self, stop_order: StopOrder) -> None:
+        """
+        Callback of stop order update.
+        """
+        pass
diff --git a/sanguo_trader/strategy/dual_thrust_strategy.py b/sanguo_trader/strategy/dual_thrust_strategy.py
new file mode 100644
index 0000000..ee92936
--- /dev/null
+++ b/sanguo_trader/strategy/dual_thrust_strategy.py
@@ -0,0 +1,149 @@
+from datetime import time
+from vnpy_ctastrategy import (
+    CtaTemplate,
+    StopOrder,
+    TickData,
+    BarData,
+    TradeData,
+    OrderData,
+    BarGenerator,
+    ArrayManager,
+)
+
+
+class DualThrustStrategy(CtaTemplate):
+    """"""
+
+    author = "用Python的交易员"
+
+    fixed_size: int = 1
+    k1: float = 0.4
+    k2: float = 0.6
+
+    day_open: float = 0
+    day_high: float = 0
+    day_low: float = 0
+    day_range: float = 0
+    long_entry: float = 0
+    short_entry: float = 0
+    long_entered: bool = False
+    short_entered: bool = False
+
+    parameters = ["k1", "k2", "fixed_size"]
+    variables = ["day_range", "long_entry", "short_entry"]
+
+    def on_init(self) -> None:
+        """
+        Callback when strategy is inited.
+        """
+        self.write_log("策略初始化")
+
+        self.bg: BarGenerator = BarGenerator(self.on_bar)
+        self.am: ArrayManager = ArrayManager()
+
+        self.bars: list[BarData] = []
+        self.exit_time: time = time(hour=14, minute=55)
+
+        self.load_bar(10)
+
+    def on_start(self) -> None:
+        """
+        Callback when strategy is started.
+        """
+        self.write_log("策略启动")
+
+    def on_stop(self) -> None:
+        """
+        Callback when strategy is stopped.
+        """
+        self.write_log("策略停止")
+
+    def on_tick(self, tick: TickData) -> None:
+        """
+        Callback of new tick data update.
+        """
+        self.bg.update_tick(tick)
+
+    def on_bar(self, bar: BarData) -> None:
+        """
+        Callback of new bar data update.
+        """
+        self.cancel_all()
+
+        self.bars.append(bar)
+        if len(self.bars) <= 2:
+            return
+        else:
+            self.bars.pop(0)
+        last_bar: BarData = self.bars[-2]
+
+        if last_bar.datetime.date() != bar.datetime.date():
+            if self.day_high:
+                self.day_range = self.day_high - self.day_low
+                self.long_entry = bar.open_price + self.k1 * self.day_range
+                self.short_entry = bar.open_price - self.k2 * self.day_range
+
+            self.day_open = bar.open_price
+            self.day_high = bar.high_price
+            self.day_low = bar.low_price
+
+            self.long_entered = False
+            self.short_entered = False
+        else:
+            self.day_high = max(self.day_high, bar.high_price)
+            self.day_low = min(self.day_low, bar.low_price)
+
+        if not self.day_range:
+            return
+
+        if bar.datetime.time() < self.exit_time:
+            if self.pos == 0:
+                if bar.close_price > self.day_open:
+                    if not self.long_entered:
+                        self.buy(self.long_entry, self.fixed_size, stop=True)
+                else:
+                    if not self.short_entered:
+                        self.short(self.short_entry,
+                                   self.fixed_size, stop=True)
+
+            elif self.pos > 0:
+                self.long_entered = True
+
+                self.sell(self.short_entry, self.fixed_size, stop=True)
+
+                if not self.short_entered:
+                    self.short(self.short_entry, self.fixed_size, stop=True)
+
+            elif self.pos < 0:
+                self.short_entered = True
+
+                self.cover(self.long_entry, self.fixed_size, stop=True)
+
+                if not self.long_entered:
+                    self.buy(self.long_entry, self.fixed_size, stop=True)
+
+        else:
+            if self.pos > 0:
+                self.sell(bar.close_price * 0.99, abs(self.pos))
+            elif self.pos < 0:
+                self.cover(bar.close_price * 1.01, abs(self.pos))
+
+        self.put_event()
+
+    def on_order(self, order: OrderData) -> None:
+        """
+        Callback of new order data update.
