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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.
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基于 SOC 职业分类
| name | news-trading |
| description | 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. |
| license | Apache-2.0 |
| metadata | {"author":"ske-labs","version":"4.0"} |
Trade volatility from scheduled economic events using deviation-from-consensus scoring.
Use a live official calendar, release timestamp and revision policy. Record every economically relevant component: for example, headline and core inflation; payrolls, unemployment, wages, and revisions; or a policy decision, statement, projections, and press conference. Do not attach a universal price move to an event name.
Standardized surprise = (Actual - consensus) / historical standard deviation of surprises
Use a rolling, vintage-consistent surprise history and state the consensus provider and cutoff time. If history is insufficient, show the raw surprise and estimate range without inventing a score. Direction also depends on priced expectations, revisions, other components, and policy regime.
get_economics_calendar(from_date=<start>, to_date=<end>, impact="high")
Identify upcoming high-impact events. Note dates, times, affected markets.
get_financial_news(topic="<event> forecast consensus <month> <year>", max_results=15)
Find the current consensus, estimate range, cutoff timestamp, and prior value. Confirm the actual and revisions from the official release, not a headline or social post.
Pre-plan multiple component combinations and observable price triggers. A headline beat need not imply one direction when revisions, core measures, guidance, or policy expectations conflict.
Enter only when the selected execution gate is met: spread below a tested limit, quotes stable enough to size, and a closed-bar or order-book trigger. Calibrate any waiting period in bars for the specific market. Use a volatility-based stop with position size reduced to keep risk fixed; include gap, halt, rejection, and slippage scenarios.
When releases overlap, attribute the move cautiously and wait until all scheduled components are available. If they conflict or the event timestamp/data vintage is uncertain, return no trade.
Event details, consensus vs actual, deviation score, recommended action, conviction level.
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.