feature-f6-volume-spike-cancel
CommunityCancel pending orders on 1s volume spikes.
Finance & Accounting#trading#order management#cancellation#risk control#volume spike#config tuning#backtesting engine
Author13g7895123
Version1.0.0
Installs0
System Documentation
What problem does it solve?
When market activity suddenly spikes, pending orders can get stuck and repeatedly fail to execute efficiently, causing wasted risk exposure and unnecessary order churn.
Core Features & Use Cases
- Pending order spike cancellation: Monitors pending orders and cancels them when the most recent 1-second traded volume exceeds a configurable threshold.
- Same-day entry blocking: After cancellation, marks the symbol for “entry blocked” to prevent immediate re-entries and reduce thrashing.
- Configurable behavior: Uses
f6_enabledto turn the feature on/off andvolume_spike_cancel_thresholdto tune sensitivity; intended for tuning and control alongside related logic (e.g., F4/F5 exits).
Quick Start
Enable F6 and set volume_spike_cancel_threshold to match your desired sensitivity so that any pending order with last_1s_vol above the threshold gets canceled and then blocked for the day.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: feature-f6-volume-spike-cancel Download link: https://github.com/13g7895123/littile-bao/archive/main.zip#feature-f6-volume-spike-cancel Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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