+        """
+        pass
+
+    def on_trade(self, trade: TradeData) -> None:
+        """
+        Callback of new trade data update.
+        """
+        self.put_event()
+
+    def on_stop_order(self, stop_order: StopOrder) -> None:
+        """
+        Callback of stop order update.
+        """
+        pass
diff --git a/sanguo_trader/strategy/king_keltner_strategy.py b/sanguo_trader/strategy/king_keltner_strategy.py
new file mode 100644
index 0000000..d9fae49
--- /dev/null
+++ b/sanguo_trader/strategy/king_keltner_strategy.py
@@ -0,0 +1,149 @@
+from vnpy_ctastrategy import (
+    CtaTemplate,
+    StopOrder,
+    TickData,
+    BarData,
+    TradeData,
+    OrderData,
+    BarGenerator,
+    ArrayManager,
+)
+
+
+class KingKeltnerStrategy(CtaTemplate):
+    """"""
+
+    author = "用Python的交易员"
+
+    kk_length: int = 11
+    kk_dev: float = 1.6
+    trailing_percent: float = 0.8
+    fixed_size: int = 1
+
+    kk_up: float = 0
+    kk_down: float = 0
+    intra_trade_high: float = 0
+    intra_trade_low: float = 0
+
+    parameters = ["kk_length", "kk_dev", "trailing_percent", "fixed_size"]
+    variables = ["kk_up", "kk_down"]
+
+    def on_init(self) -> None:
+        """
+        Callback when strategy is inited.
+        """
+        self.write_log("策略初始化")
+
+        self.bg: BarGenerator = BarGenerator(self.on_bar, 5, self.on_5min_bar)
+        self.am: ArrayManager = ArrayManager()
+
+        self.long_vt_orderids: list[str] = []
+        self.short_vt_orderids: list[str] = []
+        self.vt_orderids: list[str] = []
+
+        self.load_bar(10)
+
+    def on_start(self) -> None:
+        """
+        Callback when strategy is started.
+        """
+        self.write_log("策略启动")
+
+    def on_stop(self) -> None:
+        """
+        Callback when strategy is stopped.
+        """
+        self.write_log("策略停止")
+
+    def on_tick(self, tick: TickData) -> None:
+        """
+        Callback of new tick data update.
+        """
+        self.bg.update_tick(tick)
+
+    def on_bar(self, bar: BarData) -> None:
+        """
+        Callback of new bar data update.
+        """
+        self.bg.update_bar(bar)
+
+    def on_5min_bar(self, bar: BarData) -> None:
+        """"""
+        for orderid in self.vt_orderids:
+            self.cancel_order(orderid)
+        self.vt_orderids.clear()
+
+        am: ArrayManager = self.am
+        am.update_bar(bar)
+        if not am.inited:
+            return
+
+        self.kk_up, self.kk_down = am.keltner(self.kk_length, self.kk_dev)
+
+        if self.pos == 0:
+            self.intra_trade_high = bar.high_price
+            self.intra_trade_low = bar.low_price
+            self.send_oco_order(self.kk_up, self.kk_down, self.fixed_size)
+
+        elif self.pos > 0:
+            self.intra_trade_high = max(self.intra_trade_high, bar.high_price)
+            self.intra_trade_low = bar.low_price
+
+            sell_orderids: list[str] = self.sell(
+                self.intra_trade_high * (1 - self.trailing_percent / 100),
+                abs(self.pos),
+                True
+            )
+            self.vt_orderids.extend(sell_orderids)
+
+        elif self.pos < 0:
+            self.intra_trade_high = bar.high_price
+            self.intra_trade_low = min(self.intra_trade_low, bar.low_price)
+
+            cover_orderids: list[str] = self.cover(
+                self.intra_trade_low * (1 + self.trailing_percent / 100),
+                abs(self.pos),
+                True
+            )
+            self.vt_orderids.extend(cover_orderids)
+
+        self.put_event()
+
+    def on_order(self, order: OrderData) -> None:
+        """
+        Callback of new order data update.
