stop-loss-strategies

Name: stop-loss-strategies
Author: SKE-Labs

15stars2forks

How to install stop-loss-strategies?

ske-labs/agent-trading-skills/stop-loss-strategies

$npx -y skills add SKE-Labs/agent-trading-skills --skill stop-loss-strategies

Installs into the current project.

Summary

Place strategic stop losses using structure, ATR, or volatility methods. Use when protecting capital, defining trade invalidation, or managing downside risk.

Files · 1

View on GitHub

SKILL.md

1	# Stop Loss Strategies
2
3	Proper stop placement protects capital while giving trades room to work.
4
5	## Stop Loss Methods
6
7	### 1. Structure-Based (Recommended)
8
9	Place below swing low (long) or above swing high (short). Respects market structure with a clear invalidation point.
10
11	### 2. ATR-Based
12
13	Long example: `Stop = Entry - (ATR × Multiplier)`; mirror for shorts. Select the ATR estimator and multiplier in training data and freeze them.
14
15	### 3. Support/Resistance Based
16
17	Place beyond (not at) key S/R zones. Below support for longs, above resistance for shorts.
18
19	### 4. Moving Average Based
20
21	Place below key MA (20, 50, or 200). Dynamic stop level, good for trend following.
22
23	### 5. Percentage-Based
24
25	Fixed % below entry. Simple but ignores structure -- use only as a position sizing limit.
26
27	Stop distance must follow the setup's invalidation and executable volatility/liquidity, not a universal percentage for a trade label. Recalculate quantity whenever the stop changes.
28
29	## Buffer Rules
30
31	Define the buffer in ticks, spread, and/or ATR and calibrate it by instrument, session, and order type. The purpose is to represent noise and execution uncertainty; do not infer a "stop hunt" from a stopped order.
32
33	## Stop Management
34
35	Initial Stop: Set at entry based on analysis. Based on the invalidation point for the trade thesis.
36
37	Breakeven Stop: Treat moving to entry as one candidate management rule. It is not risk-free after fees, spread, gaps, and slippage; compare it with the unchanged initial stop out of sample.
38
39	Trailing Stop: Locks in profits as the trade progresses (see trailing-stop skill).
40
41	## Workflow
42
43	1. Identify invalidation -- the price level where the trade thesis is wrong
44	2. Choose method -- structure-based for most setups, ATR-based for volatile assets
45	3. Add buffer -- use the prevalidated tick/volatility and execution buffer
46	4. Choose order mechanics -- stop-market prioritizes execution; stop-limit controls price but may not fill; confirm venue trigger source
47	5. Manage -- follow the predeclared static, breakeven, time, or trailing rule
48
49	## Evidence and Validation
50
51	- Treat the setup as a testable hypothesis, not a prediction. Define thresholds, entry, invalidation, and exit before evaluating outcomes.
52	- Calibrate on the same instrument, venue, session, and timeframe. Use closed candles and a held-out or walk-forward sample; record every variant tried.
53	- 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.
54	- Return observed inputs, missing data, cost assumptions, entry, invalidation, exit, and a valid, watch, or no-trade status.
55	- Research basis: The [SEC stop-order bulletin](https://www.investor.gov/introduction-investing/general-resources/news-alerts/alerts-bulletins/investor-bulletins-15) warns that a stop price is a trigger, not a guaranteed execution price, while stop-limit orders may not execute.
56
57	## Key Rules
58
59	- Define invalidation, order type, trigger source, buffer, and quantity before entry.
60	- Never widen total authorized loss after entry without a separately approved risk decision.
61	- Do not assume round-number placement is inferior; test any clustering/buffer hypothesis.
62	- Model gap-through, halt, rejected order, stop-limit nonexecution, and slippage risk.
63	- Recalculate quantity and portfolio risk whenever the effective stop changes.
64
65	## Related Skills
66
67	- trailing-stop -- manages exits after initial stop is set
68	- position-sizing -- stop distance is a direct input to position size calculation

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stop-loss-strategies

15stars2forks

View on GitHub

How to install stop-loss-strategies?

ske-labs/agent-trading-skills/stop-loss-strategies

$npx -y skills add SKE-Labs/agent-trading-skills --skill stop-loss-strategies

Installs into the current project.

