بنقرة واحدة
source-command-enter
End-to-end order flow — thesis → sizing → paper order. Any step failing aborts the whole flow.
التثبيت باستخدام Codex أو Claude انسخ هذا Prompt والصقه في Codex أو Claude أو مساعد آخر ليراجع صفحة Skill ويثبّتها لك.
القائمة
End-to-end order flow — thesis → sizing → paper order. Any step failing aborts the whole 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
How to read market regime classifier output (HMM + crisis overlay) and what each regime implies for trading.
How to pick single-leg options for directional setups. Long premium only for now — SELL-to-open is hard-blocked at the order tools until multi-leg combos get atomic sizing (R5b/R5c will govern short legs when the block lifts).
Framework for trading around earnings — detecting the earnings lock (R6), picking IV-aware structures, and recording post-earnings lessons.
Hard sizing rules (R1-R7) for every proposed paper order. The order tools re-validate these numerically inside the moomoo MCP server — if you skip them, the order is blocked.
Invalidation discipline, exit rules, and portfolio heat — how to manage risk on open paper positions.
Every paper order requires a thesis recorded in the last 10 minutes. Use journal-mcp before calling any moomoo order tool — the order guard blocks otherwise.
| name | source-command-enter |
| description | End-to-end order flow — thesis → sizing → paper order. Any step failing aborts the whole flow. |
Use this skill when the user asks to run the migrated source command enter.
Chain the full trade-entry flow:
/research brief + a /size proposal on the table.mcp__journal-mcp__record_thesis.mcp__moomoo-mcp__place_paper_order (stock) or place_paper_option_order (single-leg).posttool_fill_capture landed the trade + snapshot in the DB.Before doing anything, check:
/research <TICKER> in this session? If no, refuse and tell them to run it first./size <TICKER> <DIRECTION> in this session? If no, run it now (inline) to get the sized proposal.mcp__moomoo-mcp__get_account_info first — if it errors, STOP and tell the user to check OpenD.Call mcp__journal-mcp__record_thesis with everything finalized in /research + /size:
ticker=<BARE>, # "AAPL", NOT "US.AAPL"
direction=<LONG|SHORT|LONG_CALL|...>,
thesis_text="<2-5 sentences, concrete catalyst>",
invalidation="<concrete trigger: price level, date, or filing event>",
timeframe="<2-4 weeks | overnight | ...>",
expected_return_pct=<number>,
max_loss_pct=<number>,
Capture the returned thesis_id. If this fails, abort — no order without a thesis.
Within 10 minutes of recording the thesis (the hook's freshness window):
Stock:
mcp__moomoo-mcp__place_paper_order(
symbol="US.<TICKER>",
side="BUY" | "SELL",
qty=<from /size>,
price=<limit price>,
thesis_id=<from step 1>,
stop=<from /size>,
target=<from /size>,
strategy_label=<from /size>,
)
Option (single-leg; BUY opens long premium, SELL opens short premium — R5b/R5c apply):
mcp__moomoo-mcp__place_paper_option_order(
option_symbol="US.<OCC>",
side="BUY" | "SELL",
contracts=<from /size>,
price=<debit (BUY) / credit (SELL)>,
thesis_id=<from step 1>,
strategy_label=<earnings_... or directional_long_call/...>,
delta=<from research>,
dte=<from research>,
stop=<option-price stop > entry premium — REQUIRED when opening a naked short call (R5c)>,
)
Opening a short put must be fully cash-collateralized (R5b: cash ≥ strike × 100 × qty − premium); opening a naked short call without stop is blocked outright (R5c), and R1 sizes its risk on a 1.5× stress-buffered stop distance.
Exit code 2 with stderr explaining which rule. Read it carefully — do NOT retry the identical order. Possible causes:
src/trading_agent/sizing.py) → fix inputs. Tell the user which rule and the fix.reject_real_env caught something → audit the tool_input for trd_env / trading_password / REAL. This is a real anomaly; surface to user loudly.virtual_fill_suggested=True:MoomooOpenD refused the paper option order. Immediately call:
mcp__journal-mcp__record_virtual_fill(
option_symbol=<same>,
side="BUY",
contracts=<same>,
mid_price=<last known mid from /research>,
thesis_id=<from step 1>,
strategy_label=<same>,
reasoning="virtual fill — MoomooOpenD rejected paper option order",
)
Call mcp__journal-mcp__get_open_positions_with_thesis and confirm the new trade row is present with the correct symbol, qty, entry_price, stop, and thesis_id.
If the trade isn't there: the posttool hook may have crashed (unlikely; it's fail-open). Tell the user and show the hook audit log tail.
# /enter — done
Thesis #<id> filed:
<ticker> <direction>
thesis: <text>
invalidation: <text>
timeframe: <...>
Order:
broker_order_id: <id>
status: SUBMITTING / FILLED / ...
entry: $<price> qty: <n> stop: $<s> target: $<t>
Captured in journal: trade_id=<id>.
Next: monitor for fill; when target or invalidation hits, call close_trade.
/enter. Leg in manually via two place_paper_option_order calls on the same thesis_id, documenting in the thesis text.trd_env — the tool doesn't accept it and reject_real_env hook will kill the call.