+        """
+        pass
+
+    def on_trade(self, trade: TradeData) -> None:
+        """
+        Callback of new trade data update.
+        """
+        if self.pos != 0:
+            if self.pos > 0:
+                for short_orderid in self.short_vt_orderids:
+                    self.cancel_order(short_orderid)
+
+            elif self.pos < 0:
+                for buy_orderid in self.long_vt_orderids:
+                    self.cancel_order(buy_orderid)
+
+            for orderid in (self.long_vt_orderids + self.short_vt_orderids):
+                if orderid in self.vt_orderids:
+                    self.vt_orderids.remove(orderid)
+
+        self.put_event()
+
+    def send_oco_order(self, buy_price: float, short_price: float, volume: float) -> None:
+        """"""
+        self.long_vt_orderids = self.buy(buy_price, volume, True)
+        self.short_vt_orderids = self.short(short_price, volume, True)
+
+        self.vt_orderids.extend(self.long_vt_orderids)
+        self.vt_orderids.extend(self.short_vt_orderids)
+
+    def on_stop_order(self, stop_order: StopOrder) -> None:
+        """
+        Callback of stop order update.
+        """
+        pass
diff --git a/sanguo_trader/strategy/multi_signal_strategy.py b/sanguo_trader/strategy/multi_signal_strategy.py
new file mode 100644
index 0000000..f5e2201
--- /dev/null
+++ b/sanguo_trader/strategy/multi_signal_strategy.py
@@ -0,0 +1,231 @@
+from vnpy_ctastrategy import (
+    StopOrder,
+    TickData,
+    BarData,
+    TradeData,
+    OrderData,
+    BarGenerator,
+    ArrayManager,
+    CtaSignal,
+    TargetPosTemplate
+)
+
+
+class RsiSignal(CtaSignal):
+    """"""
+
+    def __init__(self, rsi_window: int, rsi_level: float) -> None:
+        """Constructor"""
+        super().__init__()
+
+        self.rsi_window: int = rsi_window
+        self.rsi_level: float = rsi_level
+        self.rsi_long: float = 50 + self.rsi_level
+        self.rsi_short: float = 50 - self.rsi_level
+
+        self.bg: BarGenerator = BarGenerator(self.on_bar)
+        self.am: ArrayManager = ArrayManager()
+
+    def on_tick(self, tick: TickData) -> None:
+        """
+        Callback of new tick data update.
+        """
+        self.bg.update_tick(tick)
+
+    def on_bar(self, bar: BarData) -> None:
+        """
+        Callback of new bar data update.
+        """
+        self.am.update_bar(bar)
+        if not self.am.inited:
+            self.set_signal_pos(0)
+
+        rsi_value: float = self.am.rsi(self.rsi_window)
+
+        if rsi_value >= self.rsi_long:
+            self.set_signal_pos(1)
+        elif rsi_value <= self.rsi_short:
+            self.set_signal_pos(-1)
+        else:
+            self.set_signal_pos(0)
+
+
+class CciSignal(CtaSignal):
+    """"""
+
+    def __init__(self, cci_window: int, cci_level: float) -> None:
+        """"""
+        super().__init__()
+
+        self.cci_window: int = cci_window
+        self.cci_level: float = cci_level
+        self.cci_long: float = self.cci_level
+        self.cci_short: float = -self.cci_level
+
+        self.bg: BarGenerator = BarGenerator(self.on_bar)
+        self.am: ArrayManager = ArrayManager()
+
+    def on_tick(self, tick: TickData) -> None:
+        """
+        Callback of new tick data update.
+        """
+        self.bg.update_tick(tick)
+
+    def on_bar(self, bar: BarData) -> None:
+        """
+        Callback of new bar data update.
