R_SOXL_2026-07-06_2

{"close":202.83,"action":"buy","ticker":"SOXL","exchange":"BATS","quantity":59,"stopLoss":{"stopPrice":196.75},"indicator":"market  wave pro","timeframe":"5","alert_name":"VectorShift Bullish Retest","takeProfit":{"limitPrice":212.97},"referencePrice":202.83,"filter_result":{"decision":"reject","rating":"B+0","final_rating":"Signal: B+0, WMvalue: 15.23, 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: C-1,reject, WMvalue: 39.05, 趋势强度: 0%\nHTF动能一致性: 分歧 (0/4)\nHTF Momo State: 震荡偏空 (1+-2) | 15\nMarket Structure: V5 (UDDU)\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23.26%,1H支撑上方14.96%｜阻力:距4H阻力28.87%,距1H阻力5.82%\nDeviation: 13.1% → 仓位x1.0\nMarketRegime: SPEC_BULL\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: B+0 M0 V5\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (12.47s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 60%\n判断: 核心动量TSIHA=-1逆势且momo=0中性，历史数据显示TSIHA单独逆势胜率仅12.9%，为最高风险标志；日线强空排列score=-3叠加死叉扩口提供强逆势宏观背景。1H核心双顺（TSIHA+Wave均+1）提供唯一主要支撑，仓位定位于一顺一逆+1H顺势区间60-65%，综合日线极端逆势取下限60%。","reason":"阶段1: B+0级 (总分0.27, WMvalue: 15.23) | 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=V5) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方23.26%,1H支撑上方14.96%｜阻力:距4H阻力28.87%,距1H阻力5.82% | 乖离率: 13.1%→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=15.23 < 40.0 (避免超买)"},"tsi_value":15.228054484332866},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-07-06T15:15:33.064512"}

{"close":202.61,"action":"buy","ticker":"SOXL","exchange":"BATS","quantity":59,"stopLoss":{"stopPrice":196.53},"indicator":"market  wave pro","timeframe":"5","alert_name":"VectorShift Bullish Retest","takeProfit":{"limitPrice":212.74},"referencePrice":202.61,"filter_result":{"decision":"reject","rating":"B+0","final_rating":"Signal: B+0, WMvalue: -7.95, 趋势强度: 11.8%\n动能一致性: 分歧 (1/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: C-1,reject, WMvalue: 28.02, 趋势强度: 5.9%\nHTF动能一致性: 分歧 (0/4)\nHTF Momo State: 震荡偏空 (1+-2) | 15\nMarket Structure: V5 (UDDU)\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23.18%,1H支撑上方14.87%｜阻力:距4H阻力29.01%,距1H阻力5.94%\nDeviation: 15.6% → 仓位x1.0\nMarketRegime: SPEC_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 V5\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (13.24s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 60%\n判断: 当前TF核心动量TSIHA=-1逆势，但Wave=+2（绝对值<2）且momo=0（绝对值<3），未触发三项全达标的极端逆势保护，不构成reject；按仓位表TSIHA逆/Wave顺（一顺一逆）+ 1H_TSIHA顺势基础65-80%，叠加Squeeze激活-10%，落至约55-70%，取60%。日线强空排列是宏观重大逆势背景，但1H EMA强多排列+新金叉提供短线支撑，整体信号分歧明显，低置信度减仓处理。","reason":"阶段1: B+0级 (总分0.27, WMvalue: -7.95) | 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=V5) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方23.18%,1H支撑上方14.87%｜阻力:距4H阻力29.01%,距1H阻力5.94% | 乖离率: 15.6%→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=-7.95 < 40.0 (避免超买)"},"tsi_value":-7.951906893346263},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-07-06T16:40:31.291284"}

{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: B+1, WMvalue: -0.3, 趋势强度: 29.4%","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":35,"stopLoss":{"stopPrice":195.84},"takeProfit":{"limitPrice":214.64},"referencePrice":201.7,"timeframe":"5","filter_result":{"decision":"reject","rating":"B+1","final_rating":"📌Trend Optimizer Strategy\nSignal: B+1, WMvalue: -0.3, 趋势强度: 29.4%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: C+0,reject, WMvalue: -3.69, 趋势强度: 0%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 中性/冲突 (2+-2) | 15\nMarket Structure: VOID (UDDD)\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22.83%,1H支撑上方14.48%｜阻力:距4H阻力29.59%,距1H阻力6.42%\nDeviation: 17.4% → 仓位x1.0\nMarketRegime: SPEC_BULL\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: B+1 M+1 VOID\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (17.25s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 当前TF核心动量（TSIHA+Wave双顺势）提供基础支撑，1H_TSIHA=+1大方向未逆转，日线强空逆势因1H顺势豁免降级；但1H_momoCompositeScore=-4极端逆势（达到reject硬拒门槛），叠加1H_Wavematrixtrend=-2逆势、1H Squeeze激活、市场结构仅1/4对齐、日线强空死叉扩大，多重逆势叠加，综合降至极低仓位55%。","reason":"阶段1: B+1级 (总分0.45, WMvalue: -0.3) | 阶段2: HTF规则reject | 阶段3(6维度): 未匹配任何通过规则：cur_T2/strong/neutral, htf_T3/divergent/neutral, htf_rule=reject | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=VOID) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方22.83%,1H支撑上方14.48%｜阻力:距4H阻力29.59%,距1H阻力6.42% | 乖离率: 17.4%(x1.15)→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":5.0,"wave_components":{"wavematrixtrend":1,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":6.2,"limited":5.0},"momo_indicators":{"momo_swing_state":-1,"momo_longswing_state":2,"momo_composite_score":1},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":-1.0,"structural_normalized":-0.5,"structural_weighted":-0.05,"total_score":0.45,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=-0.30 < 40.0 (避免超买)"},"tsi_value":-0.29847366892504484},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-07-06T19:25:33.257972"}