detect-atr-squeeze-regime

Community

Spot volatility squeezes and optimize risk.

Authorfatfingererr
Version1.0.0
Installs0

System Documentation

What problem does it solve?

Detects whether an asset enters a volatility-dominated squeeze regime by comparing ATR% to a 3-year baseline.

Core Features & Use Cases

  • Regime classification: assigns regimes as orderly_market, elevated_volatility_trend, or volatility_dominated_squeeze based on ATR% and baseline ratio.
  • Actionable risk guidance: supplies recommended stop multiples, position scaling, and suitable timeframes and instruments per regime.
  • Single and batch analysis: supports quick checks for a single symbol, batch scanning across multiple assets, and backtests to assess performance.
  • Use Case: evaluate silver futures SI=F to determine if volatility is squeezing and tailor trading tactics accordingly.

Quick Start

Quick start: run a quick single-symbol check, then perform a full analysis or batch scan to identify squeeze opportunities across assets.

Dependency Matrix

Required Modules

pandasyfinance

Components

scriptsreferences

💻 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: detect-atr-squeeze-regime
Download link: https://github.com/fatfingererr/macro-skills/archive/main.zip#detect-atr-squeeze-regime

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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