smc

Detect market structure shifts and liquidity imbalances in OHLCV data.

Updated Jul 29, 2026
One-click install
npx skills add https://github.com/santoosaraujo/vibe-trading-claude --skill smc-santoosaraujo
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: smc
Source: https://github.com/santoosaraujo/vibe-trading-claude/tree/main/.claude/skills/smc
Command: npx skills add https://github.com/santoosaraujo/vibe-trading-claude --skill smc-santoosaraujo

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires smartmoneyconcepts, pandas, numpy, requests, and includes references (resource) components.

What problem does it solve?

This Skill addresses the difficulty of identifying institutional market behavior by automating the detection of complex price action patterns that signal trend shifts and continuations.

Core Features & Use Cases

  • Structural Analysis: Automatically identifies Break of Structure (BOS) and Change of Character (ChoCH) to map market trends.
  • Liquidity & Imbalance Detection: Pinpoints Fair Value Gaps (FVG) and Order Blocks to identify high-probability entry and exit zones.
  • Use Case: A trader can use this to scan multiple assets for institutional-grade signals, filtering out noise by requiring both structural confirmation and FVG alignment.

Quick Start

Use the smc skill to analyze the latest market data for BTC-USDT and identify current structural signals.

Frequently Asked Questions about smc

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

FAQPage Schema
How do I detect Break of Structure and Change of Character in OHLCV market data?

To detect Break of Structure (BOS) and Change of Character (ChoCH) in OHLCV market data, this Skill automates institutional market structure analysis to map trend shifts and continuations using the smartmoneyconcepts library and pandas for data manipulation.

What is the best way to identify Fair Value Gaps and Order Blocks for algorithmic trading?

The best way to identify Fair Value Gaps (FVG) and Order Blocks for algorithmic trading is using this Skill to pinpoint liquidity imbalances in financial time-series data, generating high-probability entry and exit signals by filtering out market noise.

Can I use pandas and numpy to scan multiple assets for institutional trading signals?

Yes, you can use pandas and numpy to scan multiple assets for institutional trading signals. This Skill leverages these dependencies to process OHLCV datasets, requiring both structural confirmation and FVG alignment to filter out noise.

Does Python smartmoneyconcepts library support liquidity imbalance detection in financial time-series?

Yes, the Python smartmoneyconcepts library supports liquidity imbalance detection in financial time-series. This Skill implements it to automatically identify complex price action patterns that signal institutional trend shifts and continuations.

Why does automated market structure analysis help filter out noise in algorithmic trading?

Automated market structure analysis helps filter out noise in algorithmic trading by requiring both structural confirmation and FVG alignment to validate institutional behavior, addressing the difficulty of identifying high-probability entry and exit zones manually.