R_ALAB_2026-05-27_1

{"data":{"ETFQTY":"1000","obData":"Timeframe: ; Bullish OB: 313.2 - 313.2; Bearish OB: 313.2 - 313.2","symbol":"ALAB","MAtrend":"-1","pmaText":"PMA Trendless","POCtrend":"-1","adxValue":"34.9411189361","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"65.3366782144","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 313.00; Prev DailyPOC: 320.00; Weekly POC: 320.00; Prev Weekly POC: 215.00; Monthly POC: 206.00; Prev Monthly POC: 191.00","AIbandsignal":"red downtrend","center_trend":"Weak Bearish","ratingstatus":"Bearish-Strong-TrendDriven","HTFwave_signal":"Bearish","TrendTracerHTF":"1","ewotrend_state":"Weak Bearish","lastDemandText":"307.95 - 305.47 | 5m","lastSupplyText":"333.87 - 332.4 | 5m","FormattedScores":"S:1 / L:2","rsi_state_trend":"Bearish","wavemarket_state":"Short Strong","Current_timeframe":"5","TrendTracersignal":"-1","MAtrend_timeframe1":"0","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bearish +","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"322.82"},"action":"sell","extras":{"risk":1,"indicator":"📌algo Daily Reversal Sell\nSignal: A-3, WMvalue: 15.75, 趋势强度: 17.6%\n动能一致性: 强一致 (4/4)\nMomo State: 强空头 (-2+-1)\nHTF: C+0,pass, WMvalue: 32.83, 趋势强度: 29.4%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 中性/冲突 (-2+2) | 15\nMarket Structure: VOID (UUDU)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB\nDeviation: 11.6% → 仓位x1.0\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\nML: 0.425 weak(caution) [XGB:0.437/RF:0.408]\n多维综合评级: A-3 M-3 VOID\nFinal Decision: REJECT - VOID豁免通过 | ⚠️弱趋势警告\n--- Claude AI 过滤 (11.2s) ---\nClaude SHORT → REDUCE [medium]\n8层 ❌ | 最终仓位: 60%\n判断: A组核心动量（TSIHA=-1/Wave=-1）与C组momo(-3)均顺势做空，但日线处于强多排列（EMA8斜率+15.52%）且MarketRegimeCode=+6为最强多头制度背景，构成重大宏观逆势风险；Squeeze激活叠加趋势强度极低(17.65%)，信号可靠性显著降低，综合降仓至60%。","oscrating":80,"timeframe":"5m","trendrating":100,"referencePrice":313.2,"originalIndicator":"algo Daily Reversal Sell"},"ticker":"ALAB","quantity":"9","stopLoss":{"stopPrice":326.79},"takeProfit":{"limitPrice":302.32},"timeframe":"5m","filter_result":{"decision":"reject","rating":"A-3","final_rating":"📌algo Daily Reversal Sell\nSignal: A-3, WMvalue: 15.75, 趋势强度: 17.6%\n动能一致性: 强一致 (4/4)\nMomo State: 强空头 (-2+-1)\nHTF: C+0,pass, WMvalue: 32.83, 趋势强度: 29.4%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 中性/冲突 (-2+2) | 15\nMarket Structure: VOID (UUDU)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB\nDeviation: 11.6% → 仓位x1.0\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\nML: 0.425 weak(caution) [XGB:0.437/RF:0.408]\n多维综合评级: A-3 M-3 VOID\nFinal Decision: REJECT - VOID豁免通过 | ⚠️弱趋势警告\n--- Claude AI 过滤 (11.2s) ---\nClaude SHORT → REDUCE [medium]\n8层 ❌ | 最终仓位: 60%\n判断: A组核心动量（TSIHA=-1/Wave=-1）与C组momo(-3)均顺势做空，但日线处于强多排列（EMA8斜率+15.52%）且MarketRegimeCode=+6为最强多头制度背景，构成重大宏观逆势风险；Squeeze激活叠加趋势强度极低(17.65%)，信号可靠性显著降低，综合降仓至60%。","reason":"阶段1: A-3级 (总分-0.6, WMvalue: 15.75) | 阶段2: HTF规则pass | 阶段3(6维度): 当前A级+HTF规则pass | 阶段4(V评级): VOID豁免通过：当前A-级、HTF规则pass(顺势) | 阶段5(OB): OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB | 乖离率: 11.6%(x1.35)→仓位x1.0 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":-5.0,"wave_components":{"wavematrixtrend":-1,"momentum_state":-1,"tsimastatus":-1,"tsiha":-1,"rsiha":-1,"calculated":-5.0,"limited":-5.0},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":-1,"momo_composite_score":-3},"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个指标看跌: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":-1},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=15.75 > -38.5 (避免超卖)"},"tsi_value":15.754710872936656},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-05-27T14:50:34.640930"}