+        """
+        self.am.update_bar(bar)
+        if not self.am.inited:
+            self.set_signal_pos(0)
+
+        cci_value: float = self.am.cci(self.cci_window)
+
+        if cci_value >= self.cci_long:
+            self.set_signal_pos(1)
+        elif cci_value <= self.cci_short:
+            self.set_signal_pos(-1)
+        else:
+            self.set_signal_pos(0)
+
+
+class MaSignal(CtaSignal):
+    """"""
+
+    def __init__(self, fast_window: int, slow_window: int) -> None:
+        """"""
+        super().__init__()
+
+        self.fast_window: int = fast_window
+        self.slow_window: int = slow_window
+
+        self.bg: BarGenerator = BarGenerator(self.on_bar, 5, self.on_5min_bar)
+        self.am: ArrayManager = ArrayManager()
+
+    def on_tick(self, tick: TickData) -> None:
+        """
+        Callback of new tick data update.
+        """
+        self.bg.update_tick(tick)
+
+    def on_bar(self, bar: BarData) -> None:
+        """
+        Callback of new bar data update.
+        """
+        self.bg.update_bar(bar)
+
+    def on_5min_bar(self, bar: BarData) -> None:
+        """"""
+        self.am.update_bar(bar)
+        if not self.am.inited:
+            self.set_signal_pos(0)
+
+        fast_ma: float = self.am.sma(self.fast_window)
+        slow_ma: float = self.am.sma(self.slow_window)
+
+        if fast_ma > slow_ma:
+            self.set_signal_pos(1)
+        elif fast_ma < slow_ma:
+            self.set_signal_pos(-1)
+        else:
+            self.set_signal_pos(0)
+
+
+class MultiSignalStrategy(TargetPosTemplate):
+    """"""
+
+    author = "用Python的交易员"
+
+    rsi_window: int = 14
+    rsi_level: int = 20
+    cci_window: int = 30
+    cci_level: int = 10
+    fast_window: int = 5
+    slow_window: int = 20
+
+    parameters = ["rsi_window", "rsi_level", "cci_window",
+                  "cci_level", "fast_window", "slow_window"]
+
+    def on_init(self) -> None:
+        """
+        Callback when strategy is inited.
+        """
+        self.write_log("策略初始化")
+
+        self.rsi_signal: RsiSignal = RsiSignal(self.rsi_window, self.rsi_level)
+        self.cci_signal: CciSignal = CciSignal(self.cci_window, self.cci_level)
+        self.ma_signal: MaSignal = MaSignal(self.fast_window, self.slow_window)
+
+        self.signal_pos: dict[str, int] = {
+            "rsi": 0,
+            "cci": 0,
+            "ma": 0
+        }
+
+        self.load_bar(10)
+
+    def on_start(self) -> None:
+        """
+        Callback when strategy is started.
+        """
+        self.write_log("策略启动")
+
+    def on_stop(self) -> None:
+        """
+        Callback when strategy is stopped.
+        """
+        self.write_log("策略停止")
+
+    def on_tick(self, tick: TickData) -> None:
+        """
+        Callback of new tick data update.
+        """
+        super().on_tick(tick)
+
+        self.rsi_signal.on_tick(tick)
+        self.cci_signal.on_tick(tick)
+        self.ma_signal.on_tick(tick)
+
+        self.calculate_target_pos()
+
+    def on_bar(self, bar: BarData) -> None:
+        """
+        Callback of new bar data update.
+        """
+        super().on_bar(bar)
+
+        self.rsi_signal.on_bar(bar)
+        self.cci_signal.on_bar(bar)
+        self.ma_signal.on_bar(bar)
+
+        self.calculate_target_pos()
+
+    def calculate_target_pos(self) -> None:
+        """"""
+        self.signal_pos["rsi"] = self.rsi_signal.get_signal_pos()
+        self.signal_pos["cci"] = self.cci_signal.get_signal_pos()
+        self.signal_pos["ma"] = self.ma_signal.get_signal_pos()
+
+        target_pos: int = 0
+        for v in self.signal_pos.values():
+            target_pos += v
+
+        self.set_target_pos(target_pos)
+
+    def on_order(self, order: OrderData) -> None:
+        """
+        Callback of new order data update.
