diff --git a/strategies/README.md b/strategies/README.md
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+++ b/strategies/README.md
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+# 策略示例集
+
+可直接用于 `easy-tdx backtest --strategy-file` 的策略文件。
+
+## 用法
+
+```bash
+# 在项目根目录执行
+easy-tdx backtest SZ 000001 --strategy-file strategies/ma_cross.py --table
+easy-tdx backtest SH 600519 --strategy-file strategies/macd_cross.py --cash 50000 --table
+```
+
+## 策略列表
+
+| 文件 | 策略 | 类型 | 适合行情 |
+|------|------|------|----------|
+| `ma_cross.py` | 双均线交叉（MA5/MA20） | 趋势跟踪 | 单边趋势 |
+| `expma_cross.py` | EMA12/EMA50 交叉 | 趋势跟踪 | 单边趋势（比 MA 更灵敏） |
+| `macd_cross.py` | MACD 金叉死叉 | 趋势跟踪 | 中长线趋势 |
+| `bollinger_breakout.py` | 布林带突破 | 震荡反转 | 横盘震荡 |
+| `rsi_reversal.py` | RSI 超买超卖 | 反转 | 震荡市 |
+| `kdj_golden.py` | KDJ 低位金叉/高位死叉 | 反转 | 短线震荡 |
+| `turtle_breakout.py` | 海龟交易法（唐安奇通道） | 趋势突破 | 牛市启动 |
+| `bias_reversal.py` | 乖离率反转 | 反转 | 震荡回归 |
+| `volume_price.py` | 量价配合 | 综合判断 | 放量突破 |
+
+## 编写自定义策略
+
+复制任意一个策略文件作为模板，继承 `Strategy` 基类：
+
+```python
+from easy_tdx.backtest import Strategy, crossover
+from easy_tdx import MyTT
+
+
+class MyStrategy(Strategy):
+    def init(self):
+        # 注册指标
+        self.ma = self.I(MyTT.MA, self.data.close, 10)
+
+    def next(self):
+        # 每根 K 线调用一次
+        if self.data.close[0] > self.ma[self._bar_index]:
+            self.buy(size=0)     # size=0 表示全仓
+        elif self.position["size"] > 0:
+            self.sell(size=0)    # size=0 表示清仓
+```
+
+完整 API 参考：[docs/backtest_usage.md](../docs/backtest_usage.md)
diff --git a/strategies/bias_reversal.py b/strategies/bias_reversal.py
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+++ b/strategies/bias_reversal.py
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+"""乖离率反转策略。
+
+乖离率低于阈值（超跌）买入，乖离率高于阈值（超涨）卖出。
+适合震荡市。
+
+用法::
+
+    easy-tdx backtest SZ 000001 --strategy-file strategies/bias_reversal.py --table
+"""
+
+from easy_tdx.backtest import Strategy
+from easy_tdx import MyTT
+
+
+class BIAStrategy(Strategy):
+    """乖离率反转策略。"""
+
+    def init(self) -> None:
+        self.bias = self.I(MyTT.BIAS, self.data.close, 6)
+
+    def next(self) -> None:
+        val = self.bias[self._bar_index]
+
+        if val < -3 and self.position["size"] == 0:
+            self.buy(size=0)
+        elif val > 3 and self.position["size"] > 0:
+            self.sell(size=0)
diff --git a/strategies/bollinger_breakout.py b/strategies/bollinger_breakout.py
new file mode 100644
index 0000000..697b0b7
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+++ b/strategies/bollinger_breakout.py
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+"""布林带突破策略。
+
+收盘价跌破下轨买入，突破上轨卖出。
+
+用法::
+
+    easy-tdx backtest SZ 000001 --strategy-file strategies/bollinger_breakout.py --table
+"""
+
+from easy_tdx.backtest import Strategy
+from easy_tdx import MyTT
+
+
+class BollingerStrategy(Strategy):
+    """布林带突破策略。"""
+
+    def init(self) -> None:
+        self.upper, self.mid, self.lower = self.I(MyTT.BOLL, self.data.close, 20)
+
+    def next(self) -> None:
+        cur = self.data.close[0]
+        lower = self.lower[self._bar_index]
+        upper = self.upper[self._bar_index]
+
+        if cur <= lower and self.position["size"] == 0:
+            self.buy(size=0)
+        elif cur >= upper and self.position["size"] > 0:
+            self.sell(size=0)
diff --git a/strategies/expma_cross.py b/strategies/expma_cross.py
