Signal Aggregation Skill

Combines signals from multiple sources into confidence-weighted trade recommendations.

Capabilities

This skill enables the agent to:

1. Aggregate signals from orderflow (L2/footprint patterns)
2. Include technical scanner signals (RSI, MACD, moving averages)
3. Incorporate AI brain analysis (entry analysis, risk assessment)
4. Execute trades based on unified signal strength

Signal Sources

Source	Data	Weight
Orderflow	L2 imbalance, bid/ask walls	High
Scanner	RSI, MACD, SMA crossovers	Medium
Brain	Entry confidence, position sizing	High

Procedural Steps

1. Request Unified Signal

Call: get_aggregated_signal(symbol: str, account_size?: float)
Endpoint: POST http://localhost:8011/signal

2. Interpret Signal Strength

Strength	Confidence	Action
STRONG	>80%	Execute immediately
MODERATE	50-80%	Consider with caution
WEAK	<50%	Wait for better setup

3. Execute (if Strong Signal)

Call: execute_aggregated_signal(symbol: str)
Endpoint: POST http://localhost:8011/execute

This automatically:

• Gets unified signal
• Validates through confirmation mesh
• Routes to broker if approved

Example Workflow

# Get unified signal for AAPL
signal = await get_signal({
    "symbol": "AAPL",
    "include_orderflow": True,
    "include_scanner": True,
    "include_brain": True,
    "account_size": 100000
})

# Check strength
if signal.strength == "STRONG" and signal.confidence > 0.8:
    # Execute with confidence
    result = await execute("/execute", {
        "symbol": "AAPL",
        "account_size": 100000
    })
else:
    # Wait for better setup
    log(f"Signal too weak: {signal.strength}, {signal.confidence}")

Safety Guardrails

• Never execute WEAK signals
• Always include orderflow for real-time context
• Verify all sources agree on direction before STRONG signal
• Use suggested_quantity from brain's position sizing