ftd-detector
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ChineseFTD Detector Skill
FTD检测器工具
Purpose
用途
Detect Follow-Through Day (FTD) signals that confirm a market bottom, using William O'Neil's proven methodology. Generates a quality score (0-100) with exposure guidance for re-entering the market after corrections.
Complementary to Market Top Detector:
- Market Top Detector = defensive (detects distribution, rotation, deterioration)
- FTD Detector = offensive (detects rally attempts, bottom confirmation)
采用William O'Neil的成熟方法论，检测用于确认市场底部的Follow-Through Day（FTD）信号。生成0-100的质量评分，并提供回调后重新入场的股票敞口指导。
与市场顶部检测器互补：
- 市场顶部检测器 = 防御型（检测派发、轮动、市场恶化）
- FTD检测器 = 进攻型（检测反弹尝试、底部确认）
When to Use This Skill
适用场景
English:
- User asks "Is the market bottoming?" or "Is it safe to buy again?"
- User observes a market correction (3%+ decline) and wants re-entry timing
- User asks about Follow-Through Days or rally attempts
- User wants to assess if a recent bounce is sustainable
- User asks about increasing equity exposure after a correction
- Market Top Detector shows elevated risk and user wants bottom signals
Japanese:
- 「底打ちした？」「買い戻して良い？」
- 調整局面（3%以上の下落）からのエントリータイミング
- フォロースルーデーやラリーアテンプトについて
- 直近の反発が持続可能か評価したい
- 調整後のエクスポージャー拡大の判断
- Market Top Detectorが高リスク表示の後の底打ちシグナル確認
中文场景：
- 用户询问“市场见底了吗？”或“现在重新买入安全吗？”
- 用户观察到市场回调（下跌3%+），想了解重新入场时机
- 用户询问Follow-Through Day或反弹尝试相关问题
- 用户想评估近期的反弹是否可持续
- 用户询问回调后是否可以增加股票敞口
- 市场顶部检测器显示风险升高，用户想要底部信号
原日文场景翻译：
- “市场见底了吗？”“可以重新买入了吗？”
- 回调阶段（下跌3%以上）后的入场时机
- 关于跟进日（FTD）和反弹尝试的问题
- 想要评估近期反弹是否可持续
- 回调后判断是否扩大股票敞口
- 市场顶部检测器显示高风险后，确认底部信号
Difference from Market Top Detector
与市场顶部检测器的区别
| Aspect | FTD Detector | Market Top Detector |
|---|---|---|
| Focus | Bottom confirmation (offensive) | Top detection (defensive) |
| Trigger | Market correction (3%+ decline) | Market at/near highs |
| Signal | Rally attempt → FTD → Re-entry | Distribution → Deterioration → Exit |
| Score | 0-100 FTD quality | 0-100 top probability |
| Action | When to increase exposure | When to reduce exposure |
| 维度 | FTD检测器 | 市场顶部检测器 |
|---|---|---|
| 核心关注 | 底部确认（进攻型） | 顶部检测（防御型） |
| 触发条件 | 市场回调（下跌3%+） | 市场处于或接近高位 |
| 信号流程 | 反弹尝试 → FTD → 重新入场 | 派发 → 恶化 → 离场 |
| 评分 | 0-100的FTD质量分 | 0-100的顶部概率分 |
| 操作建议 | 何时增加敞口 | 何时减少敞口 |
Execution Workflow
执行流程
Phase 1: Execute Python Script
阶段1：运行Python脚本
Run the FTD detector script:
bash
python3 skills/ftd-detector/scripts/ftd_detector.py --api-key $FMP_API_KEYThe script will:
- Fetch S&P 500 and QQQ historical data (60+ trading days) from FMP API
- Fetch current quotes for both indices
- Run dual-index state machine (correction → rally → FTD detection)
- Assess post-FTD health (distribution days, invalidation, power trend)
- Calculate quality score (0-100)
- Generate JSON and Markdown reports
API Budget: 4 calls (well within free tier of 250/day)
执行FTD检测器脚本：
bash
python3 skills/ftd-detector/scripts/ftd_detector.py --api-key $FMP_API_KEY该脚本将：
- 从FMP API获取标普500和QQQ的历史数据（60+交易日）
- 获取两个指数的当前报价
- 运行双指数状态机（回调 → 反弹 → FTD检测）
- 评估FTD后的市场健康状况（派发日、信号失效、趋势强度）
- 计算质量评分（0-100）
- 生成JSON和Markdown报告
API预算： 4次调用（完全在免费版每日250次调用的限额内）
Phase 2: Present Results
阶段2：展示结果
Present the generated Markdown report to the user, highlighting:
- Current market state (correction, rally attempt, FTD confirmed, etc.)
