R_SOXL_2026-05-13_2

{"action":"sell","extras":{"indicator":"📌Trend Optimizer Strategy\nAI decision矩阵+ML模型 SHORT → block\nML模型 ❌: XGB:❌(0.2704<0.4000) | LGBM:❌(0.0508<0.4000)\n8层矩阵 proxy❌ 实❌: 硬逆势=2 软逆势=1\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":"18","stopLoss":{"stopPrice":185.29},"takeProfit":{"limitPrice":170.27},"referencePrice":181.0,"timeframe":"5","filter_result":{"decision":"reject","rating":"C+0","final_rating":"📌Trend Optimizer Strategy\nSignal: C+0, WMvalue: 33.31, 趋势强度: 64.7%\n动能一致性: 分歧 (1/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: C+4,pass, WMvalue: 36.91, 趋势强度: 35.3%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 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36.13%,距1H支撑53.52%\nDeviation: 20.5% → 仓位x1.0\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.402 weak(caution) [XGB:0.437/RF:0.349]\n多维综合评级: C+0 M0 VOID\nFinal Decision: REJECT - [MRC规则] MRC=6(APEX_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:❌(0.2704<0.4000) | LGBM:❌(0.0508<0.4000)\n8层矩阵 proxy❌ 实❌: 硬逆势=2 软逆势=1 | TSIHA=1.00, Wavematrix=2, MAlt=1\n最终仓位: 0%","reason":"阶段1: C+0级 (总分0.4, WMvalue: 33.31) | 阶段2: HTF规则pass | 阶段3(6维度): 当前动能分歧(1/4)，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36.13%,距1H支撑53.52% | 乖离率: 20.5%(x1.2)→仓位x1.0 | 阶段6(MRC): [MRC规则] MRC=6(APEX_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":6.0,"limited":5.0},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":2,"momo_composite_score":0},"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":1,"details":"1/4个指标看跌: RSIHA","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=33.31 > -38.5 (避免超卖)"},"tsi_value":33.30771446863941},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-05-13T12:35:10.322808"}