القائمة
Use when repeated large fills suggest directional participation or informed flow.
التثبيت باستخدام Codex أو Claude انسخ هذا Prompt والصقه في Codex أو Claude أو مساعد آخر ليراجع صفحة Skill ويثبّتها لك.
استنادا إلى تصنيف SOC المهني
Request and use a Superior Trade API key for https://api.superior.trade. Use when an agent needs to onboard a user by email, request an API key with POST /auth/sign-in/magic-link, set up x-api-key authentication, or recover from missing/invalid Superior Trade credentials (401/403) before backtesting or deploying a strategy.
Backtest and deploy trading strategies on Superior Trade's managed cloud.
Discover Polymarket markets, place single immediate market orders, run v3 filled-data backtests, and plan/start live Nautilus deployments through Superior Trade's managed cloud.
Use when the user asks for spot-perp basis trade, basis arbitrage, cash-and-carry, perp discount, or any setup that reads the spot–perp basis as a positioning signal. Long-perp leg only — pure two-leg basis arb requires a paired spot short (or long) which Freqtrade can't run cleanly. The strategy below captures the directional read, not the hedged carry.
Use when designing or tuning exit logic for a Freqtrade strategy on Superior Trade — anything described as ratcheting trailing stop, two-phase exit, ALO-aware exit, dynamic stoploss DSL, ROI ladder, take-profit ladder, exit engine. Specifies a three-phase exit (Phase 0 ROI ladder, Phase 1 hard stop, Phase 2 ratcheting trail) that strategies compose. The Phase 2 ratchet was the most consistently profitable primitive across 21 validation backtests; the Phase 0 ladder is what makes mean-reversion strategies actually book wins.
Use when writing a strategy that captures short-squeeze setups on Hyperliquid perps — anything described as squeeze, short squeeze fuel, negative funding rally, fade the shorts, paid to long. Goes long when funding APR is deeply negative (shorts paying longs) AND price has been rising, exits on funding normalisation or time-stop. Sibling of strategy-funding-harvest but reads the squeeze-fuel signal instead of the carry.
| name | large-fill-pressure |
| description | Use when repeated large fills suggest directional participation or informed flow. |
| version | 0.1.0 |
| updated | "2026-06-17T00:00:00.000Z" |
Use this when the user asks about whales, big fills, unusual size, or "who is moving this market."
POST /v3/markets/search.Good fit for directional-signal detection, weak fit for proving source-side confidence. Filled TradeTick replay can show whether big prints were associated with sustained movement, but it cannot reveal maker intent, hidden liquidity, or queue position.
Treat this as an archetype template that helps generate custom Nautilus strategy code; do not imply it is a proven edge.
Count large fill clusters over a rolling window. Enter when both size and direction align with the configured cluster threshold. Exit after a fixed window, reversal signal, or price giveback.
{
"size_window_ticks": 80,
"large_fill_multiple": 3.0,
"cluster_ticks": 12,
"min_cluster_count": 3,
"order_size": 10,
"exit_after_ticks": 40
}
| Knob | Effect |
|---|---|
large_fill_multiple | Higher = only react to more unusual fills. |
cluster_ticks | Lower = require tighter timing between fills. |
min_cluster_count | Higher = fewer, higher-confidence entries. |
exit_after_ticks | Lower = shorter reaction window. |
"This is a filled-trade pressure archetype. It uses exact slugs and TradeTick backtests to shape a custom Nautilus strategy, not to promise profit."