create-signal

Create validated trading signal components for the open-xquant kernel.

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

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill eliminates the risk of creating inconsistent, unvalidated trading signals that break reproducibility and audit requirements for open-xquant quant research workflows, which is critical for maintaining trustworthy backtest results.

Core Features & Use Cases

  • Test-First Signal Development: Enforces writing hand-crafted test cases for output domain, trigger scenarios, and NaN behavior before implementing signal logic.
  • Built-in Registry Integration: Automatically wires new signals into the open-xquant kernel's component registry so they are discoverable by spec and backtest workflows.
  • Use Case: A quant researcher building a custom signal that triggers a sell when the RSI crosses above 70 can use this Skill to ensure the signal has proper test coverage, no future data bias, and is fully integrated with the framework.

Quick Start

Use the create-signal skill to build a new custom trading signal that triggers a buy when the 20-day moving average crosses above the 50-day moving average, with full test coverage and registry integration.

Frequently Asked Questions about create-signal

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

FAQPage Schema
How do I create reproducible trading signals for quant research?

Reproducible trading signals require strict output domain validation and test-first development to eliminate inconsistent custom implementations. This approach enforces deterministic execution by writing test cases for trigger scenarios and NaN behavior before implementing signal logic.

Why do my custom trading signals break backtest audit requirements?

Trading signals break audit requirements due to unvalidated logic, future data bias, and inconsistent custom implementations. Enforcing causal bias prevention, strict output domain validation, and automatic registry wiring ensures signals meet deterministic execution and audibility standards.

How do I prevent causal bias when building custom trading-intent triggers?

Preventing causal bias in trading-intent triggers requires enforcing test-first development with hand-crafted test cases for output domains and trigger scenarios. Automatic registry wiring and strict validation prevent future data bias from entering vectorized signal logic.

Can I use moving average crossover signals with open-xquant workflows?

Moving average crossover signals integrate with open-xquant workflows through automatic component registry wiring. Custom vectorized trading-intent triggers like crossovers, threshold breaches, and condition checks are discoverable by spec and backtest workflows when properly validated.

What's the best way to test trading signal NaN behavior before backtesting?

Testing trading signal NaN behavior requires a test-first development approach that enforces writing hand-crafted test cases for output domains, trigger scenarios, and NaN behavior before implementing signal logic. This ensures reliable deterministic execution during backtests.

Does open-xquant require registry wiring for custom threshold breach signals?

Open-xquant requires automatic registry wiring for custom threshold breach signals to ensure they are discoverable by spec and backtest workflows. This integration enforces deterministic execution and audibility standards for quant research component implementations.