feature-f1-entry-time-window
CommunityTime-and-queue gated F1 entries before 10:00
Finance & Accounting#trading strategy#entry gating#limit-up queue#time window#configurable thresholds#real-time market data#engine tick logic
Author13g7895123
Version1.0.0
Installs0
System Documentation
What problem does it solve?
It prevents late-session entries by enforcing a strict time cutoff and a liquidity/queue-size gate, so orders are only placed when the best sell queue at the limit-up price remains under a configurable threshold.
Core Features & Use Cases
- Time-gated entry window: Allows F1 entry only before a configured cutoff (default 10:00); once the current time reaches or exceeds the cutoff, the skill blocks entry.
- Limit-up best sell queue threshold: Blocks entry when the tracked “best sell quantity at limit-up” (ask[0] when ask0_price equals the limit-up price) is greater than or equal to a configurable threshold (default 100).
- Strategy tuning & troubleshooting workflow: Supports adjusting entry_before_time and ask_queue_threshold, validating why orders still appear near close, and understanding interaction points with other F-series switches (notably F10/F13 vs exit logic).
Quick Start
Configure the cutoff time and maximum ask-queue threshold in config and run the engine so F1 entries are allowed only when both the time window and the limit-up queue condition are satisfied.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
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Please help me install this Skill: Name: feature-f1-entry-time-window Download link: https://github.com/13g7895123/littile-bao/archive/main.zip#feature-f1-entry-time-window Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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