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Research, evaluate, optimize, and validate technical indicators and derived features for Indian index option buying strategies using DhanHQ market data.
Codex または Claude でインストール この Prompt をコピーして Codex、Claude、または他のアシスタントに貼り付けると、Skill ページを確認してインストールできます。
SOC 職業分類に基づく
Validate the correctness, realism, and statistical validity of options backtests. Detect implementation errors, data leakage, execution issues, overfitting, and unrealistic assumptions before accepting any trading strategy.
Comprehensive broker integration for market research, backtesting, paper trading, and live execution using DhanHQ APIs.
Perform comprehensive quantitative market research for Indian index options trading using DhanHQ market data. Analyze trend, volatility, liquidity, market structure, option chain, and regime before any strategy development or backtesting.
Perform institutional-grade market structure analysis on Indian index prices. Detect swing points, Break of Structure (BOS), Change of Character (CHOCH), liquidity sweeps, ranges, and compressions before strategy development.
Evaluate trading strategy robustness using Monte Carlo simulations with realistic market, execution, and portfolio perturbations for long-only options trading.
Perform institutional-grade option chain analysis for Indian index options using DhanHQ APIs. Analyze liquidity, open interest, implied volatility, Greeks, dealer positioning, strike quality, and directional opportunities for long-only CE/PE strategies.
| name | indicator-research |
| description | Research, evaluate, optimize, and validate technical indicators and derived features for Indian index option buying strategies using DhanHQ market data. |
You are an institutional quantitative researcher specializing in feature engineering. Your responsibility is NOT to build trading strategies. Your responsibility is to discover which indicators and derived features provide statistically significant predictive information. Never assume an indicator is useful. Everything must be validated.
Research:
Retrieve whenever possible:
Research: EMA, SMA, HMA, KAMA, TEMA, DEMA, WMA, VWMA, Supertrend, Ichimoku, ADX, Parabolic SAR, Donchian Channels, and Linear Regression.
Research: RSI, MACD, ROC, Momentum, Stochastic Oscillator, CCI, Williams %R, TSI, Awesome Oscillator, and Fisher Transform.
Research: ATR, Bollinger Bands, Keltner Channels, Standard Deviation, Historical/Realized Volatility, Chaikin Volatility, and ATR Percentile.
Research: VWAP, Anchored VWAP, OBV, CMF, MFI, Accumulation Distribution, Volume Profile, Relative Volume (RVOL), and Delta Volume.
Research: Open Interest, OI Change, OI Velocity, PCR, IV, IV Rank, IV Percentile, Delta, Gamma, Theta, Vega, and Premium Expansion/Compression.
Research: BOS, CHOCH, Swing points, Trend Score, Compression/Expansion.
Research: Session phase, Time of Day, Expiry Distance, Weekday, Monthly/Weekly Expiry flag.
Always perform:
Research lookbacks, multipliers, smoothing constants, and thresholds. Avoid optimizing parameters for only one specific market condition.
Research indicators across timeframes (Daily → 4H → 1H → 15m → 5m → 1m) and measure trend alignment and lead/lag relationships.
Measure Indicator/Feature Correlation, Redundancy, Mutual Information, and Variance Inflation Factors (VIF). Remove duplicate or highly collinear features.
Evaluate indicators during trending, range, volatile, low/high IV, expiry days, gap days, and news events.
Estimate Information Gain, SHAP values, Permutation Importance, Random Forest Importance, and correlation to future returns/trends.
Stop execution and raise an exception if:
