strategy-framework
Strategy Framework provides a standardized template for documenting trading strategies with precise, machine-testable rules. It enforces discipline through structured sections covering edge hypotheses, entry/exit conditions, position sizing, risk guardrails, and performance thresholds, enabling reproducible backtesting and live trading validation.
Strategy Framework lets you define trading strategies with testable entry/exit rules and risk parameters.
AI-generated summary based on this skill's SKILL.md
Install
agiprolabs/claude-trading-skills/strategy-framework · repository language: Python
git clone https://github.com/agiprolabs/claude-trading-skills
cp -r claude-trading-skills/skills/strategy-framework ~/.claude/skills/strategy-frameworkFrequently asked questions
AI-generated answers based on this skill's SKILL.md and metadata
How do I create a trading strategy template with strategy-framework?
Strategy Framework provides a standardized template for documenting trading strategies with precise, machine-testable rules. The template enforces discipline through structured sections covering edge hypotheses, entry/exit conditions, position sizing, risk guardrails, and performance thresholds. This enables reproducible backtesting and live trading validation by ensuring every strategy component is explicitly defined and testable before deployment.
How can I define entry and exit rules for trading with this framework?
Strategy Framework requires you to document entry and exit conditions as explicit, machine-testable rules rather than vague guidelines. You specify the exact price levels, indicators, or market conditions that trigger entry, along with corresponding exit rules including stop-loss and take-profit thresholds. This precision enables automated backtesting and eliminates ambiguity during live trading execution.
What position sizing and risk management framework does strategy-framework offer?
Strategy Framework establishes portfolio-level risk controls and position sizing rules as core components. You define position size based on account risk, volatility, or fixed percentages, then set guardrails for maximum drawdown, correlation limits, and aggregate exposure. These rules ensure disciplined capital allocation and prevent catastrophic losses across your strategy portfolio.
How do I backtest a trading strategy with historical data using this tool?
Strategy Framework enables backtesting by enforcing documented entry/exit rules and position sizing that can be applied to historical data. Your strategy's testable rules feed directly into validation workflows, allowing you to measure performance metrics and walk-forward validation before live trading. This reproducible approach reveals curve-fitting risks and confirms edge validity.
What is the strategy lifecycle from hypothesis to retirement in strategy-framework?
Strategy Framework implements a disciplined lifecycle: start with a testable hypothesis about market inefficiency, document entry/exit rules and risk controls, backtest against historical data, validate with paper trading, deploy to live trading with monitoring thresholds, and finally retire the strategy when performance degrades or market regime shifts. Each stage has defined gates and performance criteria.
How does strategy-framework help me avoid curve fitting in backtesting?
Strategy Framework enforces walk-forward validation and out-of-sample testing by structuring your strategy documentation upfront, before optimization. By separating hypothesis definition from parameter tuning, and requiring explicit performance thresholds, the framework discourages over-optimization to historical data. Strategy retirement rules also trigger when live performance diverges from backtest results, signaling regime change or overfitting.
SKILL.md
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Strategy Framework
A standardized system for defining, documenting, testing, and managing trading strategies. This skill provides templates and tools that enforce discipline, enable reproducibility, and make strategies testable.
Why a Strategy Framework Matters
Trading without a written strategy framework leads to: - Inconsistency: ad-hoc decisions driven by emotion rather than rules - Untestability: vague ideas that cannot be backtested or evaluated - Scope creep: strategies that drift without version-controlled definitions - Unmanaged risk: missing stop losses, position limits, or drawdown halts
A strategy framework forces you to: 1. State a falsifiable hypothesis about a market inefficiency 2. Define precise, machine-testable entry and exit rules 3. Specify position sizing and risk parameters before trading 4. Set minimum performance criteria for continuation or retirement 5. Track changes through versioned strategy documents
Strategy Definition Template
Every
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File tree — 5 files
skills/strategy-framework/SKILL.md
skills/strategy-framework/references/strategy_template.md
skills/strategy-framework/references/strategy_types.md
skills/strategy-framework/scripts/define_strategy.py
skills/strategy-framework/scripts/strategy_scorecard.py