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Use when repeated large fills suggest directional participation or informed flow.
Mit Codex oder Claude installieren Kopieren Sie diesen Prompt, fügen Sie ihn in Codex, Claude oder einen anderen Assistant ein und lassen Sie die Skill-Seite prüfen und installieren.
Basierend auf der SOC-Berufsklassifikation
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.
Use when creating, validating, backtesting, deploying, sizing, or troubleshooting Aerodrome/Base spot trading strategies through the Superior Trade API, especially Freqtrade configs using exchange.name "aerodrome", AERO/USDC or CHECK/USDC pairs, AMM market swaps, wallet/gas balance checks, no-orderbook pricing, or Aerodrome live deployment safety.
Backtest and deploy trading strategies on Superior Trade's managed cloud.
Use when running, interpreting, or designing backtests on Superior Trade — anything about backtest windows, trade-count thresholds, exit-reason mix, parameter sweeps, walk-forward validation, zero-trade diagnosis, compute-cost estimation, or "is this backtest result trustworthy?". Pair with the relevant strategy template from `strategies/`.
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 the user asks about fees, slippage, maker vs taker, post-only orders, fee tiers, fee optimization, why my strategy is losing more than backtest, builder code fee, effective spread, order pricing, or wants to lower trading costs on a Hyperliquid Freqtrade deployment. Also use proactively when the user designs a high-turnover strategy (5m or faster, tight ROI < 0.5%) — fees often dominate edge there.
| 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."