Stock Trading
Load this skill before using stocks or ETFs as part of a trading decision. If a
broad mandate leads you to a stock idea, load it before submitting an order.
Core workflow
- Read portfolio value, cash, current positions, and open orders.
- Retrieve the current price and recent price history for every serious candidate.
- Use batch tools for a universe. Do not loop one symbol at a time when a batch
price or history tool can return the same evidence.
- Evaluate the user's entry, exit, sizing, and frequency rules against current
evidence. Write down the decisive condition and whether it is true before
submitting an order. Do not invent missing signals.
- Size from current portfolio value, available cash, current price, volatility or
stop distance, and the user's risk rules. For a notional cap, calculate
the maximum notional and call
risk_calculate_stock_quantity; use its returned
whole-share quantity unchanged. Verify its notional is at or below both the cap
and available cash before submission. Submit only when the returned quantity is
greater than zero; otherwise make a no-trade decision.
- Submit the selected order once.
- Capture the returned identifier, inspect that exact order, and reread positions
and open orders. In backtests, a short bounded
orders_wait_for_terminal is
appropriate immediately after your own market-order submission because it
lets the simulator process the pending fill. Do not use an unbounded wait.
- If a related order is already open, inspect that exact order and do not submit
another order for the same intended position change. A pending exit already
owns the exit. Let it resolve or cancel it deliberately before replacing it.
- Reconcile the final summary with the mutation tools and the final account
reads. If an order tool returned a submitted identifier, never say that no
order was entered. Report the exact observed status instead.
Research depth
Match research to the strategy. A broad discretionary investment decision should
use relevant technical, news, macro, and company evidence when available. A
mechanical intraday strategy should prioritize the exact price, bar, volume, and
indicator evidence required by its rules. Do not force irrelevant research merely
to increase tool use.
References
Load only the smallest relevant reference:
references/research-sizing-and-orders.md: evidence, sizing, entries, exits,
rotation, and order verification.references/intraday-setups.md: opening-range breakout and VWAP mechanics.
The user's active strategy rules decide whether a trade should happen. This skill
provides reusable stock-trading mechanics and does not invent a strategy.
1---2name: stock-trading3description: Use before researching, selecting, opening, modifying, or closing a stock or ETF position, including discretionary investing, rotation, breakout, momentum, mean-reversion, opening-range breakout, and VWAP trading. Also use when a broad mandate leads you to consider stocks or ETFs even if the user did not name an asset class initially.4---56# Stock Trading78Load this skill before using stocks or ETFs as part of a trading decision. If a9broad mandate leads you to a stock idea, load it before submitting an order.1011## Core workflow12131. Read portfolio value, cash, current positions, and open orders.142. Retrieve the current price and recent price history for every serious candidate.153. Use batch tools for a universe. Do not loop one symbol at a time when a batch16 price or history tool can return the same evidence.174. Evaluate the user's entry, exit, sizing, and frequency rules against current18 evidence. Write down the decisive condition and whether it is true before19 submitting an order. Do not invent missing signals.205. Size from current portfolio value, available cash, current price, volatility or21 stop distance, and the user's risk rules. For a notional cap, calculate22 the maximum notional and call `risk_calculate_stock_quantity`; use its returned23 whole-share quantity unchanged. Verify its notional is at or below both the cap24 and available cash before submission. Submit only when the returned quantity is25 greater than zero; otherwise make a no-trade decision.266. Submit the selected order once.277. Capture the returned identifier, inspect that exact order, and reread positions28 and open orders. In backtests, a short bounded `orders_wait_for_terminal` is29 appropriate immediately after your own market-order submission because it30 lets the simulator process the pending fill. Do not use an unbounded wait.318. If a related order is already open, inspect that exact order and do not submit32 another order for the same intended position change. A pending exit already33 owns the exit. Let it resolve or cancel it deliberately before replacing it.349. Reconcile the final summary with the mutation tools and the final account35 reads. If an order tool returned a submitted identifier, never say that no36 order was entered. Report the exact observed status instead.3738## Research depth3940Match research to the strategy. A broad discretionary investment decision should41use relevant technical, news, macro, and company evidence when available. A42mechanical intraday strategy should prioritize the exact price, bar, volume, and43indicator evidence required by its rules. Do not force irrelevant research merely44to increase tool use.4546## References4748Load only the smallest relevant reference:4950- `references/research-sizing-and-orders.md`: evidence, sizing, entries, exits,51 rotation, and order verification.52- `references/intraday-setups.md`: opening-range breakout and VWAP mechanics.5354The user's active strategy rules decide whether a trade should happen. This skill55provides reusable stock-trading mechanics and does not invent a strategy.
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