- Quality score and signal strength
- Recommended exposure level
- Key watch levels (swing low, FTD day low)
- Post-FTD health (distribution days, power trend)
向用户展示生成的Markdown报告，重点突出：
- 当前市场状态（回调、反弹尝试、FTD已确认等）
- 质量评分和信号强度
- 建议的敞口水平
- 关键观察点位（摆动低点、FTD当日低点）
- FTD后的市场健康状况（派发日、趋势强度）
Phase 3: Contextual Guidance
阶段3：上下文指导
Based on the market state, provide additional guidance:
If FTD Confirmed (score 60+):
- Suggest looking at leading stocks in proper bases
- Reference CANSLIM screener for candidate stocks
- Remind about position sizing and stops
If Rally Attempt (Day 1-3):
- Advise patience, do not buy ahead of FTD
- Suggest building watchlists
If No Correction:
- FTD analysis is not applicable in uptrend
- Redirect to Market Top Detector for defensive signals
根据市场状态提供额外指导：
若FTD已确认（评分60+）：
- 建议关注处于合适形态的领涨个股
- 参考CANSLIM筛选器选取候选股票
- 提醒注意仓位管理和止损设置
若处于反弹尝试阶段（第1-3天）：
- 建议保持耐心，不要在FTD确认前买入
- 建议建立观察列表
若无回调行情：
- FTD分析在上升趋势中不适用
- 引导用户使用市场顶部检测器获取防御型信号
State Machine
状态机
NO_SIGNAL → CORRECTION → RALLY_ATTEMPT → FTD_WINDOW → FTD_CONFIRMED
↑ ↓ ↓ ↓
└── RALLY_FAILED ←─────────────┘ FTD_INVALIDATED| State | Definition |
|---|---|
| NO_SIGNAL | Uptrend, no qualifying correction |
| CORRECTION | 3%+ decline with 3+ down days |
| RALLY_ATTEMPT | Day 1-3 of rally from swing low |
| FTD_WINDOW | Day 4-10, waiting for qualifying FTD |
| FTD_CONFIRMED | Valid FTD signal detected |
| RALLY_FAILED | Rally broke below swing low |
| FTD_INVALIDATED | Close below FTD day's low |
NO_SIGNAL → CORRECTION → RALLY_ATTEMPT → FTD_WINDOW → FTD_CONFIRMED
↑ ↓ ↓ ↓
└── RALLY_FAILED ←─────────────┘ FTD_INVALIDATED| 状态 | 定义 |
|---|---|
| NO_SIGNAL | 上升趋势，无符合条件的回调 |
| CORRECTION | 下跌3%+且包含3个以上下跌交易日 |
| RALLY_ATTEMPT | 从摆动低点开始反弹的第1-3天 |
| FTD_WINDOW | 第4-10天，等待符合条件的FTD出现 |
| FTD_CONFIRMED | 检测到有效的FTD信号 |
| RALLY_FAILED | 反弹跌破摆动低点 |
| FTD_INVALIDATED | 收盘价低于FTD当日低点 |
Quality Score (0-100)
质量评分（0-100）
| Score | Signal | Exposure |
|---|---|---|
| 80-100 | Strong FTD | 75-100% |
| 60-79 | Moderate FTD | 50-75% |
| 40-59 | Weak FTD | 25-50% |
| <40 | No FTD / Failed | 0-25% |
| 评分区间 | 信号强度 | 建议敞口 |
|---|---|---|
| 80-100 | 强FTD信号 | 75-100% |
| 60-79 | 中等FTD信号 | 50-75% |
| 40-59 | 弱FTD信号 | 25-50% |
| <40 | 无FTD/信号失效 | 0-25% |
API Requirements
API要求
Required: FMP API key (free tier sufficient: 4 calls per execution)
必填： FMP API密钥（免费版足够：每次执行仅需4次调用）
Output Files
输出文件
- JSON:
ftd_detector_YYYY-MM-DD_HHMMSS.json - Markdown:
ftd_detector_YYYY-MM-DD_HHMMSS.md
- JSON:
ftd_detector_YYYY-MM-DD_HHMMSS.json - Markdown:
ftd_detector_YYYY-MM-DD_HHMMSS.md
Reference Documents
参考文档
references/ftd_methodology.md
references/ftd_methodology.mdreferences/ftd_methodology.md
references/ftd_methodology.md- O'Neil's FTD rules in detail
- Rally attempt mechanics and day counting
- Historical FTD examples (2020 March, 2022 October)
- 详细介绍O'Neil的FTD规则
- 反弹尝试机制和天数计算
- 历史FTD案例（2020年3月、2022年10月）
references/post_ftd_guide.md
references/post_ftd_guide.mdreferences/post_ftd_guide.md
references/post_ftd_guide.md- Post-FTD distribution day failure rates
- Power Trend definition and conditions
- Success vs failure pattern comparison
- FTD后的派发日失败率
- 趋势强度（Power Trend）的定义和条件
- 成功与失败模式对比
When to Load References
何时加载参考文档
- First use: Load for full understanding
ftd_methodology.md - Post-FTD questions: Load
post_ftd_guide.md - Regular execution: References not needed - script handles analysis
- 首次使用： 加载以全面理解
ftd_methodology.md - FTD后相关问题： 加载
post_ftd_guide.md - 常规执行： 无需参考文档——脚本将自动完成分析