strategy-generate

Parse user intent to design and backtest quantitative trading strategies.

Updated Jun 12, 2026
One-click install
npx skills add https://github.com/GGwujun/SigmX --skill strategy-generate-ggwujun
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: strategy-generate
Source: https://github.com/GGwujun/SigmX/tree/main/agent/src/skills/strategy-generate
Command: npx skills add https://github.com/GGwujun/SigmX --skill strategy-generate-ggwujun

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Create, modify, and optimize quantitative trading strategies, then backtest and evaluate them.

Core Features & Use Cases

  • Strategy parsing: interpret user intent, extract instruments and time ranges, and generate a runnable config.json.
  • Strategy design & coding: draft the signal engine (signal_engine.py) and integrate with a backtest workflow.
  • Backtesting & evaluation: run the built-in backtest tool and interpret artifacts like metrics to guide iteration.
  • Use Case: A user asks to backtest a dual-EMA strategy on AAPL from 2024-01-01 to 2024-12-31; the skill produces config.json and code, runs backtest, and returns metrics.

Quick Start

Instruct the system to generate a backtest-ready strategy by specifying instruments and date range, then implement config.json and signal_engine.py and run the backtest for results.

Frequently Asked Questions about strategy-generate

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

FAQPage Schema
How do I generate and backtest a quantitative trading strategy from scratch?

To generate and backtest a quantitative trading strategy, you specify the target instruments and date range, which produces a runnable config.json and signal_engine.py, then runs the built-in backtest tool to return performance metrics.

What is a signal engine in quantitative backtesting?

A signal engine in quantitative backtesting is a Python module (signal_engine.py) that defines trading logic and adheres to the SignalEngine contract, ensuring the generated strategy integrates seamlessly with the backtest workflow.

Can I backtest a dual-EMA strategy on specific stocks like AAPL?

Yes, you can backtest a dual-EMA strategy on AAPL by instructing the system with the instrument and date range, such as 2024-01-01 to 2024-12-31, which parses the intent to generate and run the backtest-ready project.

How do I configure a backtest run using config.json?

You configure a backtest run using config.json by defining the extracted instruments and time ranges, which allows the quantitative workflow to parse the parameters and execute the backtest tool to generate evaluation metrics.

What limitations exist when modifying quantitative trading strategies?

When modifying quantitative trading strategies, limitations include ensuring the output code strictly adheres to the SignalEngine contract and passes syntax validation before the built-in backtest tool can successfully execute and generate metrics.