Intraday Signal

intraday-signal

Single-symbol, short-horizon technical read across 5 分钟 / 15 分钟 / 1 小时— produces an explicit long/short call anchored to a price, a probability-weighted forward read, and a concrete entry/stop/target plan, backed by server-side auto-detected K-line signals (MACD divergence/背驰, candle patterns such as Pin Bar, 123 structures). Ends by rendering an interactive dashboard and writing a journal entry.

Scope: one symbol per run. For a cross-section "where is money moving" question use capital-rotation; for live tracking of a watchlist across a session use market-session-tracker; this skill is the deep single-symbol drill-down when the user wants a concrete short-term trade read.

When to use

• "MU 短线怎么走", "这里能不能做多/做空", "给我一个短线入场点"
• "5分钟15分钟1小时怎么看", "MACD 有没有背离", "这是不是 Pin Bar"
• "盈亏比多少", "入场点在哪", "止损止盈怎么设"
• Not for a broad market/sector scan (capital-rotation)
• Not for live multi-symbol session monitoring (market-session-tracker)
• Not for weeks/months-horizon swing entries (sepa-strategy)

Workflow

Step 1 — Resolve the symbol

If ambiguous (e.g. a company name with multiple listings), ask back rather than guessing.

Step 2 — Tiered grounding context

The chart server pulls the three timeframes of K-line itself (5m/15m/1h × 1000 bars) — no manual longbridge kline calls needed. Multi-source grounding is tiered so runs stay fast — pull the "always" tier every run, judge the rest by the day's tape:

• Always, before anything else: read journal/lessons.md — the distilled lesson list from past post-mortems. Every rule there was paid for with a real loss; the read you're about to write must not repeat one. If a lesson applies to today's setup, say so explicitly in the report（如"止损已避开 1000 关口 扎堆区，参照 lessons 2026-07-06"）.
• Always, check first: twitter-reader — X is the fastest tape on breaking news and sentiment; on an intraday horizon its lead time over aggregated feeds is exactly the window that matters. Search the symbol, read the last few hours. X sentiment is an input, not a conclusion — form the price-structure read in Step 3 independently, then reconcile; don't go hunting the chart for evidence of whatever narrative X planted. If the twitter-reader skill is not available in the current session, don't silently skip it: write "X 未查" into the report/context.sources_used, and treat the 催化日/平静日 call as provisional（longbridge-news 有延迟，"还没看到新闻"不等于"没有新闻"）.
• Always: event risk（财报 + 宏观时刻表）. Two calls, no manual hunting: longbridge finance-calendar report --symbol <SYM>.US --format json（下一个 财报日；若返回为空再退回 news / X / IR 并注明未确认）and longbridge finance-calendar macrodata --market US --star 3 --start <today> --end <horizon-end> --format json（横跨持仓周期的重要宏观发布，带前值/预测； 时间为 ET——CPI/非农 8:30, 多数数据 10:00, FOMC 决议 14:00 + 记者会 14:30）. Any hard event inside the trade horizon must appear in the scenarios — a stop cannot protect you through a gap（跳空开盘直接越过止损价，实际亏损可远大于计划）.
• Always: market alignment（大盘/板块对齐）. One call: longbridge quote SPY.US QQQ.US <sector-ETF>.US（如半导体 SMH、软件 IGV）. State whether the intended direction is with or against today's index/sector tape; trading against it is allowed but must be justified in one line.
• Always: volume check. GET /api/symbols/<SYM>/relvol（服务端已算好的 相对成交量——当前量相对同时段常态量的倍数）+ longbridge capital <SYM>.US --format json（triple-bucket flow）. Breakouts and reversals without volume are suspects, not signals; cite relvol when calling any breakout real.
• Always: longbridge-news on the symbol — official/aggregated headlines. It lags X by minutes to hours, so treat it as confirmation and source-anchoring for what X surfaced, not as the breaking-news feed; its item timestamps are publish times, not event times. The chart server also auto-attaches raw headlines to the sidebar's news list, but that's unclassified — the AI must still read and tag them for context.
• Always: options levels（期权关键价位）. One call: python3 .claude/skills/options-levels/scripts/levels.py <SYM> — 现价附近 最近两个到期日的高持仓行权价（磁铁位/止损扎堆区）+ 全链 put/call 比。 上方高持仓 call 位 ≈ 上行磁铁与压力，下方高持仓 put 位 ≈ 支撑墙；这些 价位直接约束 Step 4 的止损与目标摆放（见 entry plan 规则）。CBOE 不覆盖 的标的（无期权）注明"期权 N/A"即可。
• On-demand (judge by the day's tape, don't run every time): trump-truth-monitor (policy-sensitive days), sec-edgar (filing/insider leads), gdelt / fred (macro event days).
• Whatever was actually pulled goes into context.sources_used (Step 4).
• Housekeeping, pulled as needed regardless of tiering: the user's live position via longbridge positions --format json if they hold this symbol, and account size via longbridge portfolio --format json (needed for position sizing in Step 4 — never ask the user, read the broker).

