build-rule

Configure open-xquant risk management and exit rules for trading strategies.

116|38|Updated Feb 26, 2026
One-click install
npx skills add https://github.com/xingwudao/open-xquant --skill build-rule
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: build-rule
Source: https://github.com/xingwudao/open-xquant/tree/main/agent/skills/build-rule
Command: npx skills add https://github.com/xingwudao/open-xquant --skill build-rule

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill eliminates the risk of incorrect risk management and exit logic implementation for open-xquant trading strategies, which can break deterministic execution, produce unreproducible backtest results, or rely on unsupported framework features that fail audit checks.

Core Features & Use Cases

  • Built-in Rule Guidance: Offers clear instructions for using open-xquant's pre-built rule set including StopLossRule, TakeProfitRule, MaxDrawdownRisk, and RebalanceFrequencyRule for common risk and exit needs.
  • Execution Path Safety: Clarifies supported SDK execution paths and current CLI limitations to prevent users from attempting unsupported YAML rule configurations that will not function as expected.
  • Use Case: A quantitative researcher building a momentum strategy can use this Skill to correctly add a 5% stop loss and 20% take profit rule to their strategy while maintaining full reproducibility and audit compliance.

Quick Start

Use the build-rule skill to add a 5% stop loss and 20% take profit rule to my open-xquant momentum strategy.

Frequently Asked Questions about build-rule

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

FAQPage Schema
How do I add stop loss and take profit rules to an open-xquant strategy?

To add stop loss and take profit rules to an open-xquant strategy, configure the pre-built StopLossRule and TakeProfitRule components. This guides correct implementation to maintain deterministic execution and reproducible backtest results.

Why do my open-xquant backtest results break when I add custom exit rules?

Backtest results break when custom exit rules rely on unsupported framework features or non-deterministic logic. Using open-xquant's pre-built rule set like StopLossRule and MaxDrawdownRisk ensures execution path safety and prevents unreproducible outcomes.

Can I configure trading risk rules using YAML files in open-xquant?

Configuring trading risk rules via YAML files is currently unsupported due to CLI limitations in open-xquant. You must use the supported SDK execution paths to ensure rule logic functions correctly and passes audit checks.

What is the best way to implement drawdown guards and rebalance throttling for quant trading?

The best way to implement drawdown guards and rebalance throttling is using open-xquant's MaxDrawdownRisk and RebalanceFrequencyRule. These pre-built components provide deterministic, auditable logic that aligns with the framework's reproducibility guarantees.

Does open-xquant support holding limit rules for momentum strategies?

Yes, open-xquant supports holding limit rules for momentum strategies through its pre-built rule set. Using these supported components ensures your strategy maintains full reproducibility and audit compliance during execution.