MP
P_MP_2026-03-24_1
SHORT
48
📌Trend Continuation
C (-1)
$51.15
03/24 10:31
SL $53.13
TP $50.35
$52.22
03/24 11:27
$-51.36
-2.09%
Trailing Stop
56m
Ticker: MP Action: sellTF: 15Price: $51.19Indicator: 📌Trend Continuation
Signal: C-1, WMvalue: -57.4, 趋势强度: 47.1%
动能一致性: 一致 (3/4)
Momo State: 震荡偏空 (-2+1)
HTF: B-4,strongpass, WMvalue: 1.46, 趋势强度: 58.8%
HTF动能一致性: 一致 (3/4)
HTF Momo State: 共振空头 (-2+-2) | 60
Market Structure: V1 (DDDD)
🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方16.79%,1H压力下方4.42%｜支撑:4H支撑上方1.53%,1H支撑上方5.52%
Deviation: 78.8% → 仓位x0.4
MarketRegime: APEX_BEAR
Squeeze: ✅主浪补票 pass, HTF[非挤压,有pass]+Cur[挤压中,有pass]
PPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]
Resonance: +0.075 弱 [TSI×htf:+0.00 | TSI×Str:+0.30 | MA×htf:+0.00 | Time:+0.00]
ML: 0.460 weak(caution) [XGB:0.423/RF:0.517]
预测模型: ⚖️ 中性 方向一致率:40% (高置信, 10案例) 预期波动:3.2% 建议TP:-2.55% | K线:看涨:Matching Low 图表:Descending Channel
多维综合评级: C-1 M-1 V1
Final Decision: PASS - [MRC极强] APEX_BEAR挽救C级，HTF强通过，做空通过
HTF⚠️方向不一致Grade:
C (-1)
indicator
📌Trend Continuation
Signal: C-1, WMvalue: -57.4, 趋势强度: 47.1%
动能一致性: 一致 (3/4)
Momo State: 震荡偏空 (-2+1)
HTF: B-4,strongpass, WMvalue: 1.46, 趋势强度: 58.8%
HTF动能一致性: 一致 (3/4)
HTF Momo State: 共振空头 (-2+-2) | 60
Market Structure: V1 (DDDD)
🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方16.79%,1H压力下方4.42%｜支撑:4H支撑上方1.53%,1H支撑上方5.52%
Deviation: 78.8% → 仓位x0.4
MarketRegime: APEX_BEAR
Squeeze: ✅主浪补票 pass, HTF[非挤压,有pass]+Cur[挤压中,有pass]
PPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]
Resonance: +0.075 弱 [TSI×htf:+0.00 | TSI×Str:+0.30 | MA×htf:+0.00 | Time:+0.00]
ML: 0.460 weak(caution) [XGB:0.423/RF:0.517]
预测模型: ⚖️ 中性 方向一致率:40% (高置信, 10案例) 预期波动:3.2% 建议TP:-2.55% | K线:看涨:Matching Low 图表:Descending Channel
多维综合评级: C-1 M-1 V1
Final Decision: PASS - [MRC极强] APEX_BEAR挽救C级，HTF强通过，做空通过
HTF⚠️方向不一致
timeframe
15
SL: $53.13 TP: $50.35 Qty: 48
{
"action": "sell",
"extras": {
"indicator": "📌Trend Continuation\nSignal: C-1, WMvalue: -57.4, 趋势强度: 47.1%\n动能一致性: 一致 (3/4)\nMomo State: 震荡偏空 (-2+1)\nHTF: B-4,strongpass, WMvalue: 1.46, 趋势强度: 58.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V1 (DDDD)\n🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方16.79%,1H压力下方4.42%｜支撑:4H支撑上方1.53%,1H支撑上方5.52%\nDeviation: 78.8% → 仓位x0.4\nMarketRegime: APEX_BEAR\nSqueeze: ✅主浪补票 pass, HTF[非挤压,有pass]+Cur[挤压中,有pass]\nPPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]\nResonance: +0.075 弱 [TSI×htf:+0.00 | TSI×Str:+0.30 | MA×htf:+0.00 | Time:+0.00]\nML: 0.460 weak(caution) [XGB:0.423/RF:0.517]\n预测模型: ⚖️ 中性 方向一致率:40% (高置信, 10案例) 预期波动:3.2% 建议TP:-2.55% | K线:看涨:Matching Low 图表:Descending Channel\n多维综合评级: C-1 M-1 V1\nFinal Decision: PASS - [MRC极强] APEX_BEAR挽救C级，HTF强通过，做空通过\nHTF⚠️方向不一致",
"timeframe": "15"
},
"ticker": "MP",
"quantity": "48",
"stopLoss": {
"stopPrice": 53.13
},
"takeProfit": {
"limitPrice": 50.35
},
"referencePrice": 51.19,
"filter_result": {
"decision": "pass",
"rating": "C-1",
"final_rating": "📌Trend Continuation\nSignal: C-1, WMvalue: -57.4, 趋势强度: 47.1%\n动能一致性: 一致 (3/4)\nMomo State: 震荡偏空 (-2+1)\nHTF: B-4,strongpass, WMvalue: 1.46, 趋势强度: 58.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V1 (DDDD)\n🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方16.79%,1H压力下方4.42%｜支撑:4H支撑上方1.53%,1H支撑上方5.52%\nDeviation: 78.8% → 仓位x0.4\nMarketRegime: APEX_BEAR\nSqueeze: ✅主浪补票 pass, HTF[非挤压,有pass]+Cur[挤压中,有pass]\nPPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]\nResonance: +0.075 弱 [TSI×htf:+0.00 | TSI×Str:+0.30 | MA×htf:+0.00 | Time:+0.00]\nML: 0.460 weak(caution) [XGB:0.423/RF:0.517]\n预测模型: ⚖️ 中性 方向一致率:40% (高置信, 10案例) 预期波动:3.2% 建议TP:-2.55% | K线:看涨:Matching Low 图表:Descending Channel\n多维综合评级: C-1 M-1 V1\nFinal Decision: PASS - [MRC极强] APEX_BEAR挽救C级，HTF强通过，做空通过\nHTF⚠️方向不一致",
"reason": "阶段1: C-1级 (总分-0.07, WMvalue: -57.4) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前级别C级评级(C-1)，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): 做空信号在1H+4H压力下方运行｜压力:4H压力下方16.79%,1H压力下方4.42%｜支撑:4H支撑上方1.53%,1H支撑上方5.52% | 乖离率: 78.8%(x1.35)→仓位x0.4 | 阶段6(MRC): [MRC极强] APEX_BEAR挽救C级，HTF强通过，做空通过",
"scores": {
"main_trend_raw": 0,
"main_trend_normalized": 0.0,
"main_trend_weighted": 0.0,
"wave_raw": -0.19999999999999996,
"wave_components": {
"wavematrixtrend": 1,
"momentum_state": 1,
"tsimastatus": -1,
"tsiha": -1,
"rsiha": -1,
"calculated": -0.2,
"limited": -0.2
},
"momo_indicators": {
"momo_swing_state": -2,
"momo_longswing_state": 1,
"momo_composite_score": -1
},
"wave_normalized": -0.04,
"wave_weighted": -0.02,
"structural_raw": -1.0,
"structural_normalized": -0.5,
"structural_weighted": -0.05,
"total_score": -0.07,
"momentum_check": {
"passed": true,
"aligned_count": 3,
"details": "3/4个指标看跌: TSIHA, TSIMASTATUS, RSIHA",
"wavematrix_status": "一致",
"wavematrix_value": 1
},
"tsi_check": {
"passed": false,
"threshold": -38.5,
"details": "TSI=-57.40 > -38.5 (避免超卖)"
},
"tsi_value": -57.40124978762552
},
"htf_mismatch": true
},
"signal_type": "filtered",
"forwarded_at": "2026-03-24T14:31:20.691043"
}
COIN
加仓
P_COIN_2026-03-24_1
SHORT
13
📌Wavematrix sell
A (-4)
$186.12
03/24 10:30
SL $199.99
TP $175.52
$183.41
Avg
03/24 10:51
+$74.06
Pro
3.06%
Trailing Stop
21m
Ticker: COIN Action: sellTF: 60Price: $186.60Indicator: 📌Wavematrix sell
Signal: A-4, WMvalue: -62.06, 趋势强度: 100%
动能一致性: 强一致 (4/4)
Momo State: 共振空头 (-2+-2)
HTF: A-4,strongpass, WMvalue: -5.3, 趋势强度: 100%
HTF动能一致性: 强一致 (4/4)
HTF Momo State: 共振空头 (-2+-2) | 60
Market Structure: V1 (DDDD)
🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限277%(5.77>=2.08[调整后])，硬拒绝
Deviation: 276.6% → 仓位x0
MarketRegime: APEX_BEAR
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
PPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]
Resonance: +0.512 强共振 [TSI×htf:+0.51 | TSI×Str:+0.60 | MA×htf:+0.50 | Time:+0.40]
ML: 0.478 weak(caution) [XGB:0.437/RF:0.539]
