Has anyone tried an implementation of The Alpha Engine, the forex strategy described in the paper by this name? I am interested in testing it in QC, and I'm surprised that I don't see any previous mention of it in the community.

This strategy ignores the time component and forms bars based on price movement. It seems very similar to using renko charting, and applying a state machine to make trades (using pyramiding) based on reversals and continuations in the bar series. Considering this, should I start from a blank strategy template or pick some existing template? It seems like is a good use case for a consolidator. As I haven't yet finished the bookcamp and the QC LEAN framework still seems a bit daunting, a little guidance would be much appreciated.