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+++ b/strategies/expma_cross.py
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+"""EXPMA 均线交叉策略。
+
+EMA12 上穿 EMA50 买入，EMA12 下穿 EMA50 卖出。
+与简单均线相比，EMA 对近期价格更敏感。
+
+用法::
+
+    easy-tdx backtest SZ 000001 --strategy-file strategies/expma_cross.py --table
+"""
+
+from easy_tdx.backtest import Strategy, crossover
+from easy_tdx import MyTT
+
+
+class EXPMAStrategy(Strategy):
+    """EXPMA 指数均线交叉策略。"""
+
+    def init(self) -> None:
+        self.ema12, self.ema50 = self.I(MyTT.EXPMA, self.data.close, 12, 50)
+        self.golden = crossover(self.ema12, self.ema50)
+        self.death = crossover(self.ema50, self.ema12)
+
+    def next(self) -> None:
+        if self.golden[self._bar_index] and self.position["size"] == 0:
+            self.buy(size=0)
+        elif self.death[self._bar_index] and self.position["size"] > 0:
+            self.sell(size=0)
diff --git a/strategies/kdj_golden.py b/strategies/kdj_golden.py
new file mode 100644
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--- /dev/null
+++ b/strategies/kdj_golden.py
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+"""KDJ 金叉策略。
+
+K 上穿 D 且 J < 20（低位金叉）买入，K 下穿 D 且 J > 80（高位死叉）卖出。
+
+用法::
+
+    easy-tdx backtest SZ 000001 --strategy-file strategies/kdj_golden.py --table
+"""
+
+from easy_tdx.backtest import Strategy, crossover
+from easy_tdx import MyTT
+
+
+class KDJStrategy(Strategy):
+    """KDJ 金叉策略。"""
+
+    def init(self) -> None:
+        self.k, self.d, self.j = self.I(
+            MyTT.KDJ, self.data.close, self.data.high, self.data.low
+        )
+        self.k_cross_up = crossover(self.k, self.d)
+        self.k_cross_down = crossover(self.d, self.k)
+
+    def next(self) -> None:
+        j_val = self.j[self._bar_index]
+
+        if self.k_cross_up[self._bar_index] and j_val < 20 and self.position["size"] == 0:
+            self.buy(size=0)
+        elif self.k_cross_down[self._bar_index] and j_val > 80 and self.position["size"] > 0:
+            self.sell(size=0)
diff --git a/strategies/ma_cross.py b/strategies/ma_cross.py
new file mode 100644
index 0000000..1246bd6
--- /dev/null
+++ b/strategies/ma_cross.py
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+"""双均线交叉策略。
+
+MA5 上穿 MA20（金叉）全仓买入，MA5 下穿 MA20（死叉）全部卖出。
+
+用法::
+
+    easy-tdx backtest SZ 000001 --strategy-file strategies/ma_cross.py --table
+"""
+
+from easy_tdx.backtest import Strategy, crossover
+from easy_tdx import MyTT
+
+
+class MACrossStrategy(Strategy):
+    """双均线交叉策略。"""
+
+    def init(self) -> None:
+        self.ma5 = self.I(MyTT.MA, self.data.close, 5)
+        self.ma20 = self.I(MyTT.MA, self.data.close, 20)
+        self.golden = crossover(self.ma5, self.ma20)
+        self.death = crossover(self.ma20, self.ma5)
+
+    def next(self) -> None:
+        if self.golden[self._bar_index] and self.position["size"] == 0:
+            self.buy(size=0)
+        elif self.death[self._bar_index] and self.position["size"] > 0:
+            self.sell(size=0)
diff --git a/strategies/macd_cross.py b/strategies/macd_cross.py
new file mode 100644
index 0000000..682c0f4
--- /dev/null
+++ b/strategies/macd_cross.py
@@ -0,0 +1,26 @@
+"""MACD 金叉死叉策略。
+
+DIF 上穿 DEA（金叉）买入，DIF 下穿 DEA（死叉）卖出。
+
+用法::
+
+    easy-tdx backtest SZ 000001 --strategy-file strategies/macd_cross.py --table
+"""
+
+from easy_tdx.backtest import Strategy, crossover
+from easy_tdx import MyTT
+
+
