create-indicator

Create custom technical indicators for the open-xquant framework with tests and registry integration.

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

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill eliminates the risk of inconsistent, untested, or improperly registered custom indicators for the open-xquant quantitative research framework, which would otherwise cause unexpected backtest results, broken workflows, or irreproducible research outputs.

Core Features & Use Cases

  • Standardized Implementation: Enforces consistent naming, pure deterministic computation, and pd.Series output matching all existing open-xquant indicators.
  • Test-First Development: Requires hand-calculated test expectations to catch implementation errors before code is written, ensuring indicator accuracy.
  • Full Registry Integration: Automatically handles package exports and core registry updates for built-in indicators, eliminating manual file editing errors.
  • Use Case: A quant researcher building a custom 20-period volatility indicator can use this Skill to generate a fully tested, properly registered implementation that integrates seamlessly with the open-xquant backtest and audit pipeline.

Quick Start

Use the create-indicator skill to build a new 14-period RSI indicator named 'rsi' that uses the close price column and returns values between 0 and 100.

Frequently Asked Questions about create-indicator

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

FAQPage Schema
How do I create custom technical indicators for open-xquant that integrate with built-in indicators?

To create custom technical indicators for open-xquant, use a standardized implementation pattern that enforces pure deterministic computation and pd.Series output. This ensures seamless integration with the built-in indicator ecosystem and prevents broken backtest workflows.

Why do my custom quantitative research indicators cause irreproducible backtest results?

Custom quantitative research indicators cause irreproducible backtest results when they lack proper registry wiring and standardized implementation. Enforcing test-first development with hand-calculated validations and deterministic computation ensures reproducible indicator behavior.

What is test-first development for open-xquant indicator development?

Test-first development for open-xquant indicator development requires hand-calculated test expectations to catch implementation errors before writing code. This approach ensures indicator accuracy and deterministic, reproducible behavior within the quantitative research framework.

How do I wire a new pandas indicator into the open-xquant registry without manual file editing?

To wire a new pandas indicator into the open-xquant registry, use automated registry integration that handles package exports and core registry updates. This eliminates manual file editing errors and ensures consistent naming and proper registration.

Does open-xquant support custom volatility indicators with pure deterministic computation?

Yes, open-xquant supports custom volatility indicators with pure deterministic computation. You can build fully tested, properly registered implementations that return pd.Series values and integrate seamlessly with the backtest and audit pipeline.

What are the limitations of building open-xquant indicators without standardized implementation patterns?

Building open-xquant indicators without standardized implementation patterns risks inconsistent naming, untested logic, and improper registry wiring. This leads to unexpected backtest results, broken workflows, and irreproducible quantitative research outputs.