预测模型: ✅ 支持 方向一致率:60% (高置信, 10案例) 预期波动:2.2% 建议TP:-1.79% | K线:看涨:Belt-hold,Closing Marubozu,Engulfing 图表:Bear Flag,Descending Channel
多维综合评级: A-4 M-4 V1
Final Decision: PASS - [硬拒绝] 乖离率硬拒绝: 乖离率极端超限277%(5.77>=2.08[调整后])，硬拒绝，MRC不可覆盖
HTF⚠️方向不一致Grade:
A (-4)
indicator
📌Wavematrix sell
Signal: A-4, WMvalue: -62.06, 趋势强度: 100%
动能一致性: 强一致 (4/4)
Momo State: 共振空头 (-2+-2)
HTF: A-4,strongpass, WMvalue: -5.3, 趋势强度: 100%
HTF动能一致性: 强一致 (4/4)
HTF Momo State: 共振空头 (-2+-2) | 60
Market Structure: V1 (DDDD)
🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限277%(5.77>=2.08[调整后])，硬拒绝
Deviation: 276.6% → 仓位x0
MarketRegime: APEX_BEAR
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
PPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]
Resonance: +0.512 强共振 [TSI×htf:+0.51 | TSI×Str:+0.60 | MA×htf:+0.50 | Time:+0.40]
ML: 0.478 weak(caution) [XGB:0.437/RF:0.539]
预测模型: ✅ 支持 方向一致率:60% (高置信, 10案例) 预期波动:2.2% 建议TP:-1.79% | K线:看涨:Belt-hold,Closing Marubozu,Engulfing 图表:Bear Flag,Descending Channel
多维综合评级: A-4 M-4 V1
Final Decision: PASS - [硬拒绝] 乖离率硬拒绝: 乖离率极端超限277%(5.77>=2.08[调整后])，硬拒绝，MRC不可覆盖
HTF⚠️方向不一致
timeframe
60
SL: $199.99 TP: $175.52 Qty: 13
{
"action": "sell",
"extras": {
"indicator": "📌Wavematrix sell\nSignal: A-4, WMvalue: -62.06, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: A-4,strongpass, WMvalue: -5.3, 趋势强度: 100%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V1 (DDDD)\n🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限277%(5.77>=2.08[调整后])，硬拒绝\nDeviation: 276.6% → 仓位x0\nMarketRegime: APEX_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nPPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]\nResonance: +0.512 强共振 [TSI×htf:+0.51 | TSI×Str:+0.60 | MA×htf:+0.50 | Time:+0.40]\nML: 0.478 weak(caution) [XGB:0.437/RF:0.539]\n预测模型: ✅ 支持 方向一致率:60% (高置信, 10案例) 预期波动:2.2% 建议TP:-1.79% | K线:看涨:Belt-hold,Closing Marubozu,Engulfing 图表:Bear Flag,Descending Channel\n多维综合评级: A-4 M-4 V1\nFinal Decision: PASS - [硬拒绝] 乖离率硬拒绝: 乖离率极端超限277%(5.77>=2.08[调整后])，硬拒绝，MRC不可覆盖\nHTF⚠️方向不一致",
"timeframe": "60"
},
"ticker": "COIN",
"quantity": "13",
"stopLoss": {
"stopPrice": 199.99
},
"takeProfit": {
"limitPrice": 175.52
},
"referencePrice": 186.6,
"filter_result": {
"decision": "pass",
"rating": "A-4",
"final_rating": "📌Wavematrix sell\nSignal: A-4, WMvalue: -62.06, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: A-4,strongpass, WMvalue: -5.3, 趋势强度: 100%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V1 (DDDD)\n🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限277%(5.77>=2.08[调整后])，硬拒绝\nDeviation: 276.6% → 仓位x0\nMarketRegime: APEX_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nPPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]\nResonance: +0.512 强共振 [TSI×htf:+0.51 | TSI×Str:+0.60 | MA×htf:+0.50 | Time:+0.40]\nML: 0.478 weak(caution) [XGB:0.437/RF:0.539]\n预测模型: ✅ 支持 方向一致率:60% (高置信, 10案例) 预期波动:2.2% 建议TP:-1.79% | K线:看涨:Belt-hold,Closing Marubozu,Engulfing 图表:Bear Flag,Descending Channel\n多维综合评级: A-4 M-4 V1\nFinal Decision: PASS - [硬拒绝] 乖离率硬拒绝: 乖离率极端超限277%(5.77>=2.08[调整后])，硬拒绝，MRC不可覆盖\nHTF⚠️方向不一致",
"reason": "阶段1: A-4级 (总分-0.4, WMvalue: -62.06) | 阶段2: HTF规则strongpass | 阶段3(6维度): 完美信号：双A级+双强动能+双Momo支持+HTF规则strongpass | 阶段4(V评级): 完美确认：6维度strongpass + V评级V1 | 阶段5(OB): [乖离率] 乖离率极端超限277%(5.77>=2.08[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277%(5.77>=2.08[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": -5.0,
"wave_components": {
"wavematrixtrend": -2,
"momentum_state": -2,
"tsimastatus": -1,
"tsiha": -1,
"rsiha": -1,
"calculated": -7.4,
"limited": -5.0
},
"momo_indicators": {
"momo_swing_state": -2,
"momo_longswing_state": -2,
"momo_composite_score": -4
},
"wave_normalized": -1.0,
"wave_weighted": -0.5,
"structural_raw": 2.0,
"structural_normalized": 1.0,
"structural_weighted": 0.1,
"total_score": -0.4,
"momentum_check": {
"passed": true,
"aligned_count": 4,
"details": "4/4个指标看跌: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend",
"wavematrix_status": "强一致",
"wavematrix_value": -2
},
"tsi_check": {
"passed": false,
"threshold": -38.5,
"details": "TSI=-62.06 > -38.5 (避免超卖)"
},
"tsi_value": -62.062163824442706
},
"htf_mismatch": true
},
"signal_type": "filtered",
"forwarded_at": "2026-03-24T14:30:49.219201"
}
CRCL
P_CRCL_2026-03-24_1
SHORT
23
📌Wavematrix sell
A (-4)
$106.02
03/24 10:30
SL $118.28
TP $80.55
$105.80
03/24 10:32
+$5.06
0.21%
Trailing Stop
1m
Ticker: CRCL Action: sellTF: 60Price: $106.44Indicator: 📌Wavematrix sell
Signal: A-4, WMvalue: -75.73, 趋势强度: 100%
动能一致性: 强一致 (4/4)
Momo State: 共振空头 (-2+-2)
HTF: A-4,strongpass, WMvalue: -19.09, 趋势强度: 100%
HTF动能一致性: 强一致 (4/4)
HTF Momo State: 共振空头 (-2+-2) | 60
Market Structure: V5 (UUDD)
🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限321%(11.79>=3.68[调整后])，硬拒绝
Deviation: 320.6% → 仓位x0
MarketRegime: APEX_BEAR
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
PPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]
Resonance: +0.643 强共振 [TSI×htf:+0.78 | TSI×Str:+0.60 | MA×htf:+0.30 | Time:+0.80]
ML: 0.522 weak(caution) [XGB:0.536/RF:0.500]
预测模型: 📈 强确认 方向一致率:90% (高置信, 10案例) 预期波动:7.8% 建议TP:-6.21% | K线:看涨:Hikkake 图表:Bull Flag
多维综合评级: A-4 M-4 V5
Final Decision: PASS - [硬拒绝] 乖离率硬拒绝: 乖离率极端超限321%(11.79>=3.68[调整后])，硬拒绝，MRC不可覆盖
HTF⚠️方向不一致Grade:
A (-4)
indicator
📌Wavematrix sell
Signal: A-4, WMvalue: -75.73, 趋势强度: 100%
动能一致性: 强一致 (4/4)
Momo State: 共振空头 (-2+-2)
HTF: A-4,strongpass, WMvalue: -19.09, 趋势强度: 100%
HTF动能一致性: 强一致 (4/4)
HTF Momo State: 共振空头 (-2+-2) | 60
Market Structure: V5 (UUDD)
🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限321%(11.79>=3.68[调整后])，硬拒绝
Deviation: 320.6% → 仓位x0
MarketRegime: APEX_BEAR
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
PPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]
Resonance: +0.643 强共振 [TSI×htf:+0.78 | TSI×Str:+0.60 | MA×htf:+0.30 | Time:+0.80]
