R_SMCI_2026-05-27_1

{"action":"sell","extras":{"indicator":"📌🏆 AIband Strategy Optimizer\nSignal: C+4, WMvalue: 61.63, 趋势强度: 52.9%\n动能一致性: 一致 (3/4)\nMomo State: 共振多头 (2+2)\nHTF: B+0,reject, WMvalue: 7.58, 趋势强度: 29.4%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: VOID (UUUU)\n🟢 OB: pass(+0.5) - 做空信号在4H压力下方运行｜压力:4H压力下方12.43%,1H压力上方1.62%｜支撑:4H支撑上方8.58%,1H支撑上方25.08%\nDeviation: 49.4% → 仓位x0.8\nMarketRegime: NESTED_BULL\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.350 bearish(caution) [XGB:0.364/RF:0.329]\n多维综合评级: C+4 M+4 VOID\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- TDIndicator过滤 ---\nTDIndicator SHORT → rejected ❌\nHTF评分: 0/6 | 8层 ❌ (硬逆=1 软逆=3)\n拒绝: momoCompositeScore=4.0 振荡逆势（需≤-1） | FinalmaintrendScore=6.0 趋势评分不足（需≤-1）\n最终仓位: 0%","timeframe":"15","initialSlPct":2.5,"trailingStop":{"ladder":[{"profitPct":2.2,"newStopPct":1},{"profitPct":2.6,"newStopPct":1.9},{"profitPct":4.2,"newStopPct":2.9},{"profitPct":5.3,"newStopPct":4.3}],"trailPct":2,"activationPct":5.3},"originalIndicator":"🏆 AIband Strategy Optimizer"},"ticker":"SMCI","quantity":"41","stopLoss":{"stopPrice":38.84},"takeProfit":{"limitPrice":33.79},"referencePrice":36.96,"timeframe":"15","filter_result":{"decision":"reject","rating":"C+4","final_rating":"📌🏆 AIband Strategy Optimizer\nSignal: C+4, WMvalue: 61.63, 趋势强度: 52.9%\n动能一致性: 一致 (3/4)\nMomo State: 共振多头 (2+2)\nHTF: B+0,reject, WMvalue: 7.58, 趋势强度: 29.4%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: VOID (UUUU)\n🟢 OB: pass(+0.5) - 做空信号在4H压力下方运行｜压力:4H压力下方12.43%,1H压力上方1.62%｜支撑:4H支撑上方8.58%,1H支撑上方25.08%\nDeviation: 49.4% → 仓位x0.8\nMarketRegime: NESTED_BULL\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.350 bearish(caution) [XGB:0.364/RF:0.329]\n多维综合评级: C+4 M+4 VOID\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- TDIndicator过滤 ---\nTDIndicator SHORT → rejected ❌\nHTF评分: 0/6 | 8层 ❌ (硬逆=1 软逆=3)\n拒绝: momoCompositeScore=4.0 振荡逆势（需≤-1） | FinalmaintrendScore=6.0 趋势评分不足（需≤-1）\n最终仓位: 0%","reason":"阶段1: C+4级 (总分0.12, WMvalue: 61.63) | 阶段2: HTF规则reject | 阶段3(6维度): 当前C级+Momo强烈对立(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): 做空信号在4H压力下方运行｜压力:4H压力下方12.43%,1H压力上方1.62%｜支撑:4H支撑上方8.58%,1H支撑上方25.08% | 乖离率: 49.4%(x1.1)→仓位x0.8 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":2.1999999999999993,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":-1,"rsiha":-1,"calculated":2.2,"limited":2.2},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":0.44,"wave_weighted":0.22,"structural_raw":-2.0,"structural_normalized":-1.0,"structural_weighted":-0.1,"total_score":0.12,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看跌: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=61.63 > -38.5 (避免超卖)"},"tsi_value":61.6324859092633},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-05-27T14:30:15.894523"}