Trading Analysis

Trading Analysis Skill

Overview

Analyze completed trading sessions to extract insights, identify patterns, and generate actionable recommendations. Run automatically at session end or manually for deep analysis.

Use Cases

• End-of-session performance review
• Identify winning/losing patterns
• Extract lessons learned
• Generate improvement recommendations
• Track strategy evolution over time

When to Run

Automatic (Recommended)

• After 24hr test completes
• After daily trading ends
• After strategy changes

Manual

• Before strategy adjustments
• After unusual market conditions
• Weekly performance reviews

Analysis Workflow

1. Extract Session Data

# Parse log for metrics
grep -E "Balance:|P&L:|Trades:|Win Rate:" $LOG_FILE | tail -20
grep -c "entry filled" $LOG_FILE
grep -c "Position opened" $LOG_FILE
grep -c "ERROR" $LOG_FILE
grep -c "WARNING" $LOG_FILE

2. Identify Patterns

Winning Patterns:

• High confidence (>80%) signals
• Specific market conditions
• Entry timing patterns
• Exit success rates

Losing Patterns:

• Errors (division by zero, API failures)
• VPIN kill switch activations
• Choppy market detection
• Late entries (low time remaining)

3. Calculate Metrics

4. Generate Report

Report Structure:

# Trading Session Analysis — YYYY-MM-DD

## Summary
- Duration: X hours
- Trades: X (Y wins, Z losses)
- P&L: $X (Y%)
- Win Rate: X%

## What Went Right
- [Pattern 1]
- [Pattern 2]

## What Went Wrong
- [Issue 1]
- [Issue 2]

## Lessons Learned
1. [Lesson]
2. [Lesson]

## Recommendations
1. [Action item]
2. [Action item]

## Next Session
- Strategy adjustments
- Risk parameter changes

Common Issues & Solutions

Issue: High Error Rate

Symptoms: >5% of cycles have errors Causes:

• Division by zero in position sizing
• API timeouts
• Invalid market data Solutions:
• Add input validation
• Implement retry logic
• Check for None/NaN values

Issue: Low Win Rate (<50%)

Symptoms: More losses than wins Causes:

• Strategy unsuitable for market regime
• Entry thresholds too loose
• Choppy markets Solutions:
• Add volatility filter
• Tighten entry criteria
• Reduce position size in chop

Issue: VPIN Kill Switch Frequent

Symptoms: >10% of time in kill mode Causes:

• Toxic flow prevalent
• VPIN buckets filling too fast
• Market manipulation Solutions:
• Reduce trade frequency
• Increase VPIN threshold
• Avoid specific market times

Issue: No Trades Executed

Symptoms: 0 trades in active session Causes:

• Entry criteria too strict
• Market not moving enough
• API connection issues Solutions:
• Lower min_delta threshold
• Check API connectivity
• Verify market hours

Metrics to Track Over Time

Integration with Other Skills

Before Analysis

1. Run trading-monitor to get session summary
2. Confirm bot stopped cleanly

After Analysis

1. Update strategy configs based on findings
2. Log lessons to memory/
3. Adjust HEARTBEAT alerts if needed

Example Analysis

Session: 24hr Snipe+Maker Test

Raw Data:

• Duration: 24 hours
• Trades: 156
• Wins: 109 (69.9%)
• Losses: 47 (30.1%)
• P&L: +$127 (25.4%)
• Errors: 3 (0.3%)

What Went Right:

• Snipe entries in last 30s highly successful
• Maker exit at 90¢ avoided second taker fee
• VPIN filtered out 12 toxic markets

What Went Wrong:

• 3 division by zero errors (Kelly sizing)
• 4 trades entered with <10s remaining (too late)
• Win rate dropped to 45% during high volatility periods

Lessons:

1. Kelly sizing needs bounds checking
2. Minimum 15s remaining for entry
3. Add volatility filter for position sizing

Recommendations:

1. Fix division by zero in Kelly calc
2. Add min_time_remaining = 15s parameter
3. Reduce size by 50% when volatility > threshold

Cost Comparison

Recommendation: Use this skill for routine analysis, spawn agent only for complex multi-session pattern analysis.