R_SOXL_2026-05-12_3

{"action":"sell","extras":{"indicator":"📌Trend Optimizer Strategy\nAI decision矩阵+ML模型 SHORT → block\nML模型 ❌: XGB:❌(0.2689<0.4000) | LGBM:❌(0.0096<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":"20","stopLoss":{"stopPrice":183.43},"takeProfit":{"limitPrice":150.5},"referencePrice":171.77,"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32.69%,距1H支撑12.38%\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: 0.351 bearish(caution) [XGB:0.364/RF:0.333]\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:❌(0.2689<0.4000) | LGBM:❌(0.0096<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32.69%,距1H支撑12.38% | 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":"2026-05-12T14:00:28.838487"}

{"data":{"ETFQTY":"1000","obData":"Timeframe: ; Bullish OB: 171.77 - 171.77; Bearish OB: 171.77 - 171.77","symbol":"SOXL","MAtrend":"0","pmaText":"PMA Strong Bearish","POCtrend":"-1","adxValue":"23.2996576005","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"47.743831331","RSIHAsignal":"BearishHA","poc_summary":"Daily POC: 178.00; Prev DailyPOC: 186.00; Weekly POC: 186.00; Prev Weekly POC: 161.00; Monthly POC: 161.00; Prev Monthly POC: 112.00","AIbandsignal":"red downtrend","center_trend":"Strong Bearish","ratingstatus":"Bearish-Strong-TrendDriven","HTFwave_signal":"Bearish","TrendTracerHTF":"-1","ewotrend_state":"Strong Bearish","lastDemandText":"175.7 - 174.66 | 5m","lastSupplyText":"180.14 - 178.99 | 5m","FormattedScores":"S:6 / L:0","rsi_state_trend":"Bearish","wavemarket_state":"Long Weak","Current_timeframe":"5","TrendTracersignal":"-1","MAtrend_timeframe1":"-3","MAtrend_timeframe2":"-1","Middle_smooth_trend":"Bearish","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"181.88"},"action":"sell","extras":{"risk":1,"indicator":"algo Daily Reversal Sell","oscrating":70,"timeframe":"5m","trendrating":120,"referencePrice":171.77},"ticker":"SOXL","quantity":29,"stopLoss":{"stopPrice":180.41},"takeProfit":{"limitPrice":158.81},"timeframe":"5m","signal_type":"passthrough","forwarded_at":"2026-05-12T14:01:57.160612"}