+        """
+        super().on_order(order)
+
+    def on_trade(self, trade: TradeData) -> None:
+        """
+        Callback of new trade data update.
+        """
+        self.put_event()
+
+    def on_stop_order(self, stop_order: StopOrder) -> None:
+        """
+        Callback of stop order update.
+        """
+        pass
diff --git a/sanguo_trader/strategy/multi_timeframe_strategy.py b/sanguo_trader/strategy/multi_timeframe_strategy.py
new file mode 100644
index 0000000..b48d76d
--- /dev/null
+++ b/sanguo_trader/strategy/multi_timeframe_strategy.py
@@ -0,0 +1,138 @@
+from vnpy_ctastrategy import (
+    CtaTemplate,
+    StopOrder,
+    TickData,
+    BarData,
+    TradeData,
+    OrderData,
+    BarGenerator,
+    ArrayManager,
+)
+
+
+class MultiTimeframeStrategy(CtaTemplate):
+    """"""
+    author = "用Python的交易员"
+
+    rsi_signal: int = 20
+    rsi_window: int = 14
+    fast_window: int = 5
+    slow_window: int = 20
+    fixed_size: int = 1
+
+    rsi_value: float = 0
+    rsi_long: float = 0
+    rsi_short: float = 0
+    fast_ma: float = 0
+    slow_ma: float = 0
+    ma_trend: float = 0
+
+    parameters = ["rsi_signal", "rsi_window",
+                  "fast_window", "slow_window",
+                  "fixed_size"]
+
+    variables = ["rsi_value", "rsi_long", "rsi_short",
+                 "fast_ma", "slow_ma", "ma_trend"]
+
+    def on_init(self) -> None:
+        """
+        Callback when strategy is inited.
+        """
+        self.write_log("策略初始化")
+
+        self.rsi_long: float = 50 + self.rsi_signal
+        self.rsi_short: float = 50 - self.rsi_signal
+
+        self.bg5: BarGenerator = BarGenerator(self.on_bar, 5, self.on_5min_bar)
+        self.am5: ArrayManager = ArrayManager()
+
+        self.bg15: BarGenerator = BarGenerator(self.on_bar, 15, self.on_15min_bar)
+        self.am15: ArrayManager = ArrayManager()
+
+        self.load_bar(10)
+
+    def on_start(self) -> None:
+        """
+        Callback when strategy is started.
+        """
+        self.write_log("策略启动")
+
+    def on_stop(self) -> None:
+        """
+        Callback when strategy is stopped.
+        """
+        self.write_log("策略停止")
+
+    def on_tick(self, tick: TickData) -> None:
+        """
+        Callback of new tick data update.
+        """
+        self.bg5.update_tick(tick)
+
+    def on_bar(self, bar: BarData) -> None:
+        """
+        Callback of new bar data update.
+        """
+        self.bg5.update_bar(bar)
+        self.bg15.update_bar(bar)
+
+    def on_5min_bar(self, bar: BarData) -> None:
+        """"""
+        self.cancel_all()
+
+        self.am5.update_bar(bar)
+        if not self.am5.inited:
+            return
+
+        if not self.ma_trend:
+            return
+
+        self.rsi_value = self.am5.rsi(self.rsi_window)
+
+        if self.pos == 0:
+            if self.ma_trend > 0 and self.rsi_value >= self.rsi_long:
+                self.buy(bar.close_price + 5, self.fixed_size)
+            elif self.ma_trend < 0 and self.rsi_value <= self.rsi_short:
+                self.short(bar.close_price - 5, self.fixed_size)
+
+        elif self.pos > 0:
+            if self.ma_trend < 0 or self.rsi_value < 50:
+                self.sell(bar.close_price - 5, abs(self.pos))
+
+        elif self.pos < 0:
+            if self.ma_trend > 0 or self.rsi_value > 50:
+                self.cover(bar.close_price + 5, abs(self.pos))
+
+        self.put_event()
+
+    def on_15min_bar(self, bar: BarData) -> None:
+        """"""
+        self.am15.update_bar(bar)
+        if not self.am15.inited:
+            return
+
+        self.fast_ma = self.am15.sma(self.fast_window)
+        self.slow_ma = self.am15.sma(self.slow_window)
+
+        if self.fast_ma > self.slow_ma:
+            self.ma_trend = 1
+        else:
+            self.ma_trend = -1
+
+    def on_order(self, order: OrderData) -> None:
+        """
+        Callback of new order data update.