ML: 0.522 weak(caution) [XGB:0.536/RF:0.500]
预测模型: 📈 强确认 方向一致率:90% (高置信, 10案例) 预期波动:7.8% 建议TP:-6.21% | K线:看涨:Hikkake 图表:Bull Flag
多维综合评级: A-4 M-4 V5
Final Decision: PASS - [硬拒绝] 乖离率硬拒绝: 乖离率极端超限321%(11.79>=3.68[调整后])，硬拒绝，MRC不可覆盖
HTF⚠️方向不一致
timeframe
60
SL: $118.28 TP: $80.55 Qty: 23
{
"action": "sell",
"extras": {
"indicator": "📌Wavematrix sell\nSignal: A-4, WMvalue: -75.73, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: A-4,strongpass, WMvalue: -19.09, 趋势强度: 100%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V5 (UUDD)\n🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限321%(11.79>=3.68[调整后])，硬拒绝\nDeviation: 320.6% → 仓位x0\nMarketRegime: APEX_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nPPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]\nResonance: +0.643 强共振 [TSI×htf:+0.78 | TSI×Str:+0.60 | MA×htf:+0.30 | Time:+0.80]\nML: 0.522 weak(caution) [XGB:0.536/RF:0.500]\n预测模型: 📈 强确认 方向一致率:90% (高置信, 10案例) 预期波动:7.8% 建议TP:-6.21% | K线:看涨:Hikkake 图表:Bull Flag\n多维综合评级: A-4 M-4 V5\nFinal Decision: PASS - [硬拒绝] 乖离率硬拒绝: 乖离率极端超限321%(11.79>=3.68[调整后])，硬拒绝，MRC不可覆盖\nHTF⚠️方向不一致",
"timeframe": "60"
},
"ticker": "CRCL",
"quantity": "23",
"stopLoss": {
"stopPrice": 118.28
},
"takeProfit": {
"limitPrice": 80.55
},
"referencePrice": 106.44,
"filter_result": {
"decision": "pass",
"rating": "A-4",
"final_rating": "📌Wavematrix sell\nSignal: A-4, WMvalue: -75.73, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: A-4,strongpass, WMvalue: -19.09, 趋势强度: 100%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V5 (UUDD)\n🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限321%(11.79>=3.68[调整后])，硬拒绝\nDeviation: 320.6% → 仓位x0\nMarketRegime: APEX_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nPPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]\nResonance: +0.643 强共振 [TSI×htf:+0.78 | TSI×Str:+0.60 | MA×htf:+0.30 | Time:+0.80]\nML: 0.522 weak(caution) [XGB:0.536/RF:0.500]\n预测模型: 📈 强确认 方向一致率:90% (高置信, 10案例) 预期波动:7.8% 建议TP:-6.21% | K线:看涨:Hikkake 图表:Bull Flag\n多维综合评级: A-4 M-4 V5\nFinal Decision: PASS - [硬拒绝] 乖离率硬拒绝: 乖离率极端超限321%(11.79>=3.68[调整后])，硬拒绝，MRC不可覆盖\nHTF⚠️方向不一致",
"reason": "阶段1: A-4级 (总分-0.4, WMvalue: -75.73) | 阶段2: HTF规则strongpass | 阶段3(6维度): 完美信号：双A级+双强动能+双Momo支持+HTF规则strongpass | 阶段4(V评级): 6维度strongpass但V评级V5，降级为pass+警告 | 阶段5(OB): [乖离率] 乖离率极端超限321%(11.79>=3.68[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321%(11.79>=3.68[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": -5.0,
"wave_components": {
"wavematrixtrend": -2,
"momentum_state": -2,
"tsimastatus": -1,
"tsiha": -1,
"rsiha": -1,
"calculated": -7.4,
"limited": -5.0
},
"momo_indicators": {
"momo_swing_state": -2,
"momo_longswing_state": -2,
"momo_composite_score": -4
},
"wave_normalized": -1.0,
"wave_weighted": -0.5,
"structural_raw": 2.0,
"structural_normalized": 1.0,
"structural_weighted": 0.1,
"total_score": -0.4,
"momentum_check": {
"passed": true,
"aligned_count": 4,
"details": "4/4个指标看跌: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend",
"wavematrix_status": "强一致",
"wavematrix_value": -2
},
"tsi_check": {
"passed": false,
"threshold": -38.5,
"details": "TSI=-75.73 > -38.5 (避免超卖)"
},
"tsi_value": -75.73432902884248
},
"htf_mismatch": true
},
"signal_type": "filtered",
"forwarded_at": "2026-03-24T14:30:34.417379"
}
ARM
P_ARM_2026-03-24_1
SHORT
36
WaveMatrix Top
B
$135.72
03/24 10:30
SL $142.60
TP $115.85
$135.70
03/24 10:47
+$0.54
0.01%
Trailing Stop
16m
Ticker: ARM Action: sellTF: 60Price: $135.87Indicator: WaveMatrix TopGrade:
B
timeframe
60
indicator
WaveMatrix Top
SL: $142.60 TP: $115.85 Qty: 36
{
"ticker": "ARM",
"action": "sell",
"quantity": 36,
"referencePrice": 135.87,
"takeProfit": {
"limitPrice": 115.8548555051
},
"stopLoss": {
"stopPrice": 142.5977796621
},
"extras": {
"timeframe": "60",
"indicator": "WaveMatrix Top"
}
}
ASX
加仓
P_ASX_2026-03-24_1
SHORT
121
📌Trend Continuation
B (-4)
$21.35
03/24 10:16
SL $21.70
TP $20.64
$21.55
Avg
03/24 11:32
$-24.20
Pro
-0.94%
Webhook Signal
1h 15m
Ticker: ASX Action: sellTF: 15Price: $21.37Indicator: 📌Trend Continuation
Signal: B-4, WMvalue: -18.58, 趋势强度: 47.1%
动能一致性: 一致 (3/4)
Momo State: 共振空头 (-2+-2)
HTF: B-1,strongpass, WMvalue: 0.04, 趋势强度: 35.3%
HTF动能一致性: 一致 (3/4)
HTF Momo State: 震荡偏空 (-2+1) | 60
Market Structure: V5 (UUDD)
⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方5.71%｜支撑:4H无支撑OB,距1H支撑7.67%
Deviation: 26.4% → 仓位x1.0
MarketRegime: APEX_BEAR
Squeeze: ⚠️点火试探 pass, HTF[挤压中,无pass]+Cur[挤压中,有pass]
PPO: -1(收缩预警(跌势放缓))/-2(强杀跌(双周期发散)) → WARN x0.7 [PPO-CHASE-HOOK-HTF-VSTRONG]
Resonance: +0.075 弱 [TSI×htf:+0.00 | TSI×Str:+0.30 | MA×htf:+0.00 | Time:+0.00]
ML: 0.466 weak(caution) [XGB:0.496/RF:0.422]
预测模型: 📈 强确认 方向一致率:80% (高置信, 10案例) 预期波动:4.0% 建议TP:-3.19% | K线:看跌:Hikkake 图表:Ascending Channel
多维综合评级: B-4 M-4 V5
Final Decision: STRONGPASS - 6维度pass但V评级V5偏弱，通过+警告
HTF⚠️方向不一致Grade:
B (-4)
indicator
📌Trend Continuation
Signal: B-4, WMvalue: -18.58, 趋势强度: 47.1%
动能一致性: 一致 (3/4)
Momo State: 共振空头 (-2+-2)
HTF: B-1,strongpass, WMvalue: 0.04, 趋势强度: 35.3%
HTF动能一致性: 一致 (3/4)
HTF Momo State: 震荡偏空 (-2+1) | 60
Market Structure: V5 (UUDD)
⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方5.71%｜支撑:4H无支撑OB,距1H支撑7.67%
Deviation: 26.4% → 仓位x1.0
MarketRegime: APEX_BEAR
Squeeze: ⚠️点火试探 pass, HTF[挤压中,无pass]+Cur[挤压中,有pass]
PPO: -1(收缩预警(跌势放缓))/-2(强杀跌(双周期发散)) → WARN x0.7 [PPO-CHASE-HOOK-HTF-VSTRONG]
Resonance: +0.075 弱 [TSI×htf:+0.00 | TSI×Str:+0.30 | MA×htf:+0.00 | Time:+0.00]
ML: 0.466 weak(caution) [XGB:0.496/RF:0.422]
预测模型: 📈 强确认 方向一致率:80% (高置信, 10案例) 预期波动:4.0% 建议TP:-3.19% | K线:看跌:Hikkake 图表:Ascending Channel
多维综合评级: B-4 M-4 V5
Final Decision: STRONGPASS - 6维度pass但V评级V5偏弱，通过+警告
HTF⚠️方向不一致
timeframe
15
SL: $21.70 TP: $20.64 Qty: 121
{
"action": "sell",
"extras": {
