R_SMCI_2026-05-28_2

{"close":42.78,"action":"buy","ticker":"SMCI","exchange":"BATS","quantity":70,"stopLoss":{"stopPrice":41.5},"indicator":"market wave pro","timeframe":"15","alert_name":"Long TP 1","takeProfit":{"limitPrice":44.92},"referencePrice":42.78,"filter_result":{"decision":"strong_pass","rating":"A++4","final_rating":"Signal: A++4, WMvalue: 44.81, 趋势强度: 88.2%\n动能一致性: 一致 (3/4)\nMomo State: 共振多头 (2+2)\nHTF: B-4,reject, WMvalue: -29.88, 趋势强度: 76.5%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V1 (UUUU)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H支撑上方35.27%｜阻力:4H无阻力OB\nDeviation: 121.4% → 仓位x0.3\nMarketRegime: VELOCITY_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.137 bearish(caution) [XGB:0.118/RF:0.167]\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONG_PASS - 正常通过 | 趋势双强↑strong_pass\n--- Claude AI 过滤 (9.48s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 60%\n判断: 尽管15m核心动量（TSIHA=+1/Wave=+2/momo=+4）和B/L组均强势顺势，但J组1H_TSIHA=-1为硬减仓条件，叠加1H_Wave=-2及1H_momo=-4双层完全逆势，跨周期分歧极为严重；同时deviation_ratio=1.34严重过度延伸，追高风险极高，综合压制仓位至60%。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 44.81) | 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): OB中性｜支撑:4H无支撑OB,1H支撑上方35.27%｜阻力:4H无阻力OB | ⚠️乖离率超限121%→仓位x0.3 | 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":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":1,"rsiha":1,"calculated":5.0,"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":3,"details":"3/4个指标看涨: TSIHA, RSIHA, Wavematrixtrend","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":false,"threshold":40.0,"details":"TSI=44.81 < 40.0 (避免超买)"},"tsi_value":44.81351811568585},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-05-28T16:00:28.791177"}