+        """
+        pass
+
+    def on_trade(self, trade: TradeData) -> None:
+        """
+        Callback of new trade data update.
+        """
+        self.put_event()
+
+    def on_stop_order(self, stop_order: StopOrder) -> None:
+        """
+        Callback of stop order update.
+        """
+        pass
diff --git a/sanguo_trader/strategy/turtle_signal_strategy.py b/sanguo_trader/strategy/turtle_signal_strategy.py
new file mode 100644
index 0000000..52fab45
--- /dev/null
+++ b/sanguo_trader/strategy/turtle_signal_strategy.py
@@ -0,0 +1,160 @@
+from vnpy_ctastrategy import (
+    CtaTemplate,
+    StopOrder,
+    Direction,
+    TickData,
+    BarData,
+    TradeData,
+    OrderData,
+    BarGenerator,
+    ArrayManager,
+)
+
+
+class TurtleSignalStrategy(CtaTemplate):
+    """"""
+    author = "用Python的交易员"
+
+    entry_window: int = 20
+    exit_window: int = 10
+    atr_window: int = 20
+    fixed_size: int = 1
+
+    entry_up: float = 0
+    entry_down: float = 0
+    exit_up: float = 0
+    exit_down: float = 0
+    atr_value: float = 0
+    long_entry: float = 0
+    short_entry: float = 0
+    long_stop: float = 0
+    short_stop: float = 0
+
+    parameters = ["entry_window", "exit_window", "atr_window", "fixed_size"]
+    variables = ["entry_up", "entry_down", "exit_up", "exit_down", "atr_value"]
+
+    def on_init(self) -> None:
+        """
+        Callback when strategy is inited.
+        """
+        self.write_log("策略初始化")
+
+        self.bg: BarGenerator = BarGenerator(self.on_bar)
+        self.am: ArrayManager = ArrayManager()
+
+        self.load_bar(20)
+
+    def on_start(self) -> None:
+        """
+        Callback when strategy is started.
+        """
+        self.write_log("策略启动")
+
+    def on_stop(self) -> None:
+        """
+        Callback when strategy is stopped.
+        """
+        self.write_log("策略停止")
+
+    def on_tick(self, tick: TickData) -> None:
+        """
+        Callback of new tick data update.
+        """
+        self.bg.update_tick(tick)
+
+    def on_bar(self, bar: BarData) -> None:
+        """
+        Callback of new bar data update.
+        """
+        self.cancel_all()
+
+        self.am.update_bar(bar)
+        if not self.am.inited:
+            return
+
+        # Only calculates new entry channel when no position holding
+        if not self.pos:
+            self.entry_up, self.entry_down = self.am.donchian(
+                self.entry_window
+            )
+
+        self.exit_up, self.exit_down = self.am.donchian(self.exit_window)
+
+        if not self.pos:
+            self.atr_value = self.am.atr(self.atr_window)
+
+            self.long_entry = 0
+            self.short_entry = 0
+            self.long_stop = 0
+            self.short_stop = 0
+
+            self.send_buy_orders(self.entry_up)
+            self.send_short_orders(self.entry_down)
+        elif self.pos > 0:
+            self.send_buy_orders(self.entry_up)
+
+            sell_price: float = max(self.long_stop, self.exit_down)
+            self.sell(sell_price, abs(self.pos), True)
+
+        elif self.pos < 0:
+            self.send_short_orders(self.entry_down)
+
+            cover_price: float = min(self.short_stop, self.exit_up)
+            self.cover(cover_price, abs(self.pos), True)
+
+        self.put_event()
+
+    def on_trade(self, trade: TradeData) -> None:
+        """
+        Callback of new trade data update.