"indicator": "📌Trend Continuation\nSignal: B-4, WMvalue: -18.58, 趋势强度: 47.1%\n动能一致性: 一致 (3/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B-1,strongpass, WMvalue: 0.04, 趋势强度: 35.3%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏空 (-2+1) | 60\nMarket Structure: V5 (UUDD)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方5.71%｜支撑:4H无支撑OB,距1H支撑7.67%\nDeviation: 26.4% → 仓位x1.0\nMarketRegime: APEX_BEAR\nSqueeze: ⚠️点火试探 pass, HTF[挤压中,无pass]+Cur[挤压中,有pass]\nPPO: -1(收缩预警(跌势放缓))/-2(强杀跌(双周期发散)) → WARN x0.7 [PPO-CHASE-HOOK-HTF-VSTRONG]\nResonance: +0.075 弱 [TSI×htf:+0.00 | TSI×Str:+0.30 | MA×htf:+0.00 | Time:+0.00]\nML: 0.466 weak(caution) [XGB:0.496/RF:0.422]\n预测模型: 📈 强确认 方向一致率:80% (高置信, 10案例) 预期波动:4.0% 建议TP:-3.19% | K线:看跌:Hikkake 图表:Ascending Channel\n多维综合评级: B-4 M-4 V5\nFinal Decision: STRONGPASS - 6维度pass但V评级V5偏弱，通过+警告\nHTF⚠️方向不一致",
"timeframe": "15"
},
"ticker": "ASX",
"quantity": "121",
"stopLoss": {
"stopPrice": 21.7
},
"takeProfit": {
"limitPrice": 20.64
},
"referencePrice": 21.37,
"filter_result": {
"decision": "strongpass",
"rating": "B-4",
"final_rating": "📌Trend Continuation\nSignal: B-4, WMvalue: -18.58, 趋势强度: 47.1%\n动能一致性: 一致 (3/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B-1,strongpass, WMvalue: 0.04, 趋势强度: 35.3%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏空 (-2+1) | 60\nMarket Structure: V5 (UUDD)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方5.71%｜支撑:4H无支撑OB,距1H支撑7.67%\nDeviation: 26.4% → 仓位x1.0\nMarketRegime: APEX_BEAR\nSqueeze: ⚠️点火试探 pass, HTF[挤压中,无pass]+Cur[挤压中,有pass]\nPPO: -1(收缩预警(跌势放缓))/-2(强杀跌(双周期发散)) → WARN x0.7 [PPO-CHASE-HOOK-HTF-VSTRONG]\nResonance: +0.075 弱 [TSI×htf:+0.00 | TSI×Str:+0.30 | MA×htf:+0.00 | Time:+0.00]\nML: 0.466 weak(caution) [XGB:0.496/RF:0.422]\n预测模型: 📈 强确认 方向一致率:80% (高置信, 10案例) 预期波动:4.0% 建议TP:-3.19% | K线:看跌:Hikkake 图表:Ascending Channel\n多维综合评级: B-4 M-4 V5\nFinal Decision: STRONGPASS - 6维度pass但V评级V5偏弱，通过+警告\nHTF⚠️方向不一致",
"reason": "阶段1: B-4级 (总分-0.55, WMvalue: -18.58) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前B级但动能Momo强+HTFB-1支持+HTF规则strongpass | 阶段4(V评级): 6维度pass但V评级V5偏弱，通过+警告 | 阶段5(OB): OB中性｜压力:4H无压力OB,1H压力下方5.71%｜支撑:4H无支撑OB,距1H支撑7.67% | 乖离率: 26.4%(x1.35)→仓位x1.0 | 阶段6(MRC): [MRC极强] APEX_BEAR+B-4级+HTF通过，强势做空",
"scores": {
"main_trend_raw": 0,
"main_trend_normalized": 0.0,
"main_trend_weighted": 0.0,
"wave_raw": -5.0,
"wave_components": {
"wavematrixtrend": -2,
"momentum_state": -2,
"tsimastatus": -1,
"tsiha": -1,
"rsiha": 1,
"calculated": -6.0,
"limited": -5.0
},
"momo_indicators": {
"momo_swing_state": -2,
"momo_longswing_state": -2,
"momo_composite_score": -4
},
"wave_normalized": -1.0,
"wave_weighted": -0.5,
"structural_raw": -1.0,
"structural_normalized": -0.5,
"structural_weighted": -0.05,
"total_score": -0.55,
"momentum_check": {
"passed": true,
"aligned_count": 3,
"details": "3/4个指标看跌: TSIHA, TSIMASTATUS, Wavematrixtrend",
"wavematrix_status": "一致",
"wavematrix_value": -2
},
"tsi_check": {
"passed": true,
"threshold": -38.5,
"details": "TSI=-18.58 > -38.5 (避免超卖)"
},
"tsi_value": -18.575485448383297
},
"htf_mismatch": true
},
"signal_type": "filtered",
"forwarded_at": "2026-03-24T14:16:48.604089"
}
ASX
P_ASX_2026-03-24_1
SHORT
121
📌Trend Continuation
B (-4)
$21.35
03/24 10:16
SL $21.70
TP $20.64
$21.55
Avg
03/24 11:32
$-24.20
Pro
-0.94%
Webhook Signal
1h 15m
Ticker: ASX Action: sellTF: 15Price: $21.37Indicator: 📌Trend Continuation
Signal: B-4, WMvalue: -18.58, 趋势强度: 47.1%
动能一致性: 一致 (3/4)
Momo State: 共振空头 (-2+-2)
HTF: B-1,strongpass, WMvalue: 0.04, 趋势强度: 35.3%
HTF动能一致性: 一致 (3/4)
HTF Momo State: 震荡偏空 (-2+1) | 60
Market Structure: V5 (UUDD)
⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方5.71%｜支撑:4H无支撑OB,距1H支撑7.67%
Deviation: 29.3% → 仓位x1.0
MarketRegime: APEX_BEAR
Squeeze: ⚠️点火试探 pass, HTF[挤压中,无pass]+Cur[挤压中,有pass]
PPO: -1(收缩预警(跌势放缓))/-2(强杀跌(双周期发散)) → WARN x0.7 [PPO-CHASE-HOOK-HTF-VSTRONG]
Resonance: +0.075 弱 [TSI×htf:+0.00 | TSI×Str:+0.30 | MA×htf:+0.00 | Time:+0.00]
ML: 0.466 weak(caution) [XGB:0.496/RF:0.422]
预测模型: 📈 强确认 方向一致率:80% (高置信, 10案例) 预期波动:4.0% 建议TP:-3.19% | K线:看跌:Hikkake 图表:Ascending Channel
多维综合评级: B-4 M-4 V5
Final Decision: STRONGPASS - 6维度pass但V评级V5偏弱，通过+警告
HTF⚠️方向不一致Grade:
B (-4)
indicator
📌Trend Continuation
Signal: B-4, WMvalue: -18.58, 趋势强度: 47.1%
动能一致性: 一致 (3/4)
Momo State: 共振空头 (-2+-2)
HTF: B-1,strongpass, WMvalue: 0.04, 趋势强度: 35.3%
HTF动能一致性: 一致 (3/4)
HTF Momo State: 震荡偏空 (-2+1) | 60
Market Structure: V5 (UUDD)
⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方5.71%｜支撑:4H无支撑OB,距1H支撑7.67%
Deviation: 29.3% → 仓位x1.0
MarketRegime: APEX_BEAR
Squeeze: ⚠️点火试探 pass, HTF[挤压中,无pass]+Cur[挤压中,有pass]
PPO: -1(收缩预警(跌势放缓))/-2(强杀跌(双周期发散)) → WARN x0.7 [PPO-CHASE-HOOK-HTF-VSTRONG]
Resonance: +0.075 弱 [TSI×htf:+0.00 | TSI×Str:+0.30 | MA×htf:+0.00 | Time:+0.00]
ML: 0.466 weak(caution) [XGB:0.496/RF:0.422]
预测模型: 📈 强确认 方向一致率:80% (高置信, 10案例) 预期波动:4.0% 建议TP:-3.19% | K线:看跌:Hikkake 图表:Ascending Channel
多维综合评级: B-4 M-4 V5
Final Decision: STRONGPASS - 6维度pass但V评级V5偏弱，通过+警告
HTF⚠️方向不一致
timeframe
15
SL: $21.70 TP: $20.64 Qty: 121
{
"action": "sell",
"extras": {
"indicator": "📌Trend Continuation\nSignal: B-4, WMvalue: -18.58, 趋势强度: 47.1%\n动能一致性: 一致 (3/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B-1,strongpass, WMvalue: 0.04, 趋势强度: 35.3%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏空 (-2+1) | 60\nMarket Structure: V5 (UUDD)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方5.71%｜支撑:4H无支撑OB,距1H支撑7.67%\nDeviation: 29.3% → 仓位x1.0\nMarketRegime: APEX_BEAR\nSqueeze: ⚠️点火试探 pass, HTF[挤压中,无pass]+Cur[挤压中,有pass]\nPPO: -1(收缩预警(跌势放缓))/-2(强杀跌(双周期发散)) → WARN x0.7 [PPO-CHASE-HOOK-HTF-VSTRONG]\nResonance: +0.075 弱 [TSI×htf:+0.00 | TSI×Str:+0.30 | MA×htf:+0.00 | Time:+0.00]\nML: 0.466 weak(caution) [XGB:0.496/RF:0.422]\n预测模型: 📈 强确认 方向一致率:80% (高置信, 10案例) 预期波动:4.0% 建议TP:-3.19% | K线:看跌:Hikkake 图表:Ascending Channel\n多维综合评级: B-4 M-4 V5\nFinal Decision: STRONGPASS - 6维度pass但V评级V5偏弱，通过+警告\nHTF⚠️方向不一致",
