market-structure-shift

Name: market-structure-shift
Author: SKE-Labs

15stars2forks

How to install market-structure-shift?

ske-labs/agent-trading-skills/market-structure-shift

$npx -y skills add SKE-Labs/agent-trading-skills --skill market-structure-shift

Installs into the current project.

Summary

Detect Break of Structure (BOS) and Change of Character (CHoCH) for trend analysis. Use when identifying trend reversals, confirming entry signals, or determining market bias direction.

Files · 1

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SKILL.md

1	# Market Structure Shift
2
3	Identify trend direction and potential reversals through swing point analysis.
4
5	## Structure
6
7	### Swing Points
8	- Higher High (HH) + Higher Low (HL) = Uptrend
9	- Lower Low (LL) + Lower High (LH) = Downtrend
10
11	Choose an objective swing algorithm before analysis—for example, a pivot with fixed left/right bars or an ATR-reversal rule. State how equal highs/lows, nested swings, and the unconfirmed final pivot are handled.
12
13	### Break of Structure (BOS)
14	- Descriptive continuation label under the chosen swing rule
15	- Bullish BOS: Price breaks above swing high (HH)
16	- Bearish BOS: Price breaks below swing low (LL)
17
18	### Change of Character (CHoCH)
19	- Descriptive possible-change label, not confirmation of reversal
20	- Bullish CHoCH: In downtrend, price breaks above LH
21	- Bearish CHoCH: In uptrend, price breaks below HL
22
23	## Workflow
24
25	1. Identify current trend on a predeclared context timeframe:
26	```
27	get_candles_around_date(symbol=<symbol>, exchange=<exchange>, interval="4h", date=<date>)
28	```
29	2. Mark swing points using `draw_chart_analysis` with `highlight` type (label HH, HL, LH, LL)
30	3. Detect structure breaks only after a closed bar exceeds the pivot by a calibrated tick/ATR buffer.
31	4. Map nested timeframes with exact ratios and timestamps. If context and execution structure conflict, return `watch` or `no trade`; do not force alignment.
32
33	### Trend Continuation Entry (BOS)
34	1. Wait for the closed-bar BOS trigger
35	2. Enter on pullback to FVG or order block
36	3. Stop below recent swing low (bull) or above swing high (bear)
37
38	### Trend Reversal Entry (CHoCH)
39	1. Treat HTF CHoCH as a candidate reversal condition
40	2. Wait for LTF BOS in the new direction
41	3. Enter on retracement to CHoCH level
42	4. Stop beyond the CHoCH swing point
43
44	## Evidence and Validation
45
46	- Treat the setup as a testable hypothesis, not a prediction. Define thresholds, entry, invalidation, and exit before evaluating outcomes.
47	- Calibrate on the same instrument, venue, session, and timeframe. Use closed candles and a held-out or walk-forward sample; record every variant tried.
48	- 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.
49	- Return observed inputs, missing data, cost assumptions, entry, invalidation, exit, and a valid, watch, or no-trade status.
50	- Research basis: Use BOS/CHoCH as explicit swing-labeling rules. [Lo, Mamaysky & Wang](https://www.nber.org/papers/w7613) shows why visual price patterns must be algorithmically defined and tested.
51
52	## Key Rules
53
54	- The context timeframe supplies a feature, not an immutable direction.
55	- Never use an unconfirmed right-edge pivot or intrabar break.
56	- Predeclare whether a single close, retest, or second-timeframe event is required; avoid future leakage.
57	- Select timeframes for the instrument/session and test nested conflicts explicitly.
58
59	## Related Skills
60
61	- order-blocks — define and test candle zones around objective structure events
62	- liquidity-zones — Structure breaks often occur after liquidity sweeps of swing points

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market-structure-shift

15stars2forks

View on GitHub

How to install market-structure-shift?

ske-labs/agent-trading-skills/market-structure-shift

$npx -y skills add SKE-Labs/agent-trading-skills --skill market-structure-shift

Installs into the current project.

Summary

Detect Break of Structure (BOS) and Change of Character (CHoCH) for trend analysis. Use when identifying trend reversals, confirming entry signals, or determining market bias direction.

Files · 1

View on GitHub

SKILL.md

1	# Market Structure Shift
2
3	Identify trend direction and potential reversals through swing point analysis.
4
5	## Structure
6
7	### Swing Points
8	- Higher High (HH) + Higher Low (HL) = Uptrend
9	- Lower Low (LL) + Lower High (LH) = Downtrend
10
11	Choose an objective swing algorithm before analysis—for example, a pivot with fixed left/right bars or an ATR-reversal rule. State how equal highs/lows, nested swings, and the unconfirmed final pivot are handled.
12
13	### Break of Structure (BOS)
14	- Descriptive continuation label under the chosen swing rule
15	- Bullish BOS: Price breaks above swing high (HH)
16	- Bearish BOS: Price breaks below swing low (LL)
17
18	### Change of Character (CHoCH)
19	- Descriptive possible-change label, not confirmation of reversal
20	- Bullish CHoCH: In downtrend, price breaks above LH
21	- Bearish CHoCH: In uptrend, price breaks below HL
22
23	## Workflow
24
25	1. Identify current trend on a predeclared context timeframe:
26	```
27	get_candles_around_date(symbol=<symbol>, exchange=<exchange>, interval="4h", date=<date>)
28	```
29	2. Mark swing points using `draw_chart_analysis` with `highlight` type (label HH, HL, LH, LL)
30	3. Detect structure breaks only after a closed bar exceeds the pivot by a calibrated tick/ATR buffer.
31	4. Map nested timeframes with exact ratios and timestamps. If context and execution structure conflict, return `watch` or `no trade`; do not force alignment.
32
33	### Trend Continuation Entry (BOS)
34	1. Wait for the closed-bar BOS trigger
35	2. Enter on pullback to FVG or order block
36	3. Stop below recent swing low (bull) or above swing high (bear)
37
38	### Trend Reversal Entry (CHoCH)
39	1. Treat HTF CHoCH as a candidate reversal condition
40	2. Wait for LTF BOS in the new direction
41	3. Enter on retracement to CHoCH level
42	4. Stop beyond the CHoCH swing point
43
44	## Evidence and Validation
45
46	- Treat the setup as a testable hypothesis, not a prediction. Define thresholds, entry, invalidation, and exit before evaluating outcomes.
47	- Calibrate on the same instrument, venue, session, and timeframe. Use closed candles and a held-out or walk-forward sample; record every variant tried.
48	- 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.
49	- Return observed inputs, missing data, cost assumptions, entry, invalidation, exit, and a valid, watch, or no-trade status.
50	- Research basis: Use BOS/CHoCH as explicit swing-labeling rules. [Lo, Mamaysky & Wang](https://www.nber.org/papers/w7613) shows why visual price patterns must be algorithmically defined and tested.
51
52	## Key Rules
53
54	- The context timeframe supplies a feature, not an immutable direction.
55	- Never use an unconfirmed right-edge pivot or intrabar break.
56	- Predeclare whether a single close, retest, or second-timeframe event is required; avoid future leakage.
57	- Select timeframes for the instrument/session and test nested conflicts explicitly.
58
59	## Related Skills
60
61	- order-blocks — define and test candle zones around objective structure events
62	- liquidity-zones — Structure breaks often occur after liquidity sweeps of swing points

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6 picks

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