R_SOXL_2026-05-12_4

{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nAI decision矩阵+ML模型 LONG → dual_pass(ml=125+8l=25)+1H强逆势(强空)→缩50%\nML模型 ✅: XGB:✅(0.7204≥0.3200) | LGBM:✅(0.4081≥0.3200)\n8层矩阵 proxy❌ 实✅: 硬逆势=0 软逆势=0\n最终仓位: 75%","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":"33","stopLoss":{"stopPrice":151.76},"takeProfit":{"limitPrice":180.95},"referencePrice":160.1,"timeframe":"5","filter_result":{"decision":"pass","rating":"A++4","final_rating":"📌Trend Optimizer Strategy\nSignal: A++4, WMvalue: 40.26, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: C-2,reject, 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: V1 (UUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方27.79%,1H支撑上方5.99%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 53.5% → 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: 0.128 bearish(caution) [XGB:0.118/RF:0.144]\n多维综合评级: A++4 M+4 V1\nFinal Decision: PASS - 正常通过\n--- AI decision矩阵+ML模型 ---\nAI decision矩阵+ML模型 LONG → dual_pass(ml=125+8l=25)+1H强逆势(强空)→缩50%\nML模型 ✅: XGB:✅(0.7204≥0.3200) | LGBM:✅(0.4081≥0.3200)\n8层矩阵 proxy❌ 实✅: 硬逆势=0 软逆势=0 | 全部对齐\n最终仓位: 75%","reason":"阶段1: A++4级 (总分0.6, WMvalue: 40.26) | 阶段2: HTF规则reject | 阶段3(6维度): 当前A级强势覆盖HTF规则reject | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方27.79%,1H支撑上方5.99%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 53.5%(x1.15)→仓位x0.6 | 阶段6(MRC): [MRC顺势] VELOCITY_BULL，沿用原决策: pass","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":0.6,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":false,"threshold":40.0,"details":"TSI=40.26 < 40.0 (避免超买)"},"tsi_value":40.25716091481758},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-05-12T17:25:11.388374"}