tw-day-trading
CommunityDisciplined Taiwan intraday trading workflow.
Finance & Accounting#watchlist#intraday#vwap#tw-day-trading#event-sync#quantitative-trading-decision-system
AuthorChenHom
Version1.0.0
Installs0
System Documentation
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.
Dependency Matrix
Required Modules
None requiredComponents
scriptsreferencesassets
💻 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: tw-day-trading Download link: https://github.com/ChenHom/note/archive/main.zip#tw-day-trading Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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