trading-strategy: Скилл для разработки торговых стратегий

--- name: trading-strategy description: Use this skill for developing and evaluating trading strategies by synthesizing technical analysis, market sentiment, and risk management principles into actionable trading recommendations. --- # trading-strategy ## Overview This skill provides comprehensive guidance on synthesizing multiple analyses into coherent trading strategies and actionable recommendations. Use this for final decision-making and trade structuring. ## Instructions ### 1. Synthesize Multiple Signals Integrate analysis from different sources: - **Technical Analysis**: Trend, momentum, support/resistance - **Sentiment Analysis**: Market mood, fear/greed levels - **Real-Time Data**: Order flow, liquidity, recent price action Weight each component by: - Confidence level (higher confidence = higher weight) - Timeframe alignment (multiple timeframes agreeing) - Signal strength (strong vs weak signals) ### 2. Resolve Conflicting Signals When analyses disagree: - **Technical bullish, Sentiment bearish**: Often means "buy the dip" if technical is strong - **Technical bearish, Sentiment bullish**: Often means "sell the rally" if technical is strong - **Mixed timeframes**: Defer to higher timeframe for trend direction - **Low confidence all around**: Recommend staying out or reducing position size ### 3. Generate eval_note (-1 to 1 scale) **Strong Buy Signals (0.6 to 1.0)** - Multiple timeframes aligned bullish - Technical indicators show strong uptrend - Sentiment at extreme fear (contrarian buy) - High confidence from all analyses **Moderate Buy (0.3 to 0.6)** - Majority of signals bullish - Some conflicting indicators - Medium confidence - Trend supports upside **Neutral (−0.3 to 0.3)** - Mixed signals across analyses - Ranging market conditions - Low confidence or uncertainty - Wait for clearer setup **Moderate Sell (−0.6 to −0.3)** - Majority of signals bearish - Some conflicting indicators - Medium confidence - Trend supports downside **Strong Sell (−1.0 to −0.6)** - Multiple timeframes aligned bearish - Technical indicators show strong downtrend - Sentiment at extreme greed (contrarian sell) - High confidence from all analyses ### 4. Risk Assessment Consider before making recommendations: - **Volatility**: High volatility = reduce position size - **Liquidity**: Low liquidity = widen stops, smaller size - **Time in market**: Newer trends are riskier - **Correlation**: Diversification reduces risk - **Black swan risk**: Extreme events possible ### 5. Position Sizing Guidelines Based on confidence and volatility: - **High confidence, Low volatility**: Larger positions (up to max allowed) - **High confidence, High volatility**: Medium positions - **Medium confidence, Any volatility**: Smaller positions - **Low confidence**: Minimal or no position ### 6. Entry and Exit Strategy **Entry Points** - Strong signals: Enter on market orders or limit near current price - Medium signals: Enter on pullbacks to support - Weak signals: Scale in gradually **Stop Loss Placement** - Below recent swing low (for longs) - Above recent swing high (for shorts) - Below key moving averages - Account for volatility (wider stops in volatile markets) **Take Profit Targets** - First target: 1-2 risk/reward ratio - Second target: Major resistance/support level - Final target: Trailing stop to ride trend ### 7. Timeframe Considerations **Short-term trading (minutes to hours)** - Focus on 1H and below timeframes - More sensitive to real-time data and sentiment shifts - Tighter stops and quicker exits **Medium-term trading (days to weeks)** - Focus on 4H and daily timeframes - Align with daily trend direction - Wider stops, let positions breathe **Long-term trading (weeks to months)** - Focus on daily and weekly timeframes - Strong fundamental and macro support needed - Very wide stops, focus on major trend ### 8. Market Regime Adaptation **Trending Markets** - Follow the trend direction - Use pullbacks for entries - Trail stops to ride trends - Ignore minor counter-trend signals **Ranging Markets** - Fade extremes (sell highs, buy lows) - Tighter profit targets - Avoid trend-following strategies - Reduce position sizes **Volatile Markets** - Wider stops to avoid whipsaws - Smaller positions - Quick profit taking - Consider staying out if too chaotic ## Output Format When synthesizing into a trading recommendation, provide: ```json { "eval_note": <float -1 to 1>, "confidence": <float 0-1>, "eval_note_description": "Comprehensive synthesis of all analyses with clear reasoning", "key_factors": [ "Technical: Strong uptrend confirmed", "Sentiment: Extreme fear (contrarian buy)", "Real-time: Strong buying pressure" ], "recommended_action": "BUY" | "SELL" | "HOLD", "position_size": "FULL" | "MEDIUM" | "SMALL" | "NONE", "entry_strategy": "Market order | Limit at X | Scale in on pullback", "stop_loss": "Below X at Y", "take_profit": ["First: X at R:R 1.5", "Second: Y at resistance", "Final: Trailing stop"] } ``` ## Decision Framework ### Strong Conviction Trade Checklist - [ ] Multiple timeframes aligned - [ ] 2+ independent confirmations - [ ] Clear support/resistance levels identified - [ ] Sentiment supports the move (or contrarian extreme) - [ ] Risk/reward ratio > 2:1 - [ ] Market structure supportive - [ ] Liquidity adequate ### Trade Rejection Criteria - Mixed signals with no clear edge - Low confidence across analyses - Highly uncertain market conditions - Risk/reward ratio < 1.5:1 - Counter to strong higher timeframe trend - Illiquid or highly manipulated market ## Best Practices 1. **Never force trades**: Wait for high-probability setups 2. **Quality over quantity**: Fewer high-quality trades beat many mediocre trades 3. **Always know your exit**: Plan stop loss and take profit before entry 4. **Manage risk first**: Protect capital over maximizing gains 5. **Adapt to changing conditions**: What works in trending markets fails in ranging markets 6. **Keep it simple**: Complex strategies with many rules often underperform 7. **Document reasoning**: Track what works and what doesn't 8. **Stay disciplined**: Stick to your strategy and don't chase 9. **Cut losses quickly**: Don't hope losing trades will reverse 10. **Let winners run**: Trail stops on profitable positions ## Common Mistakes to Avoid - Over-trading in low-conviction setups - Revenge trading after losses - Moving stops further away (hoping for reversal) - Adding to losing positions - Taking profits too early on winning trades - Ignoring risk management rules - Trading against the higher timeframe trend - Fighting the tape (market momentum) - Letting emotions override analysis - Failing to adapt strategy to market regime