moving-average-crossover

Name: moving-average-crossover
Author: SKE-Labs

15stars2forks

How to install moving-average-crossover?

ske-labs/agent-trading-skills/moving-average-crossover

$npx -y skills add SKE-Labs/agent-trading-skills --skill moving-average-crossover

Installs into the current project.

Summary

Trade EMA/SMA crossover systems for trend following. Use when identifying trend changes, timing entries with momentum, or building systematic trading rules.

Files · 1

View on GitHub

SKILL.md

1	# Moving Average Crossover Trading
2
3	MA crossovers provide systematic signals for trend identification and entry timing.
4
5	## Candidate Combinations
6
7	\| Fast MA \| Slow MA \| Use Case \|
8	\| ------- \| ------- \| ---------------- \|
9	\| 5 EMA \| 13 EMA \| Fast conventional pair \|
10	\| 9 EMA \| 21 EMA \| Medium-fast conventional pair \|
11	\| 20 SMA \| 50 SMA \| Medium conventional pair \|
12	\| 50 SMA \| 200 SMA \| Slow conventional pair \|
13
14	These are starting specifications, not style-specific best settings. Record every pair tried and compare against buy-and-hold/cash or an appropriate directional baseline.
15
16	## Signals
17
18	### Golden Cross (Bullish)
19
20	- Fast MA crosses above slow MA
21	- Record price versus both averages as a candidate filter
22
23	### Death Cross (Bearish)
24
25	- Fast MA crosses below slow MA
26	- Record price versus both averages as a candidate filter
27
28	## Strategies
29
30	### Basic Crossover
31	- Enter on cross in direction, exit on opposite cross
32	- Simple but prone to whipsaws in ranges
33
34	### Price + MA Confirmation
35	- Wait for crossover, then wait for pullback to fast MA
36	- Enter on an objectively defined pullback trigger; test whether it changes whipsaw rate and net expectancy
37
38	### Triple MA System (5-8-13)
39	- All 3 aligned = ordered-average state; not independent confirmation
40	- Entry: 5 crosses 8, both above 13
41	- Exit: 5 crosses below 8
42
43	### MA as Dynamic S/R
44	- In uptrend: MA acts as support (buy bounces)
45	- In downtrend: MA acts as resistance (sell rallies)
46
47	## Workflow
48
49	1. Get each chosen average explicitly:
50	```
51	get_indicators(indicator_code="ema_<fast>", symbol=<symbol>, exchange=<exchange>, interval=<interval>, count=<enough>)
52	get_indicators(indicator_code="ema_<slow>", symbol=<symbol>, exchange=<exchange>, interval=<interval>, count=<enough>)
53	```
54
55	2. Identify cross direction and confirm with price position relative to MAs
56
57	3. Get candle data for entry timing:
58	```
59	get_candles_around_date(symbol=<symbol>, exchange=<exchange>, interval=<interval>, date=<date>)
60	```
61
62	4. Enter on pullback to fast MA (conservative) or on cross (aggressive)
63
64	5. Stop loss beyond recent swing or slow MA. Exit on opposite cross or target.
65
66	6. Mark on chart:
67	```
68	draw_chart_analysis(action="create", drawing={
69	"type": "trend",
70	"points": [
71	{"time": <cross_time>, "price": <cross_price>},
72	{"time": <current_time>, "price": <current_ma>}
73	],
74	"options": {"text": "Golden Cross (9/21 EMA)"}
75	})
76	```
77
78	## Evidence and Validation
79
80	- Treat the setup as a testable hypothesis, not a prediction. Define thresholds, entry, invalidation, and exit before evaluating outcomes.
81	- Calibrate on the same instrument, venue, session, and timeframe. Use closed candles and a held-out or walk-forward sample; record every variant tried.
82	- 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.
83	- Return observed inputs, missing data, cost assumptions, entry, invalidation, exit, and a valid, watch, or no-trade status.
84	- Research basis: The [technical-analysis evidence review](https://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID603481_code17745.pdf?abstractid=603481) finds mixed market- and era-dependent profitability and highlights transaction costs and data snooping.
85
86	## Key Rules
87
88	- Use a regime filter only if it adds held-out net value; ADX does not confirm trend by itself.
89	- A crossover rule must specify closed-bar timing, order timing, stop, exit, and warm-up.
90	- Faster averages react sooner and trade more often; reliability is empirical after costs.
91	- EMA weights recent data more heavily; SMA weights its window equally.
92	- Test additional features incrementally and control parameter/data-snooping risk.
93
94	## Related Skills
95
96	- market-regime-detection — MA crossovers only work in trending regimes; check ADX before trading
97	- macd-trading — MACD is derived from EMAs and provides complementary momentum confirmation

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moving-average-crossover

15stars2forks

View on GitHub

How to install moving-average-crossover?

ske-labs/agent-trading-skills/moving-average-crossover

$npx -y skills add SKE-Labs/agent-trading-skills --skill moving-average-crossover

Installs into the current project.

