macd-trading

Name: macd-trading
Author: SKE-Labs

15stars2forks

How to install macd-trading?

ske-labs/agent-trading-skills/macd-trading

$npx -y skills add SKE-Labs/agent-trading-skills --skill macd-trading

Installs into the current project.

Summary

Define and test MACD line, signal, histogram, zero-line, and divergence features. Use when evaluating closed-bar momentum/trend rules with explicit parameters, exits, regime context, and costs.

Files · 1

View on GitHub

SKILL.md

1	# MACD Trading Strategy
2
3	MACD (Moving Average Convergence Divergence) combines trend-following and momentum analysis.
4
5	## Components
6
7	\| Component \| Calculation \| Use \|
8	\| --------------- \| --------------- \| ------------------ \|
9	\| MACD Line \| 12 EMA - 26 EMA \| Trend direction \|
10	\| Signal Line \| 9 EMA of MACD \| Entry trigger \|
11	\| Histogram \| MACD - Signal \| Momentum strength \|
12	\| Zero Line \| Centerline \| Bull/bear boundary \|
13
14	## Signals
15
16	### Crossover
17
18	- Bullish: MACD crosses above Signal line → buy
19	- Bearish: MACD crosses below Signal line → sell
20	- Record whether a cross occurs above or below zero as context; do not assign strength without validation
21
22	### Zero Line Cross
23
24	- MACD above zero = bullish trend
25	- MACD below zero = bearish trend
26	- Cross of zero = trend change confirmation
27
28	### Histogram
29
30	- Growing histogram = increasing momentum
31	- Shrinking histogram = weakening momentum (often precedes crossover)
32
33	### Divergence
34
35	- Price new high + MACD lower high → bearish divergence
36	- Price new low + MACD higher low → bullish divergence
37
38	## Workflow
39
40	1. Get MACD:
41	```
42	get_indicators(indicator_code="macd", symbol=<symbol>, exchange=<exchange>, interval=<interval>)
43	```
44
45	2. Record zero-line state as one feature; it does not determine direction by itself
46
47	3. Wait for crossover in trend direction. Confirm with histogram growing in direction.
48
49	4. Check for divergence between price and MACD line/histogram
50
51	5. Get candles for context:
52	```
53	get_candles_around_date(symbol=<symbol>, exchange=<exchange>, interval=<interval>, date=<date>)
54	```
55
56	6. Exit: choose one objective crossover, histogram, price, target, or time rule before entry and test it separately
57
58	## Evidence and Validation
59
60	- Treat the setup as a testable hypothesis, not a prediction. Define thresholds, entry, invalidation, and exit before evaluating outcomes.
61	- Calibrate on the same instrument, venue, session, and timeframe. Use closed candles and a held-out or walk-forward sample; record every variant tried.
62	- Include spread, fees, slippage, borrow or funding, partial fills, and latency. Reject the setup when net expectancy is not positive or depends on one narrow parameter.
63	- Return observed inputs, missing data, cost assumptions, entry, invalidation, exit, and a valid, watch, or no-trade status.
64	- Research basis: Cross-market studies summarized in the [technical-rule evidence](https://pmc.ncbi.nlm.nih.gov/articles/PMC4583561/) show MACD performance varies by market and costs; a crossover is a feature, not an edge by itself.
65
66	## Key Rules
67
68	- A crossover is a lagged price-derived feature; require a separately validated decision rule.
69	- Test zero-line and higher-timeframe filters for incremental held-out value.
70	- Treat 12/26/9 as the conventional baseline and record all parameter variants tried.
71	- Define histogram expansion/shrinkage over a fixed number of closed bars.
72	- Do not label a crossover confirmation unless its conditional outcome distribution supports that use.
73
74	## Related Skills
75
76	- divergence-trading — multi-indicator divergence framework that includes MACD
77	- moving-average-crossover — MACD is derived from EMAs; combine for confirmation

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macd-trading

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View on GitHub

How to install macd-trading?

ske-labs/agent-trading-skills/macd-trading

$npx -y skills add SKE-Labs/agent-trading-skills --skill macd-trading

Installs into the current project.

Summary

Define and test MACD line, signal, histogram, zero-line, and divergence features. Use when evaluating closed-bar momentum/trend rules with explicit parameters, exits, regime context, and costs.

Files · 1

View on GitHub

SKILL.md

1	# MACD Trading Strategy
2
3	MACD (Moving Average Convergence Divergence) combines trend-following and momentum analysis.
4
5	## Components
6
7	\| Component \| Calculation \| Use \|
8	\| --------------- \| --------------- \| ------------------ \|
9	\| MACD Line \| 12 EMA - 26 EMA \| Trend direction \|
10	\| Signal Line \| 9 EMA of MACD \| Entry trigger \|
11	\| Histogram \| MACD - Signal \| Momentum strength \|
12	\| Zero Line \| Centerline \| Bull/bear boundary \|
13
14	## Signals
15
16	### Crossover
17
18	- Bullish: MACD crosses above Signal line → buy
19	- Bearish: MACD crosses below Signal line → sell
20	- Record whether a cross occurs above or below zero as context; do not assign strength without validation
21
22	### Zero Line Cross
23
24	- MACD above zero = bullish trend
25	- MACD below zero = bearish trend
26	- Cross of zero = trend change confirmation
27
28	### Histogram
29
30	- Growing histogram = increasing momentum
31	- Shrinking histogram = weakening momentum (often precedes crossover)
32
33	### Divergence
34
35	- Price new high + MACD lower high → bearish divergence
36	- Price new low + MACD higher low → bullish divergence
37
38	## Workflow
39
40	1. Get MACD:
41	```
42	get_indicators(indicator_code="macd", symbol=<symbol>, exchange=<exchange>, interval=<interval>)
43	```
44
45	2. Record zero-line state as one feature; it does not determine direction by itself
46
47	3. Wait for crossover in trend direction. Confirm with histogram growing in direction.
48
49	4. Check for divergence between price and MACD line/histogram
50
51	5. Get candles for context:
52	```
53	get_candles_around_date(symbol=<symbol>, exchange=<exchange>, interval=<interval>, date=<date>)
54	```
55
56	6. Exit: choose one objective crossover, histogram, price, target, or time rule before entry and test it separately
57
58	## Evidence and Validation
59
60	- Treat the setup as a testable hypothesis, not a prediction. Define thresholds, entry, invalidation, and exit before evaluating outcomes.
61	- Calibrate on the same instrument, venue, session, and timeframe. Use closed candles and a held-out or walk-forward sample; record every variant tried.
62	- Include spread, fees, slippage, borrow or funding, partial fills, and latency. Reject the setup when net expectancy is not positive or depends on one narrow parameter.
63	- Return observed inputs, missing data, cost assumptions, entry, invalidation, exit, and a valid, watch, or no-trade status.
64	- Research basis: Cross-market studies summarized in the [technical-rule evidence](https://pmc.ncbi.nlm.nih.gov/articles/PMC4583561/) show MACD performance varies by market and costs; a crossover is a feature, not an edge by itself.
65
66	## Key Rules
67
68	- A crossover is a lagged price-derived feature; require a separately validated decision rule.
69	- Test zero-line and higher-timeframe filters for incremental held-out value.
70	- Treat 12/26/9 as the conventional baseline and record all parameter variants tried.
71	- Define histogram expansion/shrinkage over a fixed number of closed bars.
72	- Do not label a crossover confirmation unless its conditional outcome distribution supports that use.
73
74	## Related Skills
75
76	- divergence-trading — multi-indicator divergence framework that includes MACD
77	- moving-average-crossover — MACD is derived from EMAs; combine for confirmation

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