Step 3 — Preview: read the technicals

Check the chart server is up (curl -s http://localhost:1792/api/health; if down: pnpm start at the repo root in the background), then POST a preview (no prediction):

curl -s -X POST http://localhost:1792/api/charts \
  -H 'Content-Type: application/json' \
  -d '{"type":"intraday","symbol":"<SYM>.US","name":"..."}'

Only add a "position": {"shares": N, "cost": X} field when longbridge positions shows a real holding in this symbol — never a placeholder; a fabricated position renders a bogus 持仓视角 card on the dashboard.

The response's data.technicals gives, per timeframe: the latest DIF/DEA/HIST, the session VWAP（last_vwap，当日成交量加权均价——日内机构衡量贵贱的基准线， m5/m15 有值）, the last ~6 swing highs/lows, the most recent 金叉/死叉 (last_cross), any auto-detected divergence_candidates / beichi_candidates, and pattern_123 — auto-detected 123 reversal structures (①extreme → ②reaction pivot → ③higher-low / lower-high), each with status (forming = trigger not yet broken, confirmed = close broke the ② trigger), trigger, and invalidation prices. A forming pattern_123 is a ready-made entry setup: entry at the ② trigger break, stop beyond ① (all confirmed pivots only — the chart itself also draws these automatically, in both preview and final render). The response also carries meta.day_context（日线背景与日内参照位，服务端自动算）: daily_trend（up/down/range，日线收盘对 MA20/MA50 的位置）、daily_ma20/daily_ma50、 high_20d/low_20d（近 20 个交易日高低）、prev_day（昨日高/低/收）、 pre_market（今日盘前高低）、opening_range（开盘前 30 分钟区间）、vwap。 meta 还带 options_levels（期权墙——服务端拉 CBOE 自动算，与 Step 2 的 options-levels 脚本同源同口径，preview 里有值时 Step 2 的脚本调用可省）和 event_risk（下次财报日 + 近 3 天重要宏观发布——同样可替代 Step 2 的 finance-calendar 调用）；两者都会渲染到页面（期权墙画线 + 事件风险卡）。 先读 day_context 再读三个周期——1 小时的"趋势"可能只是日线大区间里的一段震荡； h1 方向与 daily_trend 相反时必须在报告里写明这是逆日线的判断。这些参照位 也画在图上（"日内参照位"图层）。

Read these numbers — don't guess MACD direction from eyeballing candles. MACD 是滞后的确认指标，不是方向的来源：方向来自结构（摆动点、123、 关键参照位的攻守），MACD/背离只用来确认或否决，一根还没被结构支持的 背离候选不构成入场理由. Note the auto-detector can't confirm a pivot on the last 1-2 bars (needs bars on both sides); for very recent action, read last_dif/last_dea/last_hist directly and reason about it yourself (e.g. a sharp reversal-and-close-on-the-low bar is a real signal even before any swing/divergence algorithm can confirm it — see the MU 2026-07-01 session for an example: the auto-divergence check didn't catch the final-hour blow-off because the session's last bar can't be a confirmed pivot yet).

Step 4 — Write the technical read

First, classify the day from Step 2's pull (消息面权重定级):

• 催化日 — a live symbol-moving item exists today: earnings/guidance, policy or tariff news touching the name, a major industry headline, or any story that already visibly moved the price. News leads, technicals follow: technical levels are demoted to "where does it land after the shock" rather than direction; every scenario's probability must state how the news shifted it; if the news points against the technical read, cap the technical-side scenario at ≤40% or call neutral.
• 平静日 — no such item. Technicals lead; news is confirmation only and must not override a clean structure read.