"timeframe": "15"
},
"ticker": "ASX",
"quantity": "121",
"stopLoss": {
"stopPrice": 21.7
},
"takeProfit": {
"limitPrice": 20.64
},
"referencePrice": 21.37,
"filter_result": {
"decision": "strongpass",
"rating": "B-4",
"final_rating": "📌Trend Continuation\nSignal: B-4, WMvalue: -18.58, 趋势强度: 47.1%\n动能一致性: 一致 (3/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B-1,strongpass, WMvalue: 0.04, 趋势强度: 35.3%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏空 (-2+1) | 60\nMarket Structure: V5 (UUDD)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方5.71%｜支撑:4H无支撑OB,距1H支撑7.67%\nDeviation: 29.3% → 仓位x1.0\nMarketRegime: APEX_BEAR\nSqueeze: ⚠️点火试探 pass, HTF[挤压中,无pass]+Cur[挤压中,有pass]\nPPO: -1(收缩预警(跌势放缓))/-2(强杀跌(双周期发散)) → WARN x0.7 [PPO-CHASE-HOOK-HTF-VSTRONG]\nResonance: +0.075 弱 [TSI×htf:+0.00 | TSI×Str:+0.30 | MA×htf:+0.00 | Time:+0.00]\nML: 0.466 weak(caution) [XGB:0.496/RF:0.422]\n预测模型: 📈 强确认 方向一致率:80% (高置信, 10案例) 预期波动:4.0% 建议TP:-3.19% | K线:看跌:Hikkake 图表:Ascending Channel\n多维综合评级: B-4 M-4 V5\nFinal Decision: STRONGPASS - 6维度pass但V评级V5偏弱，通过+警告\nHTF⚠️方向不一致",
"reason": "阶段1: B-4级 (总分-0.55, WMvalue: -18.58) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前B级但动能Momo强+HTFB-1支持+HTF规则strongpass | 阶段4(V评级): 6维度pass但V评级V5偏弱，通过+警告 | 阶段5(OB): OB中性｜压力:4H无压力OB,1H压力下方5.71%｜支撑:4H无支撑OB,距1H支撑7.67% | 乖离率: 29.3%(x1.35)→仓位x1.0 | 阶段6(MRC): [MRC极强] APEX_BEAR+B-4级+HTF通过，强势做空",
"scores": {
"main_trend_raw": 0,
"main_trend_normalized": 0.0,
"main_trend_weighted": 0.0,
"wave_raw": -5.0,
"wave_components": {
"wavematrixtrend": -2,
"momentum_state": -2,
"tsimastatus": -1,
"tsiha": -1,
"rsiha": 1,
"calculated": -6.0,
"limited": -5.0
},
"momo_indicators": {
"momo_swing_state": -2,
"momo_longswing_state": -2,
"momo_composite_score": -4
},
"wave_normalized": -1.0,
"wave_weighted": -0.5,
"structural_raw": -1.0,
"structural_normalized": -0.5,
"structural_weighted": -0.05,
"total_score": -0.55,
"momentum_check": {
"passed": true,
"aligned_count": 3,
"details": "3/4个指标看跌: TSIHA, TSIMASTATUS, Wavematrixtrend",
"wavematrix_status": "一致",
"wavematrix_value": -2
},
"tsi_check": {
"passed": true,
"threshold": -38.5,
"details": "TSI=-18.58 > -38.5 (避免超卖)"
},
"tsi_value": -18.575485448383297
},
"htf_mismatch": true
},
"signal_type": "filtered",
"forwarded_at": "2026-03-24T14:16:49.000916"
}
ALAB
P_ALAB_2026-03-24_4
SHORT
21
📌Weak Short
B
$119.01
03/24 10:16
SL $124.21
TP $116.98
$121.73
03/24 10:52
$-57.12
-2.29%
Trailing Stop
35m
Ticker: ALAB Action: sellTF: 15Price: $119.35Indicator: 📌Weak Short Signal
Signal: B+0, WMvalue: -32.28, 趋势强度: 58.8%
动能一致性: 强一致 (4/4)
Momo State: 中性/冲突 (2+-2)
HTF: B+0,strongpass, WMvalue: 5.97, 趋势强度: 17.6%
HTF动能一致性: 一致 (3/4)
HTF Momo State: 中性/冲突 (-2+2) | 60
Market Structure: V4 (DUDD)
🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方8.57%,1H压力下方5.57%｜支撑:4H支撑上方1.7%,1H支撑上方17.76%
Deviation: 57.9% → 仓位x0.6
MarketRegime: VELOCITY_BEAR
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
PPO: -2(强杀跌(双周期发散))/-0.5(混沌区(短期反向)) → PASS [PPO-CUR-STRONG]
Resonance: +0.075 弱 [TSI×htf:+0.00 | TSI×Str:+0.30 | MA×htf:+0.00 | Time:+0.00]
ML: 0.497 weak(caution) [XGB:0.496/RF:0.499]
预测模型: 📈 强确认 方向一致率:80% (高置信, 10案例) 预期波动:8.0% 建议TP:-6.38%
多维综合评级: B+0 M0 V4
Final Decision: PASS - 6维度pass但V评级V4偏弱，通过+警告
HTF⚠️方向不一致Grade:
B
indicator
📌Weak Short Signal
Signal: B+0, WMvalue: -32.28, 趋势强度: 58.8%
动能一致性: 强一致 (4/4)
Momo State: 中性/冲突 (2+-2)
HTF: B+0,strongpass, WMvalue: 5.97, 趋势强度: 17.6%
HTF动能一致性: 一致 (3/4)
HTF Momo State: 中性/冲突 (-2+2) | 60
Market Structure: V4 (DUDD)
🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方8.57%,1H压力下方5.57%｜支撑:4H支撑上方1.7%,1H支撑上方17.76%
Deviation: 57.9% → 仓位x0.6
MarketRegime: VELOCITY_BEAR
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
PPO: -2(强杀跌(双周期发散))/-0.5(混沌区(短期反向)) → PASS [PPO-CUR-STRONG]
Resonance: +0.075 弱 [TSI×htf:+0.00 | TSI×Str:+0.30 | MA×htf:+0.00 | Time:+0.00]
ML: 0.497 weak(caution) [XGB:0.496/RF:0.499]
预测模型: 📈 强确认 方向一致率:80% (高置信, 10案例) 预期波动:8.0% 建议TP:-6.38%
多维综合评级: B+0 M0 V4
Final Decision: PASS - 6维度pass但V评级V4偏弱，通过+警告
HTF⚠️方向不一致
timeframe
15
SL: $124.21 TP: $116.98 Qty: 21
{
"action": "sell",
"extras": {
"indicator": "📌Weak Short Signal\nSignal: B+0, WMvalue: -32.28, 趋势强度: 58.8%\n动能一致性: 强一致 (4/4)\nMomo State: 中性/冲突 (2+-2)\nHTF: B+0,strongpass, WMvalue: 5.97, 趋势强度: 17.6%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: V4 (DUDD)\n🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方8.57%,1H压力下方5.57%｜支撑:4H支撑上方1.7%,1H支撑上方17.76%\nDeviation: 57.9% → 仓位x0.6\nMarketRegime: VELOCITY_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nPPO: -2(强杀跌(双周期发散))/-0.5(混沌区(短期反向)) → PASS [PPO-CUR-STRONG]\nResonance: +0.075 弱 [TSI×htf:+0.00 | TSI×Str:+0.30 | MA×htf:+0.00 | Time:+0.00]\nML: 0.497 weak(caution) [XGB:0.496/RF:0.499]\n预测模型: 📈 强确认 方向一致率:80% (高置信, 10案例) 预期波动:8.0% 建议TP:-6.38%\n多维综合评级: B+0 M0 V4\nFinal Decision: PASS - 6维度pass但V评级V4偏弱，通过+警告\nHTF⚠️方向不一致",
"timeframe": "15"
},
"ticker": "ALAB",
"quantity": "21",
"stopLoss": {
"stopPrice": 124.21
},
"takeProfit": {
"limitPrice": 116.98
},
"referencePrice": 119.35,
"filter_result": {
"decision": "pass",
"rating": "B+0",
"final_rating": "📌Weak Short Signal\nSignal: B+0, WMvalue: -32.28, 趋势强度: 58.8%\n动能一致性: 强一致 (4/4)\nMomo State: 中性/冲突 (2+-2)\nHTF: B+0,strongpass, WMvalue: 5.97, 趋势强度: 17.6%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: V4 (DUDD)\n🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方8.57%,1H压力下方5.57%｜支撑:4H支撑上方1.7%,1H支撑上方17.76%\nDeviation: 57.9% → 仓位x0.6\nMarketRegime: VELOCITY_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nPPO: -2(强杀跌(双周期发散))/-0.5(混沌区(短期反向)) → PASS [PPO-CUR-STRONG]\nResonance: +0.075 弱 [TSI×htf:+0.00 | TSI×Str:+0.30 | MA×htf:+0.00 | Time:+0.00]\nML: 0.497 weak(caution) [XGB:0.496/RF:0.499]\n预测模型: 📈 强确认 方向一致率:80% (高置信, 10案例) 预期波动:8.0% 建议TP:-6.38%\n多维综合评级: B+0 M0 V4\nFinal Decision: PASS - 6维度pass但V评级V4偏弱，通过+警告\nHTF⚠️方向不一致",