Summary

Place strategic stop losses using structure, ATR, or volatility methods. Use when protecting capital, defining trade invalidation, or managing downside risk.

Files · 1

View on GitHub

SKILL.md

1	# Stop Loss Strategies
2
3	Proper stop placement protects capital while giving trades room to work.
4
5	## Stop Loss Methods
6
7	### 1. Structure-Based (Recommended)
8
9	Place below swing low (long) or above swing high (short). Respects market structure with a clear invalidation point.
10
11	### 2. ATR-Based
12
13	Long example: `Stop = Entry - (ATR × Multiplier)`; mirror for shorts. Select the ATR estimator and multiplier in training data and freeze them.
14
15	### 3. Support/Resistance Based
16
17	Place beyond (not at) key S/R zones. Below support for longs, above resistance for shorts.
18
19	### 4. Moving Average Based
20
21	Place below key MA (20, 50, or 200). Dynamic stop level, good for trend following.
22
23	### 5. Percentage-Based
24
25	Fixed % below entry. Simple but ignores structure -- use only as a position sizing limit.
26
27	Stop distance must follow the setup's invalidation and executable volatility/liquidity, not a universal percentage for a trade label. Recalculate quantity whenever the stop changes.
28
29	## Buffer Rules
30
31	Define the buffer in ticks, spread, and/or ATR and calibrate it by instrument, session, and order type. The purpose is to represent noise and execution uncertainty; do not infer a "stop hunt" from a stopped order.
32
33	## Stop Management
34
35	Initial Stop: Set at entry based on analysis. Based on the invalidation point for the trade thesis.
36
37	Breakeven Stop: Treat moving to entry as one candidate management rule. It is not risk-free after fees, spread, gaps, and slippage; compare it with the unchanged initial stop out of sample.
38
39	Trailing Stop: Locks in profits as the trade progresses (see trailing-stop skill).
40
41	## Workflow
42
43	1. Identify invalidation -- the price level where the trade thesis is wrong
44	2. Choose method -- structure-based for most setups, ATR-based for volatile assets
45	3. Add buffer -- use the prevalidated tick/volatility and execution buffer
46	4. Choose order mechanics -- stop-market prioritizes execution; stop-limit controls price but may not fill; confirm venue trigger source
47	5. Manage -- follow the predeclared static, breakeven, time, or trailing rule
48
49	## Evidence and Validation
50
51	- Treat the setup as a testable hypothesis, not a prediction. Define thresholds, entry, invalidation, and exit before evaluating outcomes.
52	- Calibrate on the same instrument, venue, session, and timeframe. Use closed candles and a held-out or walk-forward sample; record every variant tried.
53	- 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.
54	- Return observed inputs, missing data, cost assumptions, entry, invalidation, exit, and a valid, watch, or no-trade status.
55	- Research basis: The [SEC stop-order bulletin](https://www.investor.gov/introduction-investing/general-resources/news-alerts/alerts-bulletins/investor-bulletins-15) warns that a stop price is a trigger, not a guaranteed execution price, while stop-limit orders may not execute.
56
57	## Key Rules
58
59	- Define invalidation, order type, trigger source, buffer, and quantity before entry.
60	- Never widen total authorized loss after entry without a separately approved risk decision.
61	- Do not assume round-number placement is inferior; test any clustering/buffer hypothesis.
62	- Model gap-through, halt, rejected order, stop-limit nonexecution, and slippage risk.
63	- Recalculate quantity and portfolio risk whenever the effective stop changes.
64
65	## Related Skills
66
67	- trailing-stop -- manages exits after initial stop is set
68	- position-sizing -- stop distance is a direct input to position size calculation

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