trading-analysis

# Trading Analysis Skill ## Overview Analyze completed trading sessions to extract insights, identify patterns, and generate actionable recommendations. Run automatically at session end or manually for deep analysis. ## Use Cases - End-of-session performance review - Identify winning/losing patterns - Extract lessons learned - Generate improvement recommendations - Track strategy evolution over time ## When to Run ### Automatic (Recommended) - After 24hr test completes - After daily trading ends - After strategy changes ### Manual - Before strategy adjustments - After unusual market conditions - Weekly performance reviews ## Analysis Workflow ### 1. Extract Session Data ```bash # Parse log for metrics grep -E "Balance:|P&L:|Trades:|Win Rate:" $LOG_FILE | tail -20 grep -c "entry filled" $LOG_FILE grep -c "Position opened" $LOG_FILE grep -c "ERROR" $LOG_FILE grep -c "WARNING" $LOG_FILE ``` ### 2. Identify Patterns **Winning Patterns**: - High confidence (>80%) signals - Specific market conditions - Entry timing patterns - Exit success rates **Losing Patterns**: - Errors (division by zero, API failures) - VPIN kill switch activations - Choppy market detection - Late entries (low time remaining) ### 3. Calculate Metrics | Metric | Formula | |--------|---------| | Win Rate | Wins / Total Trades | | Avg Trade Duration | Sum(Exit - Entry) / Trades | | Profit Factor | Gross Profit / Gross Loss | | Max Drawdown | (Peak - Trough) / Peak | | Sharpe Ratio | Return / Volatility | | Error Rate | Errors / Total Cycles | ### 4. Generate Report **Report Structure**: ```markdown # Trading Session Analysis — YYYY-MM-DD ## Summary - Duration: X hours - Trades: X (Y wins, Z losses) - P&L: $X (Y%) - Win Rate: X% ## What Went Right - [Pattern 1] - [Pattern 2] ## What Went Wrong - [Issue 1] - [Issue 2] ## Lessons Learned 1. [Lesson] 2. [Lesson] ## Recommendations 1. [Action item] 2. [Action item] ## Next Session - Strategy adjustments - Risk parameter changes ``` ## Common Issues & Solutions ### Issue: High Error Rate **Symptoms**: >5% of cycles have errors **Causes**: - Division by zero in position sizing - API timeouts - Invalid market data **Solutions**: - Add input validation - Implement retry logic - Check for None/NaN values ### Issue: Low Win Rate (<50%) **Symptoms**: More losses than wins **Causes**: - Strategy unsuitable for market regime - Entry thresholds too loose - Choppy markets **Solutions**: - Add volatility filter - Tighten entry criteria - Reduce position size in chop ### Issue: VPIN Kill Switch Frequent **Symptoms**: >10% of time in kill mode **Causes**: - Toxic flow prevalent - VPIN buckets filling too fast - Market manipulation **Solutions**: - Reduce trade frequency - Increase VPIN threshold - Avoid specific market times ### Issue: No Trades Executed **Symptoms**: 0 trades in active session **Causes**: - Entry criteria too strict - Market not moving enough - API connection issues **Solutions**: - Lower min_delta threshold - Check API connectivity - Verify market hours ## Metrics to Track Over Time | Metric | Target | Alert If | |--------|--------|----------| | Win Rate | >55% | <50% for 3 sessions | | Profit Factor | >1.5 | <1.2 | | Max Drawdown | <10% | >15% | | Error Rate | <1% | >5% | | Avg Trade Duration | 2-5 min | <30s or >10min | ## Integration with Other Skills ### Before Analysis 1. Run `trading-monitor` to get session summary 2. Confirm bot stopped cleanly ### After Analysis 1. Update strategy configs based on findings 2. Log lessons to `memory/` 3. Adjust HEARTBEAT alerts if needed ## Example Analysis ### Session: 24hr Snipe+Maker Test **Raw Data**: - Duration: 24 hours - Trades: 156 - Wins: 109 (69.9%) - Losses: 47 (30.1%) - P&L: +$127 (25.4%) - Errors: 3 (0.3%) **What Went Right**: - Snipe entries in last 30s highly successful - Maker exit at 90¢ avoided second taker fee - VPIN filtered out 12 toxic markets **What Went Wrong**: - 3 division by zero errors (Kelly sizing) - 4 trades entered with <10s remaining (too late) - Win rate dropped to 45% during high volatility periods **Lessons**: 1. Kelly sizing needs bounds checking 2. Minimum 15s remaining for entry 3. Add volatility filter for position sizing **Recommendations**: 1. Fix division by zero in Kelly calc 2. Add min_time_remaining = 15s parameter 3. Reduce size by 50% when volatility > threshold ## Cost Comparison | Approach | Time | Cost | |----------|------|------| | Manual analysis | 30-60 min | Your time | | This skill | 2-5 min | $0 | | Sub-agent | 30 min | $0.004 | **Recommendation**: Use this skill for routine analysis, spawn agent only for complex multi-session pattern analysis.