+class MACDStrategy(Strategy):
+    """MACD 金叉死叉策略。"""
+
+    def init(self) -> None:
+        self.dif, self.dea, self.hist = self.I(MyTT.MACD, self.data.close)
+        self.golden = crossover(self.dif, self.dea)
+        self.death = crossover(self.dea, self.dif)
+
+    def next(self) -> None:
+        if self.golden[self._bar_index] and self.position["size"] == 0:
+            self.buy(size=0)
+        elif self.death[self._bar_index] and self.position["size"] > 0:
+            self.sell(size=0)
diff --git a/strategies/rsi_reversal.py b/strategies/rsi_reversal.py
new file mode 100644
index 0000000..cf0633b
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+++ b/strategies/rsi_reversal.py
@@ -0,0 +1,26 @@
+"""RSI 超买超卖策略。
+
+RSI < 30（超卖）买入，RSI > 70（超买）卖出。
+
+用法::
+
+    easy-tdx backtest SZ 000001 --strategy-file strategies/rsi_reversal.py --table
+"""
+
+from easy_tdx.backtest import Strategy
+from easy_tdx import MyTT
+
+
+class RSIStrategy(Strategy):
+    """RSI 超买超卖反转策略。"""
+
+    def init(self) -> None:
+        self.rsi = self.I(MyTT.RSI, self.data.close, 14)
+
+    def next(self) -> None:
+        cur_rsi = self.rsi[self._bar_index]
+
+        if cur_rsi < 30 and self.position["size"] == 0:
+            self.buy(size=0)
+        elif cur_rsi > 70 and self.position["size"] > 0:
+            self.sell(size=0)
diff --git a/strategies/turtle_breakout.py b/strategies/turtle_breakout.py
new file mode 100644
index 0000000..39766e2
--- /dev/null
+++ b/strategies/turtle_breakout.py
@@ -0,0 +1,29 @@
+"""海龟交易法（唐安奇通道）策略。
+
+价格突破 N 日最高价买入，跌破 N 日最低价卖出。
+经典的趋势跟踪策略。
+
+用法::
+
+    easy-tdx backtest SZ 000001 --strategy-file strategies/turtle_breakout.py --table
+"""
+
+from easy_tdx.backtest import Strategy
+from easy_tdx import MyTT
+
+
+class TurtleStrategy(Strategy):
+    """海龟交易法（唐安奇通道突破）策略。"""
+
+    def init(self) -> None:
+        self.upper, self.lower = self.I(MyTT.TAQ, self.data.high, self.data.low, 20)
+
+    def next(self) -> None:
+        cur = self.data.close[0]
+        upper = self.upper[self._bar_index]
+        lower = self.lower[self._bar_index]
+
+        if cur >= upper and self.position["size"] == 0:
+            self.buy(size=0)
+        elif cur <= lower and self.position["size"] > 0:
+            self.sell(size=0)
diff --git a/strategies/volume_price.py b/strategies/volume_price.py
new file mode 100644
index 0000000..3cdfa52
--- /dev/null
+++ b/strategies/volume_price.py
@@ -0,0 +1,35 @@
+"""量价配合策略。
+
+放量上涨（成交量 > MA(vol,5) 且收阳线）买入，
+缩量下跌（成交量 < MA(vol,5) 且收阴线）且持仓盈利时卖出。
+
+用法::
+
+    easy-tdx backtest SZ 000001 --strategy-file strategies/volume_price.py --table
+"""
+
+from easy_tdx.backtest import Strategy
+from easy_tdx import MyTT
+
+
+class VolumePriceStrategy(Strategy):
+    """量价配合策略。"""
+
+    def init(self) -> None:
+        self.vol_ma = self.I(MyTT.MA, self.data.vol, 5)
+
+    def next(self) -> None:
+        cur_close = self.data.close[0]
+        cur_open = self.data.open[0]
+        cur_vol = self.data.vol[0]
+        avg_vol = self.vol_ma[self._bar_index]
+
+        is_yang = cur_close > cur_open   # 阳线
+        is_yin = cur_close < cur_open    # 阴线
+        is_vol_up = cur_vol > avg_vol    # 放量
+        is_vol_down = cur_vol < avg_vol  # 缩量
+
+        if is_yang and is_vol_up and self.position["size"] == 0:
+            self.buy(size=0)
+        elif is_yin and is_vol_down and self.position["size"] > 0:
+            self.sell(size=0)