agent-trading-skills

Define and test objective candlestick geometry. Use when labeling OHLC patterns, comparing body/wick rules, or evaluating a closed-bar entry with context and cost controls.

Trade within ascending, descending, and horizontal channels. Use when range trading, riding trends with defined boundaries, or finding breakout setups.

Define and test cup-and-handle breakout shapes. Use when measuring a rounded base, handle depth, lip break, retest, invalidation, and measured-move hypothesis without inferring accumulation.

Trade double and triple top/bottom reversal patterns. Use when identifying trend exhaustion, finding reversal entries at key resistance/support, or confirming failed breakouts.

Define and test flag or pennant continuation shapes. Use when measuring an impulse, consolidation, closed-bar break, invalidation, and measured-move hypothesis.

Define and test head-and-shoulders or inverse patterns. Use when measuring objective pivots, neckline breaks/retests, symmetry, invalidation, and measured-move outcomes.

Trade ascending, descending, and symmetrical triangle patterns. Use when anticipating breakouts from consolidation, measuring potential move targets, or timing entries on compression breakouts.

Define and test rising or falling wedge resolutions. Use when fitting same-direction converging boundaries and evaluating breakout, retest, invalidation, and measured-move rules.

Build and test survivorship-aware crypto rotation rankings. Use when allocating among BTC, ETH, and liquid altcoins with relative strength, breadth, liquidity, stress, turnover, and concentration controls.

Screen execution-sensitive price differences across exchanges, pairs, spot, and derivatives. Use when evaluating synchronized spreads, triangular conversion paths, or basis trades after fees, depth, settlement, counterparty, and inventory risk.

Implement Dollar Cost Averaging for systematic long-term accumulation. Use when building positions over time, reducing timing risk, or accumulating during uncertainty.

Evaluate venue-specific perpetual funding, basis, and delta-neutral carry. Use when normalizing funding history, stress-testing hedge/margin/exchange risks, or testing contrarian funding features.

Analyze on-chain metrics with provider, entity-adjustment, revision, and normalization controls. Use when evaluating holder behavior, exchange flows, valuation ratios, or network activity as contextual trading features.

Define and test closed-bar consolidation breakouts. Use when measuring boundaries, normalized break buffers, relative participation, retests, invalidation, and net execution costs.

Identify and test opening-gap continuation or fade setups. Use when price opens away from the prior session and the user needs a normalized gap definition, catalyst context, entry, invalidation, and cost-aware plan.

Define and test short-horizon directional momentum setups. Use when measuring normalized return, regime, participation, breakout/pullback entry, exhaustion exit, and transaction costs.

Plan and evaluate trades around scheduled economic or corporate releases. Use when the user needs primary-source event data, standardized surprise measurement, scenario triggers, and execution-risk controls.

Enter trends on price retracements to key levels. Use when trading with the trend, finding high R:R entries, or timing entries in established trends. Trend confirmation via EMA slope (no ADX).

Define and test trades near objective range boundaries. Use when measuring range width versus ATR/costs, rejection triggers, breakout invalidation, and target logic without inferring accumulation.

Evaluate and plan very short-horizon trades in highly liquid markets. Use when the user needs an executable scalp with latency, spread, fee, slippage, and capacity controls.

Trade around earnings announcements for stocks. Use when positioning for earnings, trading post-earnings moves, or analyzing earnings-driven volatility.

Plan scheduled macro-event risk from official calendars and point-in-time expectations. Use for FOMC, employment, inflation, GDP, or other releases requiring standardized surprise, component, revision, scenario, and execution analysis.

Parse and evaluate SEC insider filings as delayed contextual evidence. Use when analyzing Form 4 codes, holdings changes, footnotes, amendments, purchase/sale clusters, and 10b5-1 disclosures.

Measure time-varying cross-asset correlation, beta, lead-lag, and spread stationarity. Use when evaluating hedges, common factors, regime breaks, divergences, or convergence hypotheses.

Rotate between sectors based on economic and market cycles. Use when optimizing sector allocation, understanding cyclical trends, or positioning for macro shifts.

Build source-dated, deduplicated sentiment evidence or a calibrated sentiment model. Use when separating facts, interpretations, claims, novelty, horizon, and uncertainty across filings, news, analyst commentary, or social sources.

Define and test breaker-block polarity-flip setups. Use when a previously labeled candle zone is crossed and later retested as support or resistance.

Detect and test three-candle fair-value-gap zones. Use when the user wants an objective wick-gap definition, retracement statistics, entry, invalidation, and cost-aware validation.

Analyze intraday session seasonality and test time-window filters. Use when timing a strategy around exchange, London, New York, or Asian trading sessions with correct timezone and daylight-saving handling.

Mark candidate liquidity levels and test sweep/reversal behavior. Use when analyzing equal highs/lows, swing levels, round-number clustering, or stop-loss cascade risk without inferring hidden intent.

Detect Break of Structure (BOS) and Change of Character (CHoCH) for trend analysis. Use when identifying trend reversals, confirming entry signals, or determining market bias direction.

Define and test the ICT Optimal Trade Entry retracement convention. Use when measuring whether a 62–79% pullback region adds value after an objectively defined impulse.

Define and test ICT-style order-block candle zones. Use when labeling the last opposite candle before an objective displacement and structure break, without inferring hidden institutional orders.

Measure price location within a chosen swing range using ICT premium/discount terminology. Use when testing whether above/below-midpoint location adds value to an existing directional setup.

Manage correlated positions to prevent concentrated exposure. Use when holding multiple positions, diversifying portfolio, or assessing total account risk.

Manage account drawdowns with limits and recovery protocols. Use when protecting capital during losing streaks, implementing loss limits, or developing recovery plans.

Calculate effective leverage, margin, stress loss, and venue-specific liquidation state. Use when sizing derivatives or managing collateral, cross/isolated margin, funding, fees, and forced-liquidation risk.

Design and test partial-exit schedules against a single-exit baseline. Use when calculating weighted R outcomes, residual risk, target/stop order mechanics, fees, and partial-fill behavior.

Calculate risk-based position sizes using fixed %, fractional Kelly, ATR-hybrid, or volatility methods. Use when determining trade size, managing account risk, adjusting for correlated positions, or standardizing risk across trades.

Calculate long/short planned R-multiples and net expectancy. Use when evaluating executable entry, stop, target, win/loss distribution, costs, gaps, and uncertainty without treating R:R as trade quality by itself.