event-filter

Detect discrete events to manage exit decisions for open positions.

Updated Apr 11, 2026

Search Tags:#risk-management #trading-system #plugin-registry #event-filter #earnings-blackout #news-shock #atr-stop

Ready to run

npx skills add https://github.com/bitandbytes/Argus --skill event-filter

💬 Prompt for ChatGPT / Claude Chat▼

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

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

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.

Core Features & Use Cases

Define an EventFilter ABC to standardize exit plugins
Implement concrete filters (earnings blackout, news shock, ATR stop) and register them in the plugin registry
Wire context data (earnings calendar, bar context) into RiskManager to support robust exit decisioning

Quick Start

Implement the EventFilter base class, register concrete filters, and wire them into RiskManager to enable event-driven exits.

Frequently Asked Questions about event-filter

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

FAQPage Schema

How do I automate event-driven exits for open trading positions?▼

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.

What is an EventFilter and how does it standardize trading exit rules?▼

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.

How do I implement earnings blackout and ATR stop filters in a risk management system?▼

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.

Can I use a plugin registry to manage custom risk management exit filters?▼

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.

Does event-based exit logic require earnings calendar data to manage trade risk?▼

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.

What are the limitations of using event-based exits for open positions?▼

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.