R_SOXL_2026-06-25_1

{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: C+0, WMvalue: -15.62, 趋势强度: 5.9%","timeframe":"5","initialSlPct":2.5,"trailingStop":{"ladder":[{"profitPct":2.4,"newStopPct":1},{"profitPct":2.7,"newStopPct":1.8},{"profitPct":4.2,"newStopPct":2.9},{"profitPct":5.5,"newStopPct":4.1}],"trailPct":2,"activationPct":5.3},"originalIndicator":"Trend Optimizer Strategy"},"ticker":"SOXL","quantity":32,"stopLoss":{"stopPrice":243.65},"takeProfit":{"limitPrice":264.86},"referencePrice":249.71,"timeframe":"5","filter_result":{"decision":"reject","rating":"C+0","final_rating":"📌Trend Optimizer Strategy\nSignal: C+0, WMvalue: -15.62, 趋势强度: 5.9%\n动能一致性: 一致 (3/4)\nMomo State: 中性/冲突 (2+-2)\nHTF: B+1,pass, WMvalue: -11.52, 趋势强度: 11.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏多 (-1+2) | 15\nMarket Structure: V2 (UUUD)\n🟢 OB: strongpass(+2) - 做多信号在4H Bullish OB区域内，强支撑反弹｜支撑:4H支撑内,1H支撑上方4.29%｜阻力:4H无阻力OB,距1H阻力8.12%\nDeviation: 12.9% → 仓位x1.0\nMarketRegime: CORRECTION_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: C+0 M0 V2\nFinal Decision: REJECT - [1H][Momo+TSI] Momo=4+TSIHA=1+TSI=56.8，挽救做多 | 趋势极弱→reject\n--- Claude AI 过滤 (19.61s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 60%\n判断: 核心关键冲突：当前TF TSIHA=+1顺势但Wavematrixtrend=-2逆势（单核心逆势），1H_TSIHA=+1顺势提供大方向保护，按规则降级为reduce约60-70%；1H_RSI=71.55超买强制额外-15%降仓，叠加L组score=-1中性、trendStrengthPct仅5.88%、momo=0中性等多项弱势信号，综合定位60%中仓，上行空间仅2.2%至阻力区亦限制做多潜力。","reason":"阶段1: C+0级 (总分-0.27, WMvalue: -15.62) | 阶段2: HTF规则pass | 阶段3(6维度): C级稳动能中性+HTF B级稳动能neutral pass，EV正向，动能(3/4) | 阶段4(V评级): 正常通过：6维度pass + V评级V2 | 阶段5(OB): 做多信号在4H Bullish OB区域内，强支撑反弹｜支撑:4H支撑内,1H支撑上方4.29%｜阻力:4H无阻力OB,距1H阻力8.12% | 乖离率: 12.9%(x1.3)→仓位x1.0 | 阶段6(MRC): [1H][Momo+TSI] Momo=4+TSIHA=1+TSI=56.8，挽救做多","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=-15.62 < 40.0 (避免超买)"},"tsi_value":-15.615197329992869},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-25T23:15:34.269821"}