| name | Execution Excellence & TCA |
| description | Minimizing slippage, benchmarking fills, and detecting toxic flow. |
Execution Excellence Skill
This skill provides the "Trading Desk" logic for the Titan system. Follow these protocols to ensure every pip of profit is captured:
1. The Execution Quality (TCA) Protocol
Trade signals are useless if lost to poor execution.
- Call
scripts/execution_quality_tca.py after every session close.
- Slippage Benchmark: Compare the FILLED price vs the REQUESTED price.
- Toxic Flow Check: If the market immediately moves against the position by > 50% of ATR within 1 minute of fill, flag the broker for "Toxic Liquidity".
2. Adaptive Exit Protocol
- Use
scripts/adaptive_exit.py to manage active positions.
- Multi-Stage Scaling: Never close a winner all at once. Scale-out at predefined RR (Risk-Reward) levels.
- Vol-Trailing: Trailing stops must expand during high-volatility news events to avoid "stop-hunting".
Core Tools:
scripts/execution_quality_tca.py: Fill quality auditor.
scripts/adaptive_exit.py: Volatility-weighted trade manager.
scripts/liquidity_router.py: Smart order slicing logic.