Retrieve economic release schedules from FXMacroData and check event timing and importance. Use confirmed announcements to inform trade planning, position sizing, and follow-up reviews around inflation reports, employment data, and central bank decisions.
한국어 요약은 준비 중입니다. 영어 요약을 표시하고 있습니다.
Fetch official FXMacroData macro release-calendar events for trade planning, macro regime checks, and event-risk filters. Use before CPI, NFP, GDP, PCE, retail sales, PMI, and central-bank decision windows.
설치하기 전에 에이전트에게 전달되는 지시 내용을 확인할 수 있습니다.
Retrieve official-source macro release-calendar events from FXMacroData. Use this skill when a trade plan needs event timing, confirmed release dates, or a top-tier macro risk check.
Run the calendar script:
python3 skills/fxmacrodata-calendar/scripts/fetch_calendar.py --currency usd --min-tier 1
Review events[] for top-tier releases.
Treat a nonzero exit as an unverified event-risk state, never as an empty
calendar. Only a successful response containing events: [] establishes
that no matching events were returned. The client accepts results only when
the response currency matches the request and data_quality confirms an
official, current, non-proxy, non-fallback, timestamp-complete,
point-in-time-safe source. Each event must include an announcement timestamp
and a non-empty release identifier.
Fold the event timing into the trade plan:
Set FXMACRODATA_API_KEY for authenticated FXMacroData endpoints. Public USD
calendar rows can be fetched without a key. The client uses the canonical
https://api.fxmacrodata.com/v1 endpoint and accepts --min-tier values 1,
2, or 3 only. Live calendar responses currently include market_tier; the
skill treats it as an extension field and requires integer values 1 through 3
for filtering, although the current CalendarReleaseRow OpenAPI schema does
not declare that field.
아직 리뷰가 없습니다. 사용해 본 소감을 남겨 주세요.
로그인 없이 쓸 수 있습니다. 사용 후기, 질문, 작동하지 않은 환경 등을 편하게 남겨 주세요.
아직 댓글이 없습니다. 첫 댓글을 남겨 보세요.
Plan and assess backtests, which test trading rules against historical data. Examine sensitivity to rule changes, trading costs, and data bias, then use supplied performance metrics to generate a structured evaluation with reasons that block adoption.
한국어 요약은 준비 중입니다. 영어 요약을 표시하고 있습니다.
Analyze chart images showing how broadly US stocks are participating in market trends. Assess medium-term conditions and short-term signals, then produce an English report with positioning guidance, alternative scenarios, and risks based on the visible data.
한국어 요약은 준비 중입니다. 영어 요약을 표시하고 있습니다.
Assess how broadly US stock market gains are shared across stocks using public CSV data and optional charts. Produce English reports covering market conditions, trading signals, scenarios, and positioning for different investment timeframes.
한국어 요약은 준비 중입니다. 영어 요약을 표시하고 있습니다.
Turn VCP screening results, which identify narrowing price swings, into breakout trade plans. Calculate entry, stop-loss, target prices, and position sizes using worst-case entries, while applying portfolio risk limits and producing Alpaca-compatible order templates.
한국어 요약은 준비 중입니다. 영어 요약을 표시하고 있습니다.
Screen US growth stocks with William O'Neil's CANSLIM method, which evaluates seven factors including earnings, price strength, trading volume, and market direction. Receive ranked candidates with composite scores, factor breakdowns, market warnings, and data quality notes.
한국어 요약은 준비 중입니다. 영어 요약을 표시하고 있습니다.
Combine three reports on crowded positions, failed reactions to news, and weekly price reversals into one trading setup status. Identify missing or invalid evidence and determine whether the setup is ready for planning.
한국어 요약은 준비 중입니다. 영어 요약을 표시하고 있습니다.