tw-day-trading

Plan and execute Taiwan day-trading workflows with pre-market, intraday, and force-exit protocols.

Updated Dec 26, 2022
One-click install
npx skills add https://github.com/ChenHom/note --skill tw-day-trading
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: tw-day-trading
Source: https://github.com/ChenHom/note/tree/main/ai/skills/tw-day-trading
Command: npx skills add https://github.com/ChenHom/note --skill tw-day-trading

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) and references (resource) and assets (resource) components.

What problem does it solve?

Taiwan stock intraday planning and execution can be chaotic without a disciplined, auditable workflow. This Skill structures day-trading into repeatable steps that align with a QTDS-based project, enabling clear decision-making, risk controls, and traceable runtime checks.

Core Features & Use Cases

  • Structured workflow: maps pre-market, intraday supplements, and exit rules into a repeatable process.
  • QTDS alignment: mirrors the quantitative-trading-decision-system for workflow consistency and risk controls.
  • Operational guidance: provides SOP-like guidance for pre-market checklist, 09:15/09:30 supplements, live entries/exits, and 13:20 force-exit.
  • Documentation templates: references and templates for post-market reviews and intraday audits.

Quick Start

Outline a Taiwan day-trading session with pre-market prep, intraday supplements, and 13:20 force-exit checks for a QTDS-backed workflow.

Frequently Asked Questions about tw-day-trading

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

FAQPage Schema
How do I structure a Taiwan day-trading workflow with pre-market and intraday checklists?

A Taiwan day-trading workflow structures intraday planning into repeatable pre-market checklists, 09:15/09:30 intraday supplements, and 13:20 force-exit rules aligned with the QTDS framework for auditable risk controls.

What is the quantitative trading decision system (QTDS) workflow for intraday trading?

The QTDS workflow enforces disciplined day-trading by mapping pre-market preparation, live entries, and force-exit protocols into a structured, auditable process that ensures clear decision-making and traceable runtime checks.

How do I execute a 13:20 force-exit for Taiwan intraday positions?

To execute a 13:20 force-exit, follow the operational SOP guidance provided within the day-trading workflow to systematically close intraday positions and ensure compliance with QTDS risk control rules.

Does this day-trading workflow support VWAP and watchlist tracking for Taiwan stocks?

Yes, the workflow supports VWAP and watchlist tracking by integrating intraday supplements and event-sync capabilities to monitor live market data and plan entries within the structured day-trading protocol.

How do I document post-market reviews and intraday audits for Taiwan day-trading?

You document post-market reviews and intraday audits using the provided documentation templates and references to ensure traceable runtime checks and maintain an auditable day-trading decision log.

Can I use this structured trading workflow without a quantitative background?

You can use it without deep quantitative expertise, but aligning with the QTDS framework requires understanding basic intraday risk controls, pre-market checklists, and force-exit rules to execute the Taiwan day-trading workflow properly.