Derived by the Research Lead from the supplied Myquant ATR_STOCK port: preserve the daily close > open + 2xATR14 expansion signal, original data-covered A-share pool, 6.8% loss exit, 20%-armed 6.8% trailing profit exit and 22-calendar-day lockout. This is an amended port. Replace source same-close execution with session-supported next-open execution. Explicitly authorize an IOC LIMIT buy with limit = signal close * 1.005 + one instrument price tick, rounded upward to a valid tick. It is eligible at the next session open only; if the opening execution price exceeds the limit, cancel without chasing or resting through the session. A signal close of 10.00 followed by an affordable open of 10.20 intentionally cancels. Lockout starts at the qualifying signal even if quantity is zero or the order cancels. Retain partial fills and cancel the remainder. Reserve cash using the limit price and modeled entry costs without consulting the future open. Daily exit decisions fill at the next session open. Source text was not independently fetched; source attribution and rules come from the supplied brief. CNEQ T+1 and price limits are not modeled; dividends are excluded. Preserve the fixed source pool as a reproduction universe, disclose coverage and survivorship limitations, and subscribe only once to duplicated 601899.CNEQ.