Gap Fill Strategy

Gap Fill Strategy MCP Connector for Claude

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Identify and trade mean-reversion opportunities using deterministic gap fill logic.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner

This MCP server provides a deterministic mean-reversion trading strategy focused on price gaps. It identifies valid gap-up and gap-down opportunities by filtering for volatility and size, ensuring trades avoid exhaustion gaps. Use analyze_gap_opportunities to scan historical OHLC and ATR data, calculate_trade_signals to determine precise entry, stop-loss, and take-profit levels based on intra-day movement, and track_gap_status to monitor the progress of a gap fill over time.

mean-reversiongap-filltrading-strategyohlcvolatility

3 tools expose this connector's capabilities to your AI agent.

analyze_gap_opportunities

Evaluates historical price data to identify valid gap-up or gap-down opportunities

calculate_trade_signals

Determines if a specific gap presents a valid entry signal based on intra-day price movement

track_gap_status

Monitors the status of an active or recent gap to measure how effectively the gap is being filled

See how to talk to your AI agent using Gap Fill Strategy.

Analyze these OHLC and ATR values for gap opportunities.

I have identified a valid gap-down opportunity with a size of 1.5% and no exhaustion risk.

Calculate the trade signal for this specific gap.

A BUY signal is generated with an entry price of 150.00, a stop-loss at 147.00, and a take-profit at 155.00.

How much progress has been made on the current gap fill?

The gap is currently 45% filled and has taken 3 trading days to reach this level.

A gap is valid if it is at least 1% from the previous close, less than 5% in total size, and not an exhaustion gap (less than 3x ATR).

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