Detect discrete events to manage exit decisions for open positions.
npx skills add https://github.com/bitandbytes/Argus --skill event-filter
Please help me install this Agent Skill. Skill: event-filter Source: https://github.com/bitandbytes/Argus/tree/main/.claude/skills/event-filter Command: npx skills add https://github.com/bitandbytes/Argus --skill event-filter
Event-driven exit logic for open positions, enabling automated, rule-based exits on discrete events (e.g., earnings, news, ATR breaches) to reduce risk and improve outcome consistency.
Implement the EventFilter base class, register concrete filters, and wire them into RiskManager to enable event-driven exits.
High-intent search queries and answers about installing and using this skill.
Automated event-driven exits are managed by detecting discrete events like earnings and news shocks, then applying rule-based exit decisions during daily-bar evaluation to close open positions and reduce risk.
An EventFilter is an abstract base class that standardizes exit plugins for risk management, allowing concrete filters like earnings blackout and ATR stop to be registered and wired into the RiskManager.
Implement the EventFilter base class to create concrete earnings blackout and ATR stop filters, then register them in the plugin registry to wire earnings calendar and bar context data into RiskManager.
Yes, a plugin registry manages custom exit filters by registering concrete EventFilter implementations, enabling consistent and auditable exit decisioning within the RiskManager during daily-bar evaluation.
Yes, event-based exit logic wires context data such as the earnings calendar and bar context into the RiskManager to support robust, automated exit decisions for open positions facing discrete events.
Event-based exits are limited to discrete, identifiable events like earnings, news shocks, and ATR breaches detected during daily-bar evaluation, meaning they do not handle continuous market fluctuations outside these defined scenarios.
tsetsugekkaConvert weekly US earnings and China/US/Japan macro calendars into de-duplicated Google Calendar entries.
IgorGanapolskyCalculate optimal trade position sizes using ATR, Kelly Criterion, and volatility-adjusted methods.
ebrahim-saniCompute portfolio VaR, CVaR, and maximum drawdown across historical, parametric, and Monte Carlo methods.
noartemImplement Template Method and pluggable strategies in Laravel projects.