"reason": "阶段1: B+0级 (总分-0.55, WMvalue: -32.28) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前B级中性Momo但HTF规则strongpass补偿 | 阶段4(V评级): 6维度pass但V评级V4偏弱，通过+警告 | 阶段5(OB): 做空信号在1H+4H压力下方运行｜压力:4H压力下方8.57%,1H压力下方5.57%｜支撑:4H支撑上方1.7%,1H支撑上方17.76% | 乖离率: 57.9%(x1.4)→仓位x0.6 | 阶段6(MRC): [MRC顺势] VELOCITY_BEAR，沿用原决策: pass",
"scores": {
"main_trend_raw": 0,
"main_trend_normalized": 0.0,
"main_trend_weighted": 0.0,
"wave_raw": -5.0,
"wave_components": {
"wavematrixtrend": -2,
"momentum_state": -2,
"tsimastatus": -1,
"tsiha": -1,
"rsiha": -1,
"calculated": -7.4,
"limited": -5.0
},
"momo_indicators": {
"momo_swing_state": 2,
"momo_longswing_state": -2,
"momo_composite_score": 0
},
"wave_normalized": -1.0,
"wave_weighted": -0.5,
"structural_raw": -1.0,
"structural_normalized": -0.5,
"structural_weighted": -0.05,
"total_score": -0.55,
"momentum_check": {
"passed": true,
"aligned_count": 4,
"details": "4/4个指标看跌: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend",
"wavematrix_status": "强一致",
"wavematrix_value": -2
},
"tsi_check": {
"passed": true,
"threshold": -38.5,
"details": "TSI=-32.28 > -38.5 (避免超卖)"
},
"tsi_value": -32.27621920210495
},
"htf_mismatch": true
},
"signal_type": "filtered",
"forwarded_at": "2026-03-24T14:16:41.087256"
}
COIN
P_COIN_2026-03-24_1
SHORT
12
📌Trend Continuation
A (-4)
$192.54
03/24 10:15
SL $201.60
TP $181.23
$183.41
Avg
03/24 10:51
+$70.73
Pro
3.06%
Trailing Stop
36m
Ticker: COIN Action: sellTF: 15Price: $193.45Indicator: 📌Trend Continuation
Signal: A-4, WMvalue: -46.17, 趋势强度: 100%
动能一致性: 强一致 (4/4)
Momo State: 共振空头 (-2+-2)
HTF: A-4,strongpass, WMvalue: -2.59, 趋势强度: 88.2%
HTF动能一致性: 强一致 (4/4)
HTF Momo State: 共振空头 (-2+-2) | 60
Market Structure: V4 (DUDD)
🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方34.07%,1H压力下方10.97%｜支撑:4H支撑上方18.93%,1H支撑上方8.95%
Deviation: 141.0% → 仓位x0.3
MarketRegime: APEX_BEAR
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
PPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]
Resonance: +0.430 中等 [TSI×htf:+0.30 | TSI×Str:+0.60 | MA×htf:+0.50 | Time:+0.40]
ML: 0.525 weak(caution) [XGB:0.496/RF:0.568]
预测模型: ✅ 支持 方向一致率:60% (高置信, 10案例) 预期波动:2.2% 建议TP:-1.79% | K线:看涨:Belt-hold,Closing Marubozu,Engulfing 图表:Bear Flag,Descending Channel
多维综合评级: A-4 M-4 V4
Final Decision: STRONGPASS - 6维度strongpass但V评级V4偏弱，降级为pass
HTF⚠️方向不一致Grade:
A (-4)
indicator
📌Trend Continuation
Signal: A-4, WMvalue: -46.17, 趋势强度: 100%
动能一致性: 强一致 (4/4)
Momo State: 共振空头 (-2+-2)
HTF: A-4,strongpass, WMvalue: -2.59, 趋势强度: 88.2%
HTF动能一致性: 强一致 (4/4)
HTF Momo State: 共振空头 (-2+-2) | 60
Market Structure: V4 (DUDD)
🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方34.07%,1H压力下方10.97%｜支撑:4H支撑上方18.93%,1H支撑上方8.95%
Deviation: 141.0% → 仓位x0.3
MarketRegime: APEX_BEAR
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
PPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]
Resonance: +0.430 中等 [TSI×htf:+0.30 | TSI×Str:+0.60 | MA×htf:+0.50 | Time:+0.40]
ML: 0.525 weak(caution) [XGB:0.496/RF:0.568]
预测模型: ✅ 支持 方向一致率:60% (高置信, 10案例) 预期波动:2.2% 建议TP:-1.79% | K线:看涨:Belt-hold,Closing Marubozu,Engulfing 图表:Bear Flag,Descending Channel
多维综合评级: A-4 M-4 V4
Final Decision: STRONGPASS - 6维度strongpass但V评级V4偏弱，降级为pass
HTF⚠️方向不一致
timeframe
15
SL: $201.60 TP: $181.23 Qty: 12
{
"action": "sell",
"extras": {
"indicator": "📌Trend Continuation\nSignal: A-4, WMvalue: -46.17, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: A-4,strongpass, WMvalue: -2.59, 趋势强度: 88.2%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V4 (DUDD)\n🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方34.07%,1H压力下方10.97%｜支撑:4H支撑上方18.93%,1H支撑上方8.95%\nDeviation: 141.0% → 仓位x0.3\nMarketRegime: APEX_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nPPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]\nResonance: +0.430 中等 [TSI×htf:+0.30 | TSI×Str:+0.60 | MA×htf:+0.50 | Time:+0.40]\nML: 0.525 weak(caution) [XGB:0.496/RF:0.568]\n预测模型: ✅ 支持 方向一致率:60% (高置信, 10案例) 预期波动:2.2% 建议TP:-1.79% | K线:看涨:Belt-hold,Closing Marubozu,Engulfing 图表:Bear Flag,Descending Channel\n多维综合评级: A-4 M-4 V4\nFinal Decision: STRONGPASS - 6维度strongpass但V评级V4偏弱，降级为pass\nHTF⚠️方向不一致",
"timeframe": "15"
},
"ticker": "COIN",
"quantity": "12",
"stopLoss": {
"stopPrice": 201.6
},
"takeProfit": {
"limitPrice": 181.23
},
"referencePrice": 193.45,
"filter_result": {
"decision": "strongpass",
"rating": "A-4",
"final_rating": "📌Trend Continuation\nSignal: A-4, WMvalue: -46.17, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: A-4,strongpass, WMvalue: -2.59, 趋势强度: 88.2%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V4 (DUDD)\n🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方34.07%,1H压力下方10.97%｜支撑:4H支撑上方18.93%,1H支撑上方8.95%\nDeviation: 141.0% → 仓位x0.3\nMarketRegime: APEX_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nPPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]\nResonance: +0.430 中等 [TSI×htf:+0.30 | TSI×Str:+0.60 | MA×htf:+0.50 | Time:+0.40]\nML: 0.525 weak(caution) [XGB:0.496/RF:0.568]\n预测模型: ✅ 支持 方向一致率:60% (高置信, 10案例) 预期波动:2.2% 建议TP:-1.79% | K线:看涨:Belt-hold,Closing Marubozu,Engulfing 图表:Bear Flag,Descending Channel\n多维综合评级: A-4 M-4 V4\nFinal Decision: STRONGPASS - 6维度strongpass但V评级V4偏弱，降级为pass\nHTF⚠️方向不一致",
"reason": "阶段1: A-4级 (总分-0.4, WMvalue: -46.17) | 阶段2: HTF规则strongpass | 阶段3(6维度): 完美信号：双A级+双强动能+双Momo支持+HTF规则strongpass | 阶段4(V评级): 6维度strongpass但V评级V4偏弱，降级为pass | 阶段5(OB): 做空信号在1H+4H压力下方运行｜压力:4H压力下方34.07%,1H压力下方10.97%｜支撑:4H支撑上方18.93%,1H支撑上方8.95% | ⚠️乖离率超限141%→仓位x0.3 | 阶段6(MRC): [MRC极强] APEX_BEAR+A-4级+HTF通过，强势做空",
"scores": {
"main_trend_raw": 0,
"main_trend_normalized": 0.0,
"main_trend_weighted": 0.0,
"wave_raw": -5.0,
"wave_components": {
"wavematrixtrend": -2,
"momentum_state": -2,
"tsimastatus": -1,
"tsiha": -1,