Summary

Trade EMA/SMA crossover systems for trend following. Use when identifying trend changes, timing entries with momentum, or building systematic trading rules.

Files · 1

View on GitHub

SKILL.md

1	# Moving Average Crossover Trading
2
3	MA crossovers provide systematic signals for trend identification and entry timing.
4
5	## Candidate Combinations
6
7	\| Fast MA \| Slow MA \| Use Case \|
8	\| ------- \| ------- \| ---------------- \|
9	\| 5 EMA \| 13 EMA \| Fast conventional pair \|
10	\| 9 EMA \| 21 EMA \| Medium-fast conventional pair \|
11	\| 20 SMA \| 50 SMA \| Medium conventional pair \|
12	\| 50 SMA \| 200 SMA \| Slow conventional pair \|
13
14	These are starting specifications, not style-specific best settings. Record every pair tried and compare against buy-and-hold/cash or an appropriate directional baseline.
15
16	## Signals
17
18	### Golden Cross (Bullish)
19
20	- Fast MA crosses above slow MA
21	- Record price versus both averages as a candidate filter
22
23	### Death Cross (Bearish)
24
25	- Fast MA crosses below slow MA
26	- Record price versus both averages as a candidate filter
27
28	## Strategies
29
30	### Basic Crossover
31	- Enter on cross in direction, exit on opposite cross
32	- Simple but prone to whipsaws in ranges
33
34	### Price + MA Confirmation
35	- Wait for crossover, then wait for pullback to fast MA
36	- Enter on an objectively defined pullback trigger; test whether it changes whipsaw rate and net expectancy
37
38	### Triple MA System (5-8-13)
39	- All 3 aligned = ordered-average state; not independent confirmation
40	- Entry: 5 crosses 8, both above 13
41	- Exit: 5 crosses below 8
42
43	### MA as Dynamic S/R
44	- In uptrend: MA acts as support (buy bounces)
45	- In downtrend: MA acts as resistance (sell rallies)
46
47	## Workflow
48
49	1. Get each chosen average explicitly:
50	```
51	get_indicators(indicator_code="ema_<fast>", symbol=<symbol>, exchange=<exchange>, interval=<interval>, count=<enough>)
52	get_indicators(indicator_code="ema_<slow>", symbol=<symbol>, exchange=<exchange>, interval=<interval>, count=<enough>)
53	```
54
55	2. Identify cross direction and confirm with price position relative to MAs
56
57	3. Get candle data for entry timing:
58	```
59	get_candles_around_date(symbol=<symbol>, exchange=<exchange>, interval=<interval>, date=<date>)
60	```
61
62	4. Enter on pullback to fast MA (conservative) or on cross (aggressive)
63
64	5. Stop loss beyond recent swing or slow MA. Exit on opposite cross or target.
65
66	6. Mark on chart:
67	```
68	draw_chart_analysis(action="create", drawing={
69	"type": "trend",
70	"points": [
71	{"time": <cross_time>, "price": <cross_price>},
72	{"time": <current_time>, "price": <current_ma>}
73	],
74	"options": {"text": "Golden Cross (9/21 EMA)"}
75	})
76	```
77
78	## Evidence and Validation
79
80	- Treat the setup as a testable hypothesis, not a prediction. Define thresholds, entry, invalidation, and exit before evaluating outcomes.
81	- Calibrate on the same instrument, venue, session, and timeframe. Use closed candles and a held-out or walk-forward sample; record every variant tried.
82	- 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.
83	- Return observed inputs, missing data, cost assumptions, entry, invalidation, exit, and a valid, watch, or no-trade status.
84	- Research basis: The [technical-analysis evidence review](https://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID603481_code17745.pdf?abstractid=603481) finds mixed market- and era-dependent profitability and highlights transaction costs and data snooping.
85
86	## Key Rules
87
88	- Use a regime filter only if it adds held-out net value; ADX does not confirm trend by itself.
89	- A crossover rule must specify closed-bar timing, order timing, stop, exit, and warm-up.
90	- Faster averages react sooner and trade more often; reliability is empirical after costs.
91	- EMA weights recent data more heavily; SMA weights its window equally.
92	- Test additional features incrementally and control parameter/data-snooping risk.
93
94	## Related Skills
95
96	- market-regime-detection — MA crossovers only work in trending regimes; check ADX before trading
97	- macd-trading — MACD is derived from EMAs and provides complementary momentum confirmation

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