close-auction-participation-strategy SKILL.md skillA
close-auction-participation-strategy 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/close-auction-participation-strategy@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/close-auction-participation-strategy/SKILL.md- Versions recorded
- 5
- Latest version
- v2.0.0, committed Sep 3, 2026
- First version recorded
- Jul 30, 2026
- Size
- 7,584 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when providing contra-side liquidity into a US closing cross against a published imbalance feed, or executing a rebalance at the official closing price with price protection. The opening cross is opening-auction-imbalance-based-execution.
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 Use this skill when participating in a US equity closing auction (Nasdaq Closing Cross, NYSE Closing Auction) to provide contra-side liquidity against a published imbalance, or to execute a rebalance order at the official closing price with price protection. The strategy consumes closing-auction imbalance data (paired shares, imbalance shares, imbalance side, near/far indicative clearing prices) and derives a Limit-On-Close (LOC) order that is legal to enter at the intended submission time. ## When NOT to Use **Do NOT use it** for the opening cross (see `opening-auction-imbalance-based-execution`), for halt/IPO crosses or the Extended Trading Close (different order types and cutoffs — the strategy rejects those NOII cross types), or as a way to *take* liquidity in the same direction as an imbalance. It is also not a substitute for a venue order-entry gateway: it produces order parameters, it does not submit or cancel orders. ## Prerequisites - A closing-auction imbalance feed: Nasdaq TotalView-ITCH NOII message (type `I`, Cross Type `C`) or the NYSE closing imbalance publication. …
Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/close-auction-participation-strategy@sha256:5cf0b35fbca11205The 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_szmzhu67lfajxxwr)
2 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 5 versions of this file, between Jul 30, 2026 and Sep 3, 2026, about one every 9 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v2.0.0 latest | 2026-09-03 | 8527a51 | 7,584 B | A | view · diff |
| v2.0.0 | 2026-09-03 | 64e8b01 | 7,546 B | A | view · diff |
| v2.0.0 | 2026-08-22 | 3ed130d | 7,526 B | A | view · diff |
| v1.0.0 | 2026-08-07 | 89d1436 | 3,347 B | A | view · diff |
| v1.0.0 | 2026-07-30 | dfc60c7 | 3,345 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 (7584 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_szmzhu67lfajxxwr GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/close-auction-participation-strategy GET https://markdownregistry.com/api/v1/blob/5cf0b35fbca11205b1ce27882d65e068070170844440a2692ee61fef43295b43
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.