"rsiha": -1,
"calculated": -7.4,
"limited": -5.0
},
"momo_indicators": {
"momo_swing_state": -2,
"momo_longswing_state": -2,
"momo_composite_score": -4
},
"wave_normalized": -1.0,
"wave_weighted": -0.5,
"structural_raw": 2.0,
"structural_normalized": 1.0,
"structural_weighted": 0.1,
"total_score": -0.4,
"momentum_check": {
"passed": true,
"aligned_count": 4,
"details": "4/4个指标看跌: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend",
"wavematrix_status": "强一致",
"wavematrix_value": -2
},
"tsi_check": {
"passed": false,
"threshold": -38.5,
"details": "TSI=-46.17 > -38.5 (避免超卖)"
},
"tsi_value": -46.16989187314313
},
"htf_mismatch": true
},
"signal_type": "filtered",
"forwarded_at": "2026-03-24T14:15:52.439782"
}
HOOD
P_HOOD_2026-03-24_2
SHORT
36
📌Strong Short
A (-4)
$70.08
03/24 10:15
SL $71.76
TP $69.21
$69.21
03/24 10:26
+$31.32
1.24%
Take Profit
10m
Ticker: HOOD Action: sellTF: 15Price: $70.11Indicator: 📌Strong Short Signal
Signal: A-4, WMvalue: -57.98, 趋势强度: 100%
动能一致性: 强一致 (4/4)
Momo State: 共振空头 (-2+-2)
HTF: B-4,strongpass, WMvalue: -5.35, 趋势强度: 82.4%
HTF动能一致性: 强一致 (4/4)
HTF Momo State: 共振空头 (-2+-2) | 60
Market Structure: V1 (DDDD)
🔴 OB: reject(-3) - [WM规则] WMvalue=-57.98超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方11.12%,1H压力下方6.22%｜支撑:4H支撑内,1H支撑上方9.92%
Deviation: 90.9% → 仓位x0.2
MarketRegime: APEX_BEAR
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
PPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]
Resonance: +0.513 强共振 [TSI×htf:+0.51 | TSI×Str:+0.60 | MA×htf:+0.50 | Time:+0.40]
ML: 0.477 weak(caution) [XGB:0.437/RF:0.539]
预测模型: ✅ 支持 方向一致率:60% (高置信, 10案例) 预期波动:2.8% 建议TP:-2.23%
多维综合评级: A-4 M-4 V1
Final Decision: PASS - [WM规则] WMvalue=-57.98超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方11.12%,1H压力下方6.22%｜支撑:4H支撑内,1H支撑上方9.92% | 乖离率: 90.9%(x1.45)→仓位x0.2
HTF⚠️方向不一致Grade:
A (-4)
indicator
📌Strong Short Signal
Signal: A-4, WMvalue: -57.98, 趋势强度: 100%
动能一致性: 强一致 (4/4)
Momo State: 共振空头 (-2+-2)
HTF: B-4,strongpass, WMvalue: -5.35, 趋势强度: 82.4%
HTF动能一致性: 强一致 (4/4)
HTF Momo State: 共振空头 (-2+-2) | 60
Market Structure: V1 (DDDD)
🔴 OB: reject(-3) - [WM规则] WMvalue=-57.98超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方11.12%,1H压力下方6.22%｜支撑:4H支撑内,1H支撑上方9.92%
Deviation: 90.9% → 仓位x0.2
MarketRegime: APEX_BEAR
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
PPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]
Resonance: +0.513 强共振 [TSI×htf:+0.51 | TSI×Str:+0.60 | MA×htf:+0.50 | Time:+0.40]
ML: 0.477 weak(caution) [XGB:0.437/RF:0.539]
预测模型: ✅ 支持 方向一致率:60% (高置信, 10案例) 预期波动:2.8% 建议TP:-2.23%
多维综合评级: A-4 M-4 V1
Final Decision: PASS - [WM规则] WMvalue=-57.98超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方11.12%,1H压力下方6.22%｜支撑:4H支撑内,1H支撑上方9.92% | 乖离率: 90.9%(x1.45)→仓位x0.2
HTF⚠️方向不一致
timeframe
15
SL: $71.76 TP: $69.21 Qty: 36
{
"action": "sell",
"extras": {
"indicator": "📌Strong Short Signal\nSignal: A-4, WMvalue: -57.98, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B-4,strongpass, WMvalue: -5.35, 趋势强度: 82.4%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V1 (DDDD)\n🔴 OB: reject(-3) - [WM规则] WMvalue=-57.98超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方11.12%,1H压力下方6.22%｜支撑:4H支撑内,1H支撑上方9.92%\nDeviation: 90.9% → 仓位x0.2\nMarketRegime: APEX_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nPPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]\nResonance: +0.513 强共振 [TSI×htf:+0.51 | TSI×Str:+0.60 | MA×htf:+0.50 | Time:+0.40]\nML: 0.477 weak(caution) [XGB:0.437/RF:0.539]\n预测模型: ✅ 支持 方向一致率:60% (高置信, 10案例) 预期波动:2.8% 建议TP:-2.23%\n多维综合评级: A-4 M-4 V1\nFinal Decision: PASS - [WM规则] WMvalue=-57.98超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方11.12%,1H压力下方6.22%｜支撑:4H支撑内,1H支撑上方9.92% | 乖离率: 90.9%(x1.45)→仓位x0.2\nHTF⚠️方向不一致",
"timeframe": "15"
},
"ticker": "HOOD",
"quantity": "36",
"stopLoss": {
"stopPrice": 71.76
},
"takeProfit": {
"limitPrice": 69.21
},
"referencePrice": 70.11,
"filter_result": {
"decision": "pass",
"rating": "A-4",
"final_rating": "📌Strong Short Signal\nSignal: A-4, WMvalue: -57.98, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B-4,strongpass, WMvalue: -5.35, 趋势强度: 82.4%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V1 (DDDD)\n🔴 OB: reject(-3) - [WM规则] WMvalue=-57.98超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方11.12%,1H压力下方6.22%｜支撑:4H支撑内,1H支撑上方9.92%\nDeviation: 90.9% → 仓位x0.2\nMarketRegime: APEX_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nPPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]\nResonance: +0.513 强共振 [TSI×htf:+0.51 | TSI×Str:+0.60 | MA×htf:+0.50 | Time:+0.40]\nML: 0.477 weak(caution) [XGB:0.437/RF:0.539]\n预测模型: ✅ 支持 方向一致率:60% (高置信, 10案例) 预期波动:2.8% 建议TP:-2.23%\n多维综合评级: A-4 M-4 V1\nFinal Decision: PASS - [WM规则] WMvalue=-57.98超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方11.12%,1H压力下方6.22%｜支撑:4H支撑内,1H支撑上方9.92% | 乖离率: 90.9%(x1.45)→仓位x0.2\nHTF⚠️方向不一致",
"reason": "阶段1: A-4级 (总分-0.4, WMvalue: -57.98) | 阶段2: HTF规则strongpass | 阶段3(6维度): 高质量信号：当前A级强势+HTFB-4支持+HTF规则strongpass | 阶段4(V评级): 完美确认：6维度strongpass + V评级V1 | 阶段5(OB): [WM规则] WMvalue=-57.98超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方11.12%,1H压力下方6.22%｜支撑:4H支撑内,1H支撑上方9.92% | 乖离率: 90.9%(x1.45)→仓位x0.2 | 阶段6(MRC): [MRC极强] APEX_BEAR+A-4级+HTF通过，强势做空",
"scores": {
"main_trend_raw": 0,
"main_trend_normalized": 0.0,
"main_trend_weighted": 0.0,
"wave_raw": -5.0,
"wave_components": {
"wavematrixtrend": -2,
"momentum_state": -2,
"tsimastatus": -1,
"tsiha": -1,
"rsiha": -1,
"calculated": -7.4,
"limited": -5.0
},
"momo_indicators": {
"momo_swing_state": -2,
"momo_longswing_state": -2,
"momo_composite_score": -4
},
"wave_normalized": -1.0,
"wave_weighted": -0.5,
"structural_raw": 2.0,
"structural_normalized": 1.0,
"structural_weighted": 0.1,
"total_score": -0.4,
"momentum_check": {
"passed": true,
"aligned_count": 4,
