ai-signal-aggregator

Consolidate and weight trading strategy signals into a composite directional output.

10|2|Updated Mar 8, 2026
One-click install
npx skills add https://github.com/mahmoud20138/Tradecraft --skill ai-signal-aggregator
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: ai-signal-aggregator
Source: https://github.com/mahmoud20138/Tradecraft/tree/main/plugins/tradecraft/skills/ai-signal-aggregator
Command: npx skills add https://github.com/mahmoud20138/Tradecraft --skill ai-signal-aggregator

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Consolidates signals from multiple trading strategies into a single, reliable composite signal to reduce conflicting guidance and improve decision quality.

Core Features & Use Cases

  • Ensemble signal fusion: combines signals from trend-following, mean-reversion, momentum, and other strategies into a unified directional view.
  • Confidence-calibrated recommendations: provides a probabilistic assessment and risk guidance for position sizing.
  • Use Case: traders can align signals across diversified strategies and timeframes, using the master signal to guide entries and risk management.

Quick Start

Aggregate the latest strategy outputs into a composite signal and present a buy/sell recommendation with confidence.

Frequently Asked Questions about ai-signal-aggregator

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I consolidate multiple trading strategy signals into a single composite signal?

To consolidate multiple trading strategy signals, you can aggregate and weight outputs from trend-following, mean-reversion, and momentum strategies into a single composite signal using weighted voting and ensemble meta-models.

What is ensemble signal fusion for trading strategies?

Ensemble signal fusion combines directional views from multiple trading strategies across various assets and timeframes into a unified signal, reducing conflicting guidance and improving overall decision quality.

How do I calculate confidence metrics for a buy or sell recommendation across a portfolio?

You can calculate confidence metrics for buy or sell recommendations by applying a calibrated random forest ensemble meta-model to generate probabilistic assessments and risk guidance for position sizing.

Can I apply signal aggregation across different assets and timeframes for portfolio management?

Yes, signal aggregation can be applied across various assets and timeframes for portfolio-wide decision making, allowing you to align diversified strategies and compare performance using a master signal.

When should I use weighted voting versus a random forest model for signal aggregation?

Use weighted voting for straightforward strategy combination, while a random forest ensemble meta-model with calibration is suited for deeper signal fusion, providing probabilistic confidence metrics for risk management.

Why does my portfolio receive conflicting trading signals from different strategies?

Conflicting trading signals arise because different strategies like trend-following and mean-reversion generate opposing directional views; aggregating these signals into a composite signal resolves this conflict.