State which regime was applied in conclusion.summary. Then, using the timeframe data + Step 3's numbers, decide:

1. Direction + anchor — long / short / neutral, anchored to a specific timeframe + time + price (never a bare directional call with no anchor). Timeframe roles（周期分工）: 日线定背景（day_context.daily_trend + 关键参照位——顺日线的短线判断成功率天然更高，逆日线要单独说明理由）, h1 定趋势方向, m15 定结构与入场, m5 只做触发与微调。 位置参照（必做）: 方向判断必须对照 VWAP 与日内参照位说话——价格在 VWAP 上方还是下方、离昨高/昨低/盘前高低/开盘区间哪条最近、是攻还是守。 "突破"类情景的 trigger 应指向具体参照位（如"放量站上昨高"），而不是 凭感觉画的价位。The anchor lives on m15 by default — anchor.timeframe also sets the dashboard's default tab. Anchor on m5 only for a pure scalp call, on h1 only for a swing-level statement. Align anchor.time to a bar boundary of its timeframe (m15 → :00/:15/:30/:45).
2. Scenarios — 2 to 4, by real structure（通常是上破/震荡/下破三个，不要为 凑数硬编一个 5% 的情景）, probabilities summing to ~100%, each with a path (what the K-line likely does) and a trigger (what confirms it). Reuse the 3-scenario discipline from market-session-tracker (Bull/Base/Bear-style).
3. Range-bound playbook — if one scenario is "震荡/oscillating", fill range_bound_plan with an explicit tactic for both directions (long_tactic and short_tactic) — never describe only one side of a two-sided range. For a neutral call the playbook additionally MUST carry numeric low / high（箱体下沿/上沿，low < high，须包住锚点价） — 观望 = 预判价格守在 这个区间内。这两个数是观望判断的事后对账依据：服务端会按"收盘价离开区间 = 破位（判错）/ 守满一个交易时段 = 守住（判对）"记入记分板，没有它们观望就 是一个说错零成本的空话。
4. Entry plan — entry, stop, target1_pct, target2_pct — only for long / short calls. A neutral call submits NO entry_plan: 观望就是 现在没有可执行的入场/止损/目标，两侧的条件应对全部写进 range_bound_plan （见上一条），不要一边喊观望一边给价位。Steps 5–6 below (position size, trade management) likewise apply only to directional calls.
   • Stop = structure, not a number. The stop sits beyond a named structure (swing point 外沿、123 结构的 ①、区间边界), never a bare round number or arbitrary %. Name the structure in stop_note.
   • Stop crowding check（止损显眼度）. Before finalizing, check the stop against three crowded zones: 整数关口（±0.5%）、当日/昨日高低点（±0.3%）、 Step 2 期权高持仓价位（±0.5%）. A stop inside any of them is where sweeps happen（2026-07-06 三笔止损全灭于 1000 关口上方）— either push it beyond the zone with extra cushion (smaller size for the wider stop), or switch to a confirmation entry（等反抽失败再进）. State in stop_note which zones were checked and cleared.
   • R/R in both口径. Compute direction-aware R/R twice: T1-based and T2-based (long: risk = entry−stop, reward = target−entry; short mirrored). Report both. One unified rule（全仓库同一口径）: T1-based R/R < 1:1 → the plan is rejected, rework the entry or pass; 1:1–2:1 → allowed, but the report must explicitly say 赔率偏薄（the chart sidebar flags < 2:1 in red for the same reason — that's a warning, not the rejection line）. If only the T2 口径 reaches 2:1, say so explicitly （远目标是有条件的，不许拿它化妆头条盈亏比）.
   • Event gate. Default: no holding through earnings or a scheduled FOMC/CPI-class release within the horizon. An exception must state the gap risk in one line（跳空可越过止损，最大亏损≠1R）.
   • Session liquidity. Entries outside regular hours（盘前/盘后）must be flagged: spreads wide, size thin, stop execution unreliable. Also note the 9:30–10:00 ET window is fake-breakout-prone — a breakout entry there needs relvol confirmation.
5. Position size（仓位） — from the longbridge portfolio pull: risk budget = 1% of account value by default (0.5% on a 催化日 or counter-tape trade); shares = floor(budget / |entry − stop|). Nominal cap（名义上限）: the position's nominal value（shares × entry）must not exceed 30% of account value — a tight stop makes the risk formula spit out huge share counts （止损贴得越近算出的股数越多，极端时名义金额会超过账户本身，等于隐性加杠杆）; when the risk-based size breaks the cap, cut shares to the cap and say so. Report 股数、名义金额、占账户 %。A plan without a size is not a plan — this is what separates an opinion from a trade.
6. Trade management（入场后） — write the management leg into entry_plan.note / the report: at T1 take half off and move the stop to breakeven（推保本）; time stop — ~6 bars of the anchor timeframe (m5 锚点 ≈30min、m15 锚点 ≈1.5h、h1 锚点 ≈6h——波段级判断不该被日内级的 时间止损误杀), if the trade hasn't moved by then the thesis is stale, exit flat; stopped out = stay out, no revenge re-entry unless a new structure signal forms.
7. Existing position（若用户已持仓） — the read must end with an explicit 加 / 减 / 持 / 清 call on the live position, reconciled against cost basis — not just a fresh-entry plan alongside an ignored holding.
8. Signals（可选） — the chart auto-detects and draws MACD divergence/背驰, candle patterns, and 123 structures server-side; cite those markers in the report rather than re-labeling them. The only signal worth adding by hand is an other-type note for something the detectors cannot see yet — e.g. a last-bar blow-off whose pivot the swing algorithm can't confirm (the MU 2026-07-01 final hour) — anchored to a specific timeframe + time + price.
9. context — besides prediction, write the context payload (see chart skill's context schema): tag every news/sentiment item pulled in Step 2 with source + tag + a one-line note, list what was actually pulled in sources_used, and write the conclusion card (stance / summary / action). generated_at = now, ISO timestamp.