+        """
+        if trade.direction == Direction.LONG:
+            self.long_entry = trade.price
+            self.long_stop = self.long_entry - 2 * self.atr_value
+        else:
+            self.short_entry = trade.price
+            self.short_stop = self.short_entry + 2 * self.atr_value
+
+    def on_order(self, order: OrderData) -> None:
+        """
+        Callback of new order data update.
+        """
+        pass
+
+    def on_stop_order(self, stop_order: StopOrder) -> None:
+        """
+        Callback of stop order update.
+        """
+        pass
+
+    def send_buy_orders(self, price: float) -> None:
+        """"""
+        t: float = self.pos / self.fixed_size
+
+        if t < 1:
+            self.buy(price, self.fixed_size, True)
+
+        if t < 2:
+            self.buy(price + self.atr_value * 0.5, self.fixed_size, True)
+
+        if t < 3:
+            self.buy(price + self.atr_value, self.fixed_size, True)
+
+        if t < 4:
+            self.buy(price + self.atr_value * 1.5, self.fixed_size, True)
+
+    def send_short_orders(self, price: float) -> None:
+        """"""
+        t: float = self.pos / self.fixed_size
+
+        if t > -1:
+            self.short(price, self.fixed_size, True)
+
+        if t > -2:
+            self.short(price - self.atr_value * 0.5, self.fixed_size, True)
+
+        if t > -3:
+            self.short(price - self.atr_value, self.fixed_size, True)
+
+        if t > -4:
+            self.short(price - self.atr_value * 1.5, self.fixed_size, True)
diff --git a/tests/api/test_strategy_registry.py b/tests/api/test_strategy_registry.py
index 90f0aae..953b877 100644
--- a/tests/api/test_strategy_registry.py
+++ b/tests/api/test_strategy_registry.py
@@ -1,7 +1,7 @@
 """Tests for sanguo_api.strategy_registry (Task S1.3)."""
 from sanguo_api.strategy_registry import (
     list_strategies, strategy_params, STRATEGY_NAMES,
-    list_strategy_files, read_strategy_file,
+    list_strategy_files, read_strategy_file, get_strategy_class,
 )
 
 
@@ -57,3 +57,22 @@ def test_read_strategy_file_returns_code():
     content = read_strategy_file(f["name"])
     assert "code" in content and isinstance(content["code"], str)
     assert content["class_name"] == f["class_name"]
+
+
+def test_vnpy_builtin_copies_classified_cta():
+    """灌入的 vnpy 内置模板(from vnpy_ctastrategy import ...)必须判成 cta。"""
+    data = list_strategy_files()
+    cta_files = {f["name"]: f for f in data["files"] if f["dir"] == "sanguo_trader/strategy/"}
+    assert "double_ma_strategy.py" in cta_files, "内置策略模板未灌入 sanguo_trader/strategy"
+    assert cta_files["double_ma_strategy.py"]["type"] == "cta"
+    assert cta_files["double_ma_strategy.py"]["class_name"] == "DoubleMaStrategy"
+
+
+def test_get_strategy_class_self_owned_priority_or_fallback():
+    """有 vnpy_ctastrategy 环境:自研目录类可加载;无:优雅返 None/降级不崩。"""
+    cls = get_strategy_class("DoubleMaStrategy")
+    # 本机 dev 无 vnpy_ctastrategy 时 pip 侧也拿不到 → None 不崩即可;
+    # 容器内应返回 sanguo_trader.strategy.double_ma_strategy 的类(自研优先)
+    if cls is not None:
+        assert cls.__name__ == "DoubleMaStrategy"
+        assert cls.__module__.startswith("sanguo_trader.strategy")