R_SMCI_2026-06-04_1

{"close":47.14,"action":"buy","ticker":"SMCI","exchange":"BATS","quantity":58,"stopLoss":{"stopPrice":45.73},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bullish + Buy+","takeProfit":{"limitPrice":49.5},"referencePrice":47.14,"filter_result":{"decision":"reject","rating":"C+0","final_rating":"Signal: C+0, WMvalue: 18.18, 趋势强度: 35.3%\n动能一致性: 一致 (3/4)\nMomo State: 中性/冲突 (2+-2)\nHTF: C+1,reject, WMvalue: -31.41, 趋势强度: 17.6%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏多 (-1+2) | 60\nMarket Structure: V3 (UUDU)\n🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限175%(4.05>=2.32[调整后])，硬拒绝\nDeviation: 175.1% → 仓位x0\nMarketRegime: SPEC_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.198 bearish(caution) [XGB:0.203/RF:0.191]\n多维综合评级: C+0 M0 V3\nFinal Decision: REJECT - [硬拒绝] 乖离率硬拒绝: 乖离率极端超限175%(4.05>=2.32[调整后])，硬拒绝，MRC不可覆盖\n--- Claude AI 过滤 (15.89s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 尽管TSIHA和1H_TSIHA均顺势，但Wavematrixtrend=-2且1H_Wavematrixtrend=-2双重逆势（A/J组核心动量严重分歧），叠加deviation_ratio=1.93极度超限（远超0.85阈值）+价格深处Bearish_OB阻力区内（双重风险触发），C组动量合成中性偏空（长周期-2），M组60m落后双降，整体仓位大幅压缩至55%。","reason":"阶段1: C+0级 (总分-0.27, WMvalue: 18.18) | 阶段2: HTF规则reject | 阶段3(6维度): C级稳动能中性+HTF C弱中性reject，EV正向，动能(3/4) | 阶段4(V评级): 正常通过：6维度pass + V评级V3 | 阶段5(OB): [乖离率] 乖离率极端超限175%(4.05>=2.32[调整后])，硬拒绝 | 阶段6(MRC): [硬拒绝] 乖离率硬拒绝: 乖离率极端超限175%(4.05>=2.32[调整后])，硬拒绝，MRC不可覆盖","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":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=18.18 < 40.0 (避免超买)"},"tsi_value":18.183190926952026},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-04T14:30:39.482191"}