Step 5 — Final render

PATCH the same chart with BOTH prediction and context filled in, in one call (see chart skill's prediction / context schemas for the full shapes):

curl -s -X PATCH http://localhost:1792/api/charts/ \
  'Content-Type: application/json' \
  -d '{
    "prediction": { "direction": "short", "anchor": {"timeframe":"m15","time":"2026-07-06T14:15:00Z","price":61.10}, "scenarios": [ ... ] },
    "context": {
      "generated_at": "2026-07-06T14:30:00Z",
      "conclusion": { "stance": "short", "summary": "一句话综合判断", "action": "现在该做什么" },
      "news": [ { "time": "2026-07-06T13:10:00Z", "source": "longbridge", "tag": "catalyst", "title": "...", "note": "AI 一句话解读" } ],
      "sources_used": ["longbridge-news", "twitter-reader"]
    }
  }' < id-from-step-3 > -H

Include position in the Step-3 POST (from the optional longbridge positions pull) if the user holds this symbol — the dashboard renders a 持仓视角 card.

Step 6 — Report structure

Present in this order (mirrors the user's original ask):

1. 大盘/板块环境 + 事件风险（顺风还是逆风；财报/宏观时刻表内有没有雷）
2. 方向判断 + 锚点（在哪个位置做的判断）
3. 情景推演（后续 K 线可能的多种走势，带百分比）
4. 震荡应对（若为震荡情景：多、空两种打法）
5. 入场计划（双口径盈亏比 + 入场点/止损/目标 + 止损依托的结构）
6. 仓位建议（股数、名义金额、占账户 %、单笔风险额）+ 入场后管理（T1 减半推保本 / 时间止损）
7. 持仓处置（若已持仓：加 / 减 / 持 / 清，对照成本价）
8. 支撑信号（引用图上自动检测的 MACD 背离/背驰、K 线形态、123 结构，指到具体 K 线；如有 other 补充备注一并说明；量能 relvol 佐证）
9. 图表链接：主链接是 data.url（形如 http://localhost:1792/symbol/<SYM>?analysis=<id>——标的驾驶舱页面钉在本次 分析上，含本次预测/情景/入场/信号，分析完立即打开就是看它；旧的 http://localhost:1792/charts/<id> 链接依然有效，会自动跳转到这里），辅链接是 去掉 ?analysis= 参数的驾驶舱主页 http://localhost:1792/symbol/<SYM> （聚合活数据 + 历史分析，永远跟随最新一次分析），附在后面
10. 免责声明：仅供参考，不构成投资建议

Step 7 — Journal

Write journal/YYYY-MM-DD-<symbol>-intraday.md (US session date). Same-day re-run on the same symbol appends a new timestamped section — never overwrite. The cockpit's 历史 tab (GET /api/symbols/:sym/analyses, rendered on /symbol/<SYM>) now lists past analyses for this symbol with a mechanical outcome judgment (hit_target / hit_stop / open, computed server-side from post-anchor bars) — that's a quick mechanical scoreboard, not a substitute for the journal's narrative record.

