R_SOXL_2026-06-18_2

{"close":279.5,"action":"buy","ticker":"SOXL","exchange":"BATS","quantity":43,"stopLoss":{"stopPrice":271.12},"indicator":"market  wave pro","timeframe":"5","alert_name":"VectorShift Bullish Retest","takeProfit":{"limitPrice":293.48},"referencePrice":279.5,"filter_result":{"decision":"reject","rating":"B+0","final_rating":"Signal: B+0, WMvalue: 15.37, 趋势强度: 5.9%\n动能一致性: 分歧 (1/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: B+4,pass, WMvalue: 59.09, 趋势强度: 52.9%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 共振多头 (2+2) | 15\nMarket Structure: V1 (UUUU)\n🔴 OB: reject(-3) - [WM规则] WMvalue=59.09超买(>40)且接近4H压力区，不做多｜支撑:4H支撑上方10.34%,1H支撑上方24.81%｜阻力:4H阻力内,已破1H阻力1.79%\nDeviation: 3.4% → 仓位x1.0\nMarketRegime: APEX_BULL\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\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 (13.48s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 60%\n判断: TSIHA=-1为核心逆势信号，历史胜率仅12.9%，叠加Squeeze激活、1H Wave=-2逆势、1H momo=-3强看跌，A组与J组动量严重分歧；尽管日线/1H EMA排列强多、4/4结构顺势提供宏观支撑，但当前TF核心动量逆势+Squeeze激活组合风险突出，按仓位表（TSIHA逆势/Wave顺势=一顺一逆，1H_TSIHA顺势）基准65-80%，再叠加Squeeze-10%，最终定为60%。","reason":"阶段1: B+0级 (总分0.27, WMvalue: 15.37) | 阶段2: HTF规则pass | 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): [WM规则] WMvalue=59.09超买(>40)且接近4H压力区，不做多｜支撑:4H支撑上方10.34%,1H支撑上方24.81%｜阻力:4H阻力内,已破1H阻力1.79% | 乖离率: 3.4%(x1.1)→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=15.37 < 40.0 (避免超买)"},"tsi_value":15.37197811035653},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-18T18:36:13.214511"}