"details": "4/4个指标看跌: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend",
"wavematrix_status": "强一致",
"wavematrix_value": -2
},
"tsi_check": {
"passed": false,
"threshold": -38.5,
"details": "TSI=-57.98 > -38.5 (避免超卖)"
},
"tsi_value": -57.9769851306424
},
"htf_mismatch": true
},
"signal_type": "filtered",
"forwarded_at": "2026-03-24T14:15:50.480995"
}
KLAC
P_KLAC_2026-03-24_1
LONG
2
📌X SniperBuy
C (1)
$1547.00
03/24 10:10
SL $1522.57
TP $1579.77
$1547.46
03/24 10:59
+$0.92
0.03%
Trailing Stop
48m
Ticker: KLAC Action: buyTF: 5mPrice: $1545.45Indicator: 📌X SniperBuy TrendTracer
Signal: C+1, WMvalue: -8.03, 趋势强度: 11.8%
动能一致性: 一致 (3/4)
Momo State: 震荡偏多 (2+-1)
HTF: B+4,strongpass, WMvalue: 6.15, 趋势强度: 58.8%
HTF动能一致性: 一致 (3/4)
HTF Momo State: 共振多头 (2+2) | 60
Market Structure: V2 (UUUD)
⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H支撑上方5.06%｜阻力:4H无阻力OB,距1H阻力7.97%
Deviation: 90.7% → 仓位x0.2
MarketRegime: VELOCITY_BULL
Squeeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]
PPO: -0.5(混沌区(短期反向))/2(强共振(双周期发散)) → PASS x0.8 [PPO-EARLY-BEST-HTF-VSTRONG]
Resonance: -0.100 弱 [TSI×htf:+0.00 | TSI×Str:+0.00 | MA×htf:-0.50 | Time:+0.00]
ML: 0.476 weak(caution) [XGB:0.547/RF:0.370]
预测模型: 📈 强确认 方向一致率:70% (高置信, 10案例) 预期波动:+2.3% 建议TP:+1.86% | K线:看涨:Hikkake 图表:Bull Flag,Ascending Channel
多维综合评级: C+1 M+1 V2
Final Decision: PASS - [HTF][Momo+TSI] Momo=4+TSIHA=1+TSI=6.2，挽救做多Grade:
C (1)
ETFQTY
1000
obData
Timeframe: ; Bullish OB: 1545.45 - 1545.45; Bearish OB: 1545.45 - 1545.45
symbol
KLAC
MAtrend
1
pmaText
PMA Bullish
POCtrend
2
adxValue
23.8631605765
CVDsignal
cvdBelowMA
SQZsignal
no squeeze
MOMOsignal
bullishmomo
choppiness
33.757524077
RSIHAsignal
BullishHA
poc_summary
Daily POC: 1508.00; Prev DailyPOC: 1524.00; Weekly POC: 1524.00; Prev Weekly POC: 1482.00; Monthly POC: 1476.00; Prev Monthly POC: 1411.00
AIbandsignal
red downtrend
center_trend
Weak Bearish
ratingstatus
Bullish-Medium-TrendDriven
HTFwave_signal
Bearish
TrendTracerHTF
1
ewotrend_state
Strong Bullish
lastDemandText
1520.48 - 1513.71 | 5m
lastSupplyText
1535.06 - 1528.89 | 5m
FormattedScores
S:1 / L:5
rsi_state_trend
Neutral
wavemarket_state
Neutral
Current_timeframe
5
TrendTracersignal
1
MAtrend_timeframe1
3
MAtrend_timeframe2
1
Middle_smooth_trend
Bearish
adaptive_timeframe_1
15
adaptive_timeframe_2
60
choppingrange_signal
no chopping
trend_change_volatility_stop
1553.3
risk
1
indicator
📌X SniperBuy TrendTracer
Signal: C+1, WMvalue: -8.03, 趋势强度: 11.8%
动能一致性: 一致 (3/4)
Momo State: 震荡偏多 (2+-1)
HTF: B+4,strongpass, WMvalue: 6.15, 趋势强度: 58.8%
HTF动能一致性: 一致 (3/4)
HTF Momo State: 共振多头 (2+2) | 60
Market Structure: V2 (UUUD)
⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H支撑上方5.06%｜阻力:4H无阻力OB,距1H阻力7.97%
Deviation: 90.7% → 仓位x0.2
MarketRegime: VELOCITY_BULL
Squeeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]
PPO: -0.5(混沌区(短期反向))/2(强共振(双周期发散)) → PASS x0.8 [PPO-EARLY-BEST-HTF-VSTRONG]
Resonance: -0.100 弱 [TSI×htf:+0.00 | TSI×Str:+0.00 | MA×htf:-0.50 | Time:+0.00]
ML: 0.476 weak(caution) [XGB:0.547/RF:0.370]
预测模型: 📈 强确认 方向一致率:70% (高置信, 10案例) 预期波动:+2.3% 建议TP:+1.86% | K线:看涨:Hikkake 图表:Bull Flag,Ascending Channel
多维综合评级: C+1 M+1 V2
Final Decision: PASS - [HTF][Momo+TSI] Momo=4+TSIHA=1+TSI=6.2，挽救做多
oscrating
65
timeframe
5m
trendrating
70
referencePrice
1545.45
SL: $1522.57 TP: $1579.77 Qty: 2
{
"data": {
"ETFQTY": "1000",
"obData": "Timeframe: ; Bullish OB: 1545.45 - 1545.45; Bearish OB: 1545.45 - 1545.45",
"symbol": "KLAC",
"MAtrend": "1",
"pmaText": "PMA Bullish",
"POCtrend": "2",
"adxValue": "23.8631605765",
"CVDsignal": "cvdBelowMA",
"SQZsignal": "no squeeze",
"MOMOsignal": "bullishmomo",
"choppiness": "33.757524077",
"RSIHAsignal": "BullishHA",
"poc_summary": "Daily POC: 1508.00; Prev DailyPOC: 1524.00; Weekly POC: 1524.00; Prev Weekly POC: 1482.00; Monthly POC: 1476.00; Prev Monthly POC: 1411.00",
"AIbandsignal": "red downtrend",
"center_trend": "Weak Bearish",
"ratingstatus": "Bullish-Medium-TrendDriven",
"HTFwave_signal": "Bearish",
"TrendTracerHTF": "1",
"ewotrend_state": "Strong Bullish",
"lastDemandText": "1520.48 - 1513.71 | 5m",
"lastSupplyText": "1535.06 - 1528.89 | 5m",
"FormattedScores": "S:1 / L:5",
"rsi_state_trend": "Neutral",
"wavemarket_state": "Neutral",
"Current_timeframe": "5",
"TrendTracersignal": "1",
"MAtrend_timeframe1": "3",
"MAtrend_timeframe2": "1",
"Middle_smooth_trend": "Bearish",
"adaptive_timeframe_1": "15",
"adaptive_timeframe_2": "60",
"choppingrange_signal": "no chopping",
"trend_change_volatility_stop": "1553.3"
},
"action": "buy",
"extras": {
"risk": 1,
"indicator": "📌X SniperBuy TrendTracer\nSignal: C+1, WMvalue: -8.03, 趋势强度: 11.8%\n动能一致性: 一致 (3/4)\nMomo State: 震荡偏多 (2+-1)\nHTF: B+4,strongpass, WMvalue: 6.15, 趋势强度: 58.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: V2 (UUUD)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H支撑上方5.06%｜阻力:4H无阻力OB,距1H阻力7.97%\nDeviation: 90.7% → 仓位x0.2\nMarketRegime: VELOCITY_BULL\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\nPPO: -0.5(混沌区(短期反向))/2(强共振(双周期发散)) → PASS x0.8 [PPO-EARLY-BEST-HTF-VSTRONG]\nResonance: -0.100 弱 [TSI×htf:+0.00 | TSI×Str:+0.00 | MA×htf:-0.50 | Time:+0.00]\nML: 0.476 weak(caution) [XGB:0.547/RF:0.370]\n预测模型: 📈 强确认 方向一致率:70% (高置信, 10案例) 预期波动:+2.3% 建议TP:+1.86% | K线:看涨:Hikkake 图表:Bull Flag,Ascending Channel\n多维综合评级: C+1 M+1 V2\nFinal Decision: PASS - [HTF][Momo+TSI] Momo=4+TSIHA=1+TSI=6.2，挽救做多",
"oscrating": 65,
"timeframe": "5m",
"trendrating": 70,
"referencePrice": 1545.45
},
"ticker": "KLAC",
"quantity": "2",
"stopLoss": {
"stopPrice": 1522.57
},
"takeProfit": {
"limitPrice": 1579.77
},
"filter_result": {
"decision": "pass",
"rating": "C+1",
"final_rating": "📌X SniperBuy TrendTracer\nSignal: C+1, WMvalue: -8.03, 趋势强度: 11.8%\n动能一致性: 一致 (3/4)\nMomo State: 震荡偏多 (2+-1)\nHTF: B+4,strongpass, WMvalue: 6.15