R_ALAB_2026-06-03_5

{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: B+0, WMvalue: 9.17, 趋势强度: 29.4%\n动能一致性: 分歧 (1/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: B-4,reject, WMvalue: -37.94, 趋势强度: 76.5%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 共振空头 (-2+-2) | 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14.0%,1H支撑上方14.0%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 9.8% → 仓位x1.0\nMarketRegime: CORRECTION_BEAR\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\nML: 0.131 bearish(caution) [XGB:0.118/RF:0.151]\n多维综合评级: B+0 M0 V1\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (14.17s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 62%\n判断: 当前TF TSIHA=-1逆势但1H_TSIHA=+1顺势，按跨周期矩阵降级为reduce而非reject；叠加1H_Wavematrixtrend=-1逆势(-15%)、Squeeze激活(-10%)、MomoSwingState=-2短周期动量强烈反转(-10%)，综合仓位从基准85%降至约62%。日线+1H EMA均强多排列及4/4市场结构提供宏观背景支撑，但当前5m动量已明显逆势，趋势强度仅29%，入场时机较差。","timeframe":"5","initialSlPct":2,"trailingStop":{"ladder":[{"profitPct":2.2,"newStopPct":1},{"profitPct":3.5,"newStopPct":2.1},{"profitPct":4.5,"newStopPct":3.5},{"profitPct":5.3,"newStopPct":3.8}],"trailPct":2,"activationPct":5.3},"originalIndicator":"Trend Optimizer Strategy"},"ticker":"ALAB","quantity":10,"stopLoss":{"stopPrice":356.89},"takeProfit":{"limitPrice":381.0},"referencePrice":363.78,"timeframe":"5","filter_result":{"decision":"reject","rating":"B+0","final_rating":"📌Trend Optimizer Strategy\nSignal: B+0, WMvalue: 9.17, 趋势强度: 29.4%\n动能一致性: 分歧 (1/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: B-4,reject, WMvalue: -37.94, 趋势强度: 76.5%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 共振空头 (-2+-2) | 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14.0%,1H支撑上方14.0%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 9.8% → 仓位x1.0\nMarketRegime: CORRECTION_BEAR\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\nML: 0.131 bearish(caution) [XGB:0.118/RF:0.151]\n多维综合评级: B+0 M0 V1\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (14.17s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 62%\n判断: 当前TF TSIHA=-1逆势但1H_TSIHA=+1顺势，按跨周期矩阵降级为reduce而非reject；叠加1H_Wavematrixtrend=-1逆势(-15%)、Squeeze激活(-10%)、MomoSwingState=-2短周期动量强烈反转(-10%)，综合仓位从基准85%降至约62%。日线+1H EMA均强多排列及4/4市场结构提供宏观背景支撑，但当前5m动量已明显逆势，趋势强度仅29%，入场时机较差。","reason":"阶段1: B+0级 (总分0.27, WMvalue: 9.17) | 阶段2: HTF规则reject | 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=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14.0%,1H支撑上方14.0%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 9.8%→仓位x1.0 | 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":0},"wave_normalized":0.44,"wave_weighted":0.22,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":0.27,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看涨: Wavematrixtrend","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=9.17 < 40.0 (避免超买)"},"tsi_value":9.16653245267554},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T19:55:27.162027"}