Stock Trading

Load this skill before using stocks or ETFs as part of a trading decision. If a broad mandate leads you to a stock idea, load it before submitting an order.

Core workflow

1. Read portfolio value, cash, current positions, and open orders.
2. Retrieve the current price and recent price history for every serious candidate. Read that history with market_historical_prices, also for a single symbol; pass table_name to query it with duckdb_query. market_load_history_table does not replace it before a stock order. Compute averages and indicators with a tool (get_indicator, get_indicators, or duckdb_query over loaded bars), never by mental arithmetic, and quote the tool's value.
3. Use batch tools for a universe. Do not loop one symbol at a time when a batch price or history tool can return the same evidence.
4. Evaluate the user's entry, exit, sizing, and frequency rules against current evidence. Write down the decisive condition and whether it is true before submitting an order. Do not invent missing signals.
5. Size from current portfolio value, available cash, current price, volatility or stop distance, and the user's risk rules. For a notional cap, calculate the maximum notional and call risk_calculate_stock_quantity; use its returned whole-share quantity unchanged. Verify its notional is at or below both the cap and available cash before submission. Submit only when the returned quantity is greater than zero; otherwise make a no-trade decision.
6. Submit the selected order once. Price a limit order from the current market_last_price result, never from a historical bar's close: a buy limit below the current price usually does not fill. Follow the order tool's guidance when the order must fill this session. This is for a new order; it is never a reason to modify an order that is already pending (see step 8).
7. Capture the returned identifier, inspect that exact order, and reread positions and open orders. In backtests, a short bounded orders_wait_for_terminal is appropriate immediately after your own market-order submission because it lets the simulator process the pending fill. Do not use an unbounded wait.
8. If a related order is already open, inspect that exact order and do not submit another order for the same intended position change. A pending exit already owns the exit: leave it in place and report that it owns the position change. Do not cancel and replace a pending order, or modify it, to make it fill sooner unless the user's rules explicitly ask for that.
9. Reconcile the final summary with the mutation tools and the final account reads. If an order tool returned a submitted identifier, never say that no order was entered. Report the exact observed status instead.

Research depth

Match research to the strategy. A broad discretionary investment decision should use relevant technical, news, macro, and company evidence when available. A mechanical intraday strategy should prioritize the exact price, bar, volume, and indicator evidence required by its rules. Do not force irrelevant research merely to increase tool use.

References

Load only the smallest relevant reference:

• references/research-sizing-and-orders.md: evidence, sizing, entries, exits, rotation, and order verification.
• references/intraday-setups.md: opening-range breakout and VWAP mechanics.

The user's active strategy rules decide whether a trade should happen. This skill provides reusable stock-trading mechanics and does not invent a strategy.