gap-trading-strategy

Community

Turn gaps into edge with fade-the-gap.

Authormahmoud20138
Version1.0.0
Installs0

System Documentation

What problem does it solve?

Gaps in price data create entry opportunities and risk that can be systematically analyzed. This skill provides a framework to detect opening gaps, evaluate the likelihood of gap fills, and apply fade-the-gap or gap-and-go strategies with consistency.

Core Features & Use Cases

  • Gap detection using historical price data and ATR-based thresholds.
  • Evaluation of gap-fill probability and historical performance for up to 20 bars post-gap.
  • Support for typical gap scenarios, including Sunday/weekend gaps and intraday gaps, with options for fade or go strategies.
  • Integration-ready with session-profiler to contextualize gaps within market sessions and volatility.

Quick Start

Run the gap-trading-strategy on your price series to identify tradable gaps and evaluate their potential.

Dependency Matrix

Required Modules

None required

Components

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: gap-trading-strategy
Download link: https://github.com/mahmoud20138/Tradecraft/archive/main.zip#gap-trading-strategy

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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