backtest-outlier-and-bad-tick-filtering SKILL.md skillA
backtest-outlier-and-bad-tick-filtering from himanshuj16/algo-trading-skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add himanshuj16/algo-trading-skills/backtest-outlier-and-bad-tick-filtering@v2.0.0Pins v2.0.0 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- himanshuj16/algo-trading-skills
- Path
skills/backtest-outlier-and-bad-tick-filtering/SKILL.md- Versions recorded
- 5
- Latest version
- v2.0.0, committed Sep 3, 2026
- First version recorded
- Jul 25, 2026
- Size
- 7,743 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when ingesting raw tick or bar files that contain fat-finger prints, test messages, zero prices and out-of-sequence ticks, so one bad print does not create a phantom signal. Every purge also removes a price a stop might genuinely have hit.
Collected from public GitHub. Every version is saved exactly as it was and never changes. Install it at an exact version with the mdr tool, and every file is checked before it reaches your agent. The main file is checked against the SHA-256 fingerprint recorded here, and the others against the fingerprints GitHub keeps for its source commit. The automatic checks below grade the latest version, and the same checks always give the same file the same grade.
What the file says
## When to Use Invoke this skill during data ingestion prior to backtesting. Raw exchange tick files frequently contain anomalous data points: fat-finger bad prints ($10.00$ on a $100.00$ stock), test messages, corrupt quotes during opening auction, or zero-price trades. If unfiltered, a single erroneous low print can trigger a false $+900\%$ momentum signal or hit a stop loss in backtest simulation that could never occur in reality. ## When NOT to Use - **Not for stop-loss, liquidation, or margin-call realism.** Every purge deletes a price the backtest will never see. If a print was genuinely executable, removing it means your simulated stop never fires — the mirror image of the bias this skill exists to prevent. Filter the signal series, keep the raw series for execution modelling. - **Not a substitute for the venue's own erroneous-trade record.** Exchanges break clearly erroneous trades and publish the list. Where that record exists it is authoritative; a statistical filter is a fallback for data you cannot reconcile. …
Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/backtest-outlier-and-bad-tick-filtering@sha256:d08698eeda9fe270The line at the top of this page pins the label v2.0.0, which is what most people want. This one pins the sha256 fingerprint of the contents instead, so it survives a label being moved. Either way the exact version is written to mdr.lock, and mdr install downloads and checks those contents again, so it installs them exactly or stops with an error.
[](https://markdownregistry.com/a/art_d32ygh3klok67ljl)
2 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 5 versions of this file, between Jul 25, 2026 and Sep 3, 2026, about one every 10 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v2.0.0 latest | 2026-09-03 | 8527a51 | 7,743 B | A | view · diff |
| v2.0.0 | 2026-08-13 | 097e217 | 7,780 B | A | view · diff |
| v1.0.0 | 2026-08-07 | 89d1436 | 2,481 B | A | view · diff |
| v1.0 | 2026-07-30 | dfc60c7 | 2,479 B | A | view · diff |
| v1.0 | 2026-07-25 | 11d49bc | 2,490 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (7743 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
- pass: No credential-shaped string
- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
- pass: No recursive delete of root, home or parent
- pass: No instruction to read or print local credentials
- pass: No base64 blob over 200 characters
- pass: No link to a raw IP address
- pass: No script tag
Source
himanshuj16/algo-trading-skills · 50 stars · license Apache-2.0 · pushed 2026-09-14 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_d32ygh3klok67ljl GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/backtest-outlier-and-bad-tick-filtering GET https://markdownregistry.com/api/v1/blob/d08698eeda9fe270a16f6d64c04d42ff35fee4f7199aa4469b26e74fe312a2b1
Your AI assistant does the legwork. You hear about the deals worth your word. Hand yours the standing instructions at modelranch.com and it joins the network that reads files like this one.
Guides: the SKILL.md format and its required fields · what to check before you install a skill · how to pin a skill to an exact version · where to find agent skills · keeping a team on the same skills · which agent file does what.