Calibration loop（对账）: every run, before writing the journal entry, pull GET /api/overview/stats（或该标的的 GET /api/symbols/:sym/analyses） and copy the mechanical scoreboard into the entry — one line: 总次数、命中率、 目标/止损/守区间/破区间的分布（观望判断按守住/破位计入，说错不再是零成本）、 平均盈亏倍数 avg_r（每笔平均赚/亏多少个止损单位——命中率 40% 但赢 2 亏 1 长期是赚的，命中率 70% 但赢小亏大照样亏，光看命中率会骗人）. The scoreboard is machine-judged, so this step is a copy, not an audit — no counting discipline required. Scenario-probability calibration（标了 60% 的 情景实际兑现了几成）stays qualitative: when the scoreboard shows a losing streak or the stated probabilities feel systematically over-confident, say so in that day's entry — probabilities that never get compared against outcomes degrade into rhetoric.

Lesson distillation（教训沉淀）: whenever a post-mortem (收盘复盘或单笔 对账) produces an actionable lesson — a rule that would have changed an entry, a stop, or a probability — append it to journal/lessons.md as one dated line (合并同类条目并加注重复次数; lessons already absorbed into skill rules move to the file's 已固化 section, never deleted). A lesson that only lives in a dated journal file is a lesson the next run will not see.

Anti-patterns

• ❌ A directional call with no anchor price/time
• ❌ Scenarios that don't sum to ~100%, or only one scenario
• ❌ A range-bound call that only covers one direction (must give both long and short tactics)
• ❌ A neutral call without numeric low/high in range_bound_plan（没有区间的观望事后无法对账，等于零成本喊话）
• ❌ Submitting a plan whose T1-based R/R is below 1:1, or a 1:1–2:1 plan without explicitly calling the odds thin（赔率偏薄要写出来）
• ❌ Reporting only the T2-based R/R（拿有条件的远目标化妆盈亏比）
• ❌ An entry plan with no position size, or a size invented without pulling longbridge portfolio
• ❌ A stop parked on a round number / bare % with no structure behind it
• ❌ A stop inside a crowded zone（整数关口 / 当日昨日高低点 / 期权高持仓价位）without the crowding check named in stop_note
• ❌ Skipping journal/lessons.md, or repeating a mistake already recorded there without addressing it
• ❌ Finding the earnings date by manual news-hunting when longbridge finance-calendar report --symbol answers it in one call
• ❌ Calling longbridge option quote（本账户无期权行情权限，必报 no quote access）— per-strike data comes from options-levels
• ❌ Planning to hold through earnings or an FOMC/CPI-class event without naming the gap risk
• ❌ A counter-tape call (against SPY/QQQ/sector direction) with no one-line justification
• ❌ Calling a breakout real without citing relvol/volume
• ❌ "看起来有背离" without citing the auto-detected marker (or the two specific bars, if the detector hasn't confirmed it yet)
• ❌ Skipping the preview call and guessing MACD values instead of reading them
• ❌ Ignoring day_context — a direction call that never says where price sits vs VWAP / 昨日高低 / 盘前区间, or an h1-counter-daily call without naming it
• ❌ Using MACD divergence as the entry reason by itself, without a structure (swing / 123 / 参照位) backing the same read
• ❌ Skipping the journal write
• ❌ Contradicting a live market-session-tracker read for the same symbol without reconciling — this is a narrower, single-symbol lens, not an override
• ❌ Writing a context.news item without a source
• ❌ Skipping the 催化日/平静日 classification, or trading pure technical levels on a 催化日 without stating how the news shifted each scenario's probability
• ❌ Calling a day 平静 from longbridge-news alone without having checked X — longbridge lags; "no headline yet" there doesn't mean no news
• ❌ A conclusion.action that contradicts the prediction's direction without explaining why
• ❌ Pulling every on-demand source (trump-truth-monitor / sec-edgar / gdelt / fred) on every run — tiering exists to keep runs fast; judge by the day's tape

Related skills

• chart — renders type intraday; this skill is chart's primary caller for that type
• longbridge-kline — same data the chart server pulls; call directly only for in-chat analysis
• longbridge-capital-flow — optional grounding context (distribution check)
• options-levels — always-tier: per-strike open-interest levels（磁铁位/止损扎堆区）+ put/call ratios from the CBOE delayed chain
• twitter-reader — always-tier, checked first (fastest tape on breaking news/sentiment)
• longbridge-news — always-tier grounding context (lagging official headlines; confirmation + source anchor)
• trump-truth-monitor — on-demand grounding context (policy-sensitive days)
• sec-edgar — on-demand grounding context (filing/insider leads)
• gdelt / fred — on-demand grounding context (macro event days)
• market-session-tracker — broader live multi-symbol session monitoring; this skill is the single-symbol short-term drill-down
• sepa-strategy — the weeks/months-horizon counterpart for swing entries