R_SOXL_2026-05-11_2

{"action":"sell","extras":{"indicator":"📌Trend Optimizer Strategy\nAI decision矩阵+ML模型 SHORT → block\nML模型 ❌: XGB:❌(0.2740<0.4000) | LGBM:❌(0.0132<0.4000)\n8层矩阵 proxy❌ 实❌: 硬逆势=2 软逆势=3\n最终仓位: 0%","timeframe":"5","initialSlPct":2.5,"trailingStop":{"ladder":[{"profitPct":2.4,"newStopPct":1},{"profitPct":2.7,"newStopPct":1.8},{"profitPct":4.2,"newStopPct":2.9},{"profitPct":5.5,"newStopPct":4.1}],"trailPct":2,"activationPct":5.3},"originalIndicator":"Trend Optimizer Strategy"},"ticker":"SOXL","quantity":"24","stopLoss":{"stopPrice":182.71},"takeProfit":{"limitPrice":166.71},"referencePrice":178.14,"timeframe":"5","filter_result":{"decision":"reject","rating":"B+4","final_rating":"📌Trend Optimizer Strategy\nSignal: B+4, WMvalue: 40.26, 趋势强度: 100%\n动能一致性: 分歧 (0/4)\nMomo State: 共振多头 (2+2)\nHTF: B-2,pass, WMvalue: -1.13, 趋势强度: 0%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏空 (-1+-1) | 15\nMarket Structure: VOID (UUUU)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑35.1%,距1H支撑15.51%\nDeviation: 56.0% → 仓位x0.6\nMarketRegime: VELOCITY_BULL\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.373 bearish(caution) [XGB:0.403/RF:0.329]\n多维综合评级: B+4 M+4 VOID\nFinal Decision: REJECT - [MRC规则] MRC=4(VELOCITY_BULL)与做空方向冲突\n--- AI decision矩阵+ML模型 ---\nAI decision矩阵+ML模型 SHORT → block\nML模型 ❌: XGB:❌(0.2740<0.4000) | LGBM:❌(0.0132<0.4000)\n8层矩阵 proxy❌ 实❌: 硬逆势=2 软逆势=3 | TSIHA=1.00, Wavematrix=2, momo=4, MAlt=1, MSwing=2\n最终仓位: 0%","reason":"阶段1: B+4级 (总分0.4, WMvalue: 40.26) | 阶段2: HTF规则pass | 阶段3(6维度): 当前动能分歧(0/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=VOID) | 阶段5(OB): OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑35.1%,距1H支撑15.51% | 乖离率: 56.0%(x1.1)→仓位x0.6 | 阶段6(MRC): [MRC规则] MRC=4(VELOCITY_BULL)与做空方向冲突","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":-2.0,"structural_normalized":-1.0,"structural_weighted":-0.1,"total_score":0.4,"momentum_check":{"passed":false,"aligned_count":0,"details":"0/4个指标看跌: 无","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=40.26 > -38.5 (避免超卖)"},"tsi_value":40.25716091481758},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-05-11T12:45:14.264995"}