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algo-strategy

algo-strategy

github.com/marketcallsOther945 installsUpdated 26w ago
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About algo-strategy

A skill that creates a dual-mode trading strategy file from an available template, with user-selected symbol, exchange, interval, indicator library, and execution type. It writes strategies under the designated strategies directory and gives backtest and live-run commands.

Key features

  1. 01Supports multiple strategy templates
  2. 02Configures symbol, exchange, and interval
  3. 03Prompts for indicator library and execution type
  4. 04Generates host-compatible strategy files
  5. 05Provides backtest and live-run commands

Use cases

  1. 01Creating a strategy from a catalog template
  2. 02Setting up an ML strategy with its training file
  3. 03Preparing a strategy for backtesting or live execution

Install

Copy the command and run it in a terminal.

$npx skills add https://github.com/marketcalls/openalgo-execution-skills --skill algo-strategy

After installing, type/algo-strategyin Claude Code to confirm it loaded.

Details

From the project README

Create a complete dual-mode strategy file from a template.

Arguments

Parse $ARGUMENTS as: template symbol exchange interval

  • $0 = template (e.g. ema-crossover, rsi, supertrend, donchian, macd, opening-range, atr-breakout, bb-squeeze, ml-logistic, ml-xgb, pairs-trading, regime-trend, event-driven)
  • $1 = symbol (e.g. SBIN, RELIANCE, NIFTY). Default: template's catalog default
  • $2 = exchange (e.g. NSE, NSE_INDEX, NFO). Default: template's catalog default
  • $3 = interval (e.g. 1m, 5m, 15m, D). Default: template's default

If no arguments, ask the user which template they want. See algo-expert/rules/strategy-catalog.md.

Required prompts before generation

After parsing arguments, ASK the user (do not assume defaults silently):

  1. Indicator library: (1) openalgo [default] (2) talib

    • Default openalgo. talib's user must confirm explicitly.
    • Specialty indicators (Supertrend, Donchian, Ichimoku, HMA, KAMA) always use openalgo regardless.

  2. Execution type - default depends on template (see strategy-catalog.md):

    • (1) end-of-candle (eoc) - signal at bar close, MARKET on next bar (default for most)
    • (2) real-time limit (limit) - tick-driven LIMIT placement (default for atr-breakout)
    • (3) stop-trigger (stop) - broker-side SL/SL-M (default for opening-range)

    Tell the user the recommended default for their template and let them override.

Instructions

  1. Read algo-expert/rules/unified-strategy-pattern.md, mode-toggle.md, and execution-types.md.
  2. Read the matching template at algo-expert/rules/assets/<template>/strategy.py as the starting point.
  3. Create strategies/<template>_<symbol>/ directory if not present.
  4. Copy the template into strategies/<template>_<symbol>/strategy.py and:
    • Replace SYMBOL, EXCHANGE, INTERVAL constants with user values
    • Set INDICATOR_LIB to user's choice ("openalgo" or "talib")
    • Set EXECUTION_TYPE to user's choice ("eoc", "limit", "stop")
    • Update STRATEGY_NAME to <template>_<symbol> (default; can be overridden by env)
    • Adjust PRODUCT to match the asset class (NSE equity → MIS or CNC; NFO → NRML)
    • Adjust QUANTITY to a reasonable starting value (1 for equity, lot size for futures)
  5. For ML templates (ml-logistic, ml-xgb), also copy train.py and remind the user to run it BEFORE running the strategy: 
    python strategies/ml_logistic_RELIANCE/train.py
  6. The file must be host-compatible per self-hosted-strategies.md:
    • Reads HOST_SERVER first, then OPENALGO_HOST fallback
    • Reads OPENALGO_STRATEGY_EXCHANGE for exchange
    • SIGTERM/SIGINT handlers installed
    • stdout-only logging
    • dispatcher reads env MODE if no --mode CLI arg
  7. Print:
    • File location
    • Next steps:
      • Backtest: python strategies/<name>/strategy.py --mode backtest
      • Live: python strategies/<name>/strategy.py --mode live
      • Upload to /python: /algo-host <name> to validate and generate upload guide

Available templates

TemplateDefault symbolDefault exchangeDefault intervalDefault execution
ema-crossoverSBINNSE5meoc
rsiRELIANCENSE15meoc
supertrendNIFTYNSE_INDEX5meoc
donchianNIFTYNSE_INDEXDeoc
macdINFYNSEDeoc
opening-rangeSBINNSE5mstop
atr-breakoutRELIANCENSE5mlimit
bb-squeezeTCSNSE15meoc
ml-logisticRELIANCENSE15meoc
ml-xgbRELIANCENSE15meoc
pairs-tradingSBIN/PNBNSEDeoc (two-leg)
regime-trendRELIANCENSEDeoc (ADX+VIX+volume gates)
event-drivenRELIANCENSEDscheduled-time

For options templates (short-straddle, iron-condor), use /algo-options instead.

Costs

The file's COSTS = cost_lookup(PRODUCT, EXCHANGE) auto-resolves:

  • MIS + NSE → 0.0225% + Rs 20 + 5 bps slippage
  • CNC + NSE → 0.111% + Rs 20 + 3 bps slippage
  • NRML + NFO → 0.018% + Rs 20 + 2 bps slippage (futures)
  • NRML + NFO with options → 0.098% + Rs 20 + 10 bps slippage

If the user wants different broker rates, point them to algo-expert/rules/transaction-costs.md to override the constants.

Risk defaults

The template comes with reasonable RISK values (see strategy-catalog.md). Tell the user these are starting points, not optimal - tune via backtest before live.

Avoid

  • Do not use icons/emojis in code, logger output, or skill text
  • Do not generate files in arbitrary paths - always under strategies/<name>/
  • Do not auto-flip MODE=live without the user explicitly running it

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