feature-f5-volume-spike-exit

Execute an immediate market sell when one-second cumulative volume exceeds a configurable threshold.

Updated Apr 20, 2026
One-click install
npx skills add https://github.com/13g7895123/littile-bao --skill feature-f5-volume-spike-exit
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: feature-f5-volume-spike-exit
Source: https://github.com/13g7895123/littile-bao/tree/main/.github/skills/feature-f5-volume-spike-exit
Command: npx skills add https://github.com/13g7895123/littile-bao --skill feature-f5-volume-spike-exit

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

解决持仓期间出现主力出货/爆量杀尾时,人工难以及时在关键时刻止损或兑现的问题。

Core Features & Use Cases

  • 持仓爆量触发市价卖出:当持仓状态下最近 1 秒累积成交量超过门檛时,立即执行市价卖出。
  • 可调节的爆量阈值与窗口:通过配置 volume_spike_sell_threshold 控制触发门槛,并可按需要调整 1 秒成交量的计算逻辑。
  • 与其他策略的执行顺序建议:与 F4 等其他功能配合,建议优先执行 F5 以避免在涨停刚打开时被后续规则覆盖。

Quick Start

先把配置项 f5_enabled 打开,并将 volume_spike_sell_threshold 调整到你希望的“一秒成交张数”门檻后运行策略。

Frequently Asked Questions about feature-f5-volume-spike-exit

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

FAQPage Schema
How do I execute an automated market sell when real-time ticks show a volume spike?

To execute an automated market sell during a volume spike, this Skill monitors real-time tick updates and triggers an immediate market sell order when the rolling one-second cumulative volume exceeds your configured threshold. It operates within the position holding branch to automate risk control exits.

How do I configure the volume spike threshold for real-time trading risk control?

You configure the volume spike threshold by adjusting the `volume_spike_sell_threshold` parameter to your desired one-second volume limit. You must also enable the feature by setting `f5_enabled` to true before running your strategy.

What is a one-second volume spike exit strategy in tick-driven trading?

A one-second volume spike exit strategy is a risk control mechanism that monitors rolling one-second volume accumulation from tick data. It aims to reduce drawdown by automatically executing a full position market sell when sudden institutional selling volume is detected.

Can I use this volume spike sell logic with other strategy execution rules?

Yes, you can use this volume spike sell logic with other strategy rules. It is recommended to prioritize executing this volume spike exit to prevent other rules from overriding the sell signal when a limit-up price initially opens.

Does this market sell trigger require specific dependencies or components?

No specific dependencies or components are required. The logic directly compares `StockState.last_1s_vol` against your configured threshold and calls the internal `_do_sell` function with the full position quantity to execute the trade.