trailing-stop

Name: trailing-stop
Author: SKE-Labs

15stars2forks

How to install trailing-stop?

ske-labs/agent-trading-skills/trailing-stop

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

Installs into the current project.

Summary

Lock in profits with dynamic trailing stop strategies. Use when riding winner trends, protecting open profits, or managing exits systematically.

Files · 1

View on GitHub

SKILL.md

1	# Trailing Stop Strategies
2
3	Trailing stops lock in profits while allowing trades to run.
4
5	## Trailing Methods
6
7	### 1. ATR Trail (Recommended)
8
9	Long example: `Trailing Stop = Highest High - (ATR × multiplier)`; mirror for shorts. Declare ATR lookback, multiplier, update frequency, and whether intrabar or closed-bar highs apply.
10
11	### 2. Structure Trail
12
13	Move stop below each new swing low (long) or above each new swing high (short). Lets the trade breathe while locking in structure.
14
15	### 3. Moving Average Trail
16
17	Use a predeclared moving average and exit condition. Treat any period as a candidate parameter and prevent look-ahead by updating from available bars only.
18
19	### 4. Chandelier Exit
20
21	Trail from highest high by ATR multiple. Classic exit strategy, good for trending markets.
22
23	### 5. Fixed Distance Trail
24
25	Move stop by fixed amount (pips/%). Simple but can be too static -- prefer ATR or structure.
26
27	## When to Start Trailing
28
29	Test start conditions such as immediate, an R-multiple, elapsed bars, or a new objective swing. These labels do not imply conservative/aggressive risk without the resulting payoff distribution.
30
31	## Hybrid Approach
32
33	Combine methods for staged exit management:
34
35	1. Fixed initial stop
36	2. Optional, tested transition rule
37	3. One precisely defined trailing method
38	4. Time or terminal exit for any remaining quantity
39
40	## Exit Scenarios
41
42	\| Price Action \| Trailing Action \|
43	\| --------------- \| ----------------- \|
44	\| New high/low \| Move stop up/down \|
45	\| Consolidation \| Keep stop same \|
46	\| Predefined reversal trigger \| Apply the specified update \|
47	\| Objective structure break \| Exit or update as predeclared \|
48
49	## Workflow
50
51	For each bar or tick, update the high-water mark and stop exactly once under the chosen rule; never lower a long trail or raise a short trail. Record trigger price versus fill price and handle gaps, partial fills, halts, and venue-specific trailing-order semantics.
52
53	## Evidence and Validation
54
55	- Treat the setup as a testable hypothesis, not a prediction. Define thresholds, entry, invalidation, and exit before evaluating outcomes.
56	- Calibrate on the same instrument, venue, session, and timeframe. Use closed candles and a held-out or walk-forward sample; record every variant tried.
57	- 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.
58	- Return observed inputs, missing data, cost assumptions, entry, invalidation, exit, and a valid, watch, or no-trade status.
59	- Research basis: The [SEC stop-order bulletin](https://www.investor.gov/introduction-investing/general-resources/news-alerts/alerts-bulletins/investor-bulletins-15) explains trailing-stop mechanics and warns that short-term fluctuations can trigger an order and execution can differ from the stop.
60
61	## Key Rules
62
63	- Freeze lookbacks, multipliers, start condition, update clock, and terminal exit before entry.
64	- Never loosen the authorized trailing stop; account for order replacement races.
65	- Compare the trail against fixed-target, time-exit, and unchanged-stop baselines.
66	- Model trigger/fill gaps, fees, stop-limit nonexecution, and partial fills.
67	- Do not override the rule using hindsight; an emergency risk-off action must be logged separately.
68
69	## Related Skills
70
71	- stop-loss-strategies -- initial stop placement determines when trailing begins
72	- partial-profit-taking -- combine trailing stops with partial exits for optimal capture

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trailing-stop

15stars2forks

View on GitHub

How to install trailing-stop?

ske-labs/agent-trading-skills/trailing-stop

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

Installs into the current project.

Summary

Lock in profits with dynamic trailing stop strategies. Use when riding winner trends, protecting open profits, or managing exits systematically.

Files · 1

View on GitHub

SKILL.md

1	# Trailing Stop Strategies
2
3	Trailing stops lock in profits while allowing trades to run.
4
5	## Trailing Methods
6
7	### 1. ATR Trail (Recommended)
8
9	Long example: `Trailing Stop = Highest High - (ATR × multiplier)`; mirror for shorts. Declare ATR lookback, multiplier, update frequency, and whether intrabar or closed-bar highs apply.
10
11	### 2. Structure Trail
12
13	Move stop below each new swing low (long) or above each new swing high (short). Lets the trade breathe while locking in structure.
14
15	### 3. Moving Average Trail
16
17	Use a predeclared moving average and exit condition. Treat any period as a candidate parameter and prevent look-ahead by updating from available bars only.
18
19	### 4. Chandelier Exit
20
21	Trail from highest high by ATR multiple. Classic exit strategy, good for trending markets.
22
23	### 5. Fixed Distance Trail
24
25	Move stop by fixed amount (pips/%). Simple but can be too static -- prefer ATR or structure.
26
27	## When to Start Trailing
28
29	Test start conditions such as immediate, an R-multiple, elapsed bars, or a new objective swing. These labels do not imply conservative/aggressive risk without the resulting payoff distribution.
30
31	## Hybrid Approach
32
33	Combine methods for staged exit management:
34
35	1. Fixed initial stop
36	2. Optional, tested transition rule
37	3. One precisely defined trailing method
38	4. Time or terminal exit for any remaining quantity
39
40	## Exit Scenarios
41
42	\| Price Action \| Trailing Action \|
43	\| --------------- \| ----------------- \|
44	\| New high/low \| Move stop up/down \|
45	\| Consolidation \| Keep stop same \|
46	\| Predefined reversal trigger \| Apply the specified update \|
47	\| Objective structure break \| Exit or update as predeclared \|
48
49	## Workflow
50
51	For each bar or tick, update the high-water mark and stop exactly once under the chosen rule; never lower a long trail or raise a short trail. Record trigger price versus fill price and handle gaps, partial fills, halts, and venue-specific trailing-order semantics.
52
53	## Evidence and Validation
54
55	- Treat the setup as a testable hypothesis, not a prediction. Define thresholds, entry, invalidation, and exit before evaluating outcomes.
56	- Calibrate on the same instrument, venue, session, and timeframe. Use closed candles and a held-out or walk-forward sample; record every variant tried.
57	- 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.
58	- Return observed inputs, missing data, cost assumptions, entry, invalidation, exit, and a valid, watch, or no-trade status.
59	- Research basis: The [SEC stop-order bulletin](https://www.investor.gov/introduction-investing/general-resources/news-alerts/alerts-bulletins/investor-bulletins-15) explains trailing-stop mechanics and warns that short-term fluctuations can trigger an order and execution can differ from the stop.
60
61	## Key Rules
62
63	- Freeze lookbacks, multipliers, start condition, update clock, and terminal exit before entry.
64	- Never loosen the authorized trailing stop; account for order replacement races.
65	- Compare the trail against fixed-target, time-exit, and unchanged-stop baselines.
66	- Model trigger/fill gaps, fees, stop-limit nonexecution, and partial fills.
67	- Do not override the rule using hindsight; an emergency risk-off action must be logged separately.
68
69	## Related Skills
70
71	- stop-loss-strategies -- initial stop placement determines when trailing begins
72	- partial-profit-taking -- combine trailing stops with partial exits for optimal capture

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