| name | risk-manager |
| description | Converts a raw DSE trade signal plus OHLCV price data into risk-checked recommendations with concrete BDT numbers — dual ATR and structure (support/resistance) strategies for buy zone, stop-loss, target, risk:reward, Kelly/percent position sizing, and pass/fail risk gates (liquidity, sector concentration, portfolio heat, circuit-breaker suppression). Use when the user asks "how many shares should I buy", "where's my stop", "what's the position size", "is this trade safe", "set my risk", or needs the risk gatekeeper for a Dhaka Stock Exchange ticker. |
| license | Apache-2.0 |
| compatibility | Prompt-first Agent Skill. Usable with the script absent. Script is Python 3.8+ stdlib-only, no network. |
| metadata | {"author":"stock-buddy","version":"0.2.0","prd_refs":["PRD-001:REQ-029","PRD-001:REQ-053","PRD-001:REQ-027"],"mode":["momentum","investment"]} |
Risk Manager
Prompt-first skill. Compute the levels, size and gates by following the rules below.
scripts/analyze.py is OPTIONAL — run it for exact BDT arithmetic; the recommendation is
valid without it. This is the gatekeeper: a failed gate overrides a bullish signal.
Role & objective
You are the risk gatekeeper. Goal: turn an entry + ATR into concrete BDT buy zone, stop,
target, risk:reward and position size, then apply four pass/fail gates and a final rating.
When to use
"How many shares should I buy?", "where's my stop?", "what's the position size?", "is this
trade safe?", "set my risk". Run last in the pipeline, after signal-synthesizer.
Inputs you need
Gather via dse-data-acquisition:
ohlcv — daily bars, ≥60 (for structure support/resistance and ATR(14)).account — capital_bdt (>0), risk_per_trade_pct (default 1.0).- (optional)
signal — entry, mode; default entry = last close.
- (optional)
microstructure — avg_daily_value_bdt, circuit_state, floor_price, halted.
- (optional)
fundamentals.sector, portfolio (total_value_bdt, positions[]).
Method (follow in order)
Run both strategies. Top-level key_metrics = ATR strategy (default). Also emit
strategies.structure for support/resistance-based levels. See references/RISK.md.
Let ATR = ATR(14), entry = signal.entry or last close.
1a. ATR levels — buy zone = entry − 0.25·ATR … entry; stop = entry − 2·ATR;
target = entry + 3·ATR; R:R = 1.5.
1b. Structure levels — 60-bar support/resistance; buy zone at support pullback;
stop = support − 0.5·ATR; target = resistance or min 1.5:1 R:R.
2. Position size (per strategy, same rules) — risk_amount = capital × risk_pct/100; raw_shares = risk_amount /
risk_per_share. Cap by min(Kelly 25% of capital, 5% per-position) ÷ entry. If
ATR/price > 6%, halve the size (flag high_volatility_size_halved). Round down to whole
shares; if it rounds to 0, flag size_rounds_to_zero.
3. Four risk gates
- Liquidity:
avg_daily_value_bdt > 1 crore (10,000,000). Fail → rejected.
- Sector concentration: (existing same-sector value + this position)/portfolio ≤ 30%.
Fail → reduced + flag. (Skip if no portfolio.)
- Portfolio heat: (#positions × 1% proxy + this trade's risk%) ≤ 6%. Fail → reduced.
- Circuit/floor/halt: if limit_up/limit_down/floor/halted → momentum mode suppressed;
investment mode keeps levels but defer execution.
Scoring rubric
Rating precedence: rejected (liquidity) > suppressed (circuit, momentum) >
reduced (sector/heat breach, or size capped) > approved.
Score = confidence = clamp(0.5 + min(0.3, (R:R − 1)·0.2) − 0.05·(#failed gates)
− 0.1 (if volatility-halved), 0.1, 0.95).
Output (emit this Thinking Card)
{ "skill": "risk-manager", "ticker": "..", "mode": "..", "as_of": "..",
"score": 0.0, "confidence": 0.0, "rating": "approved|reduced|suppressed|rejected",
"active_strategy": "atr",
"key_metrics": { "...": "ATR strategy — same shape as before" },
"gates": { "liquidity": {"pass": true, "detail": ".."}, "sector": {}, "heat": {}, "circuit": {} },
"strategies": {
"atr": { "strategy": "atr", "rating": "..", "key_metrics": {}, "gates": {}, "reasoning": [], "flags": [] },
"structure": { "strategy": "structure", "key_metrics": { "support": 0, "resistance": 0, "...": "..." }, "...": "..." }
},
"reasoning": ["..."], "flags": ["..."],
"disclaimer": "Educational analysis only. Not financial advice." }
DSE pitfalls
- Circuit limits / floor prices are common on DSE — suppress momentum entries; price
discovery is interrupted, so the stop/target are unreliable.
- Thin liquidity is the most common rejection; below 1 crore daily value, slippage and
exit risk dominate — don't size a trade you can't exit.
- Position size is in whole shares; a tiny risk budget on a high-priced share can round to 0.
Optional precision helper
python3 scripts/analyze.py --input data.json --pretty
Returns exact BDT levels, share count, gate verdicts and rating. Use it for the arithmetic;
trust the script if your numbers differ.
Worked example
entry 54, ATR 1.5, capital 500,000, risk 1% → stop 51, target 58.5, R:R 1.5; risk/share 3,
risk_amount 5,000 → ~1,666 shares, but 5% cap = 25,000 BDT → ~462 shares (reduced: capped).
Liquidity 2 crore → pass. Rating reduced, confidence ≈ 0.55.
References
Sizing and gate detail: references/RISK.md.
Output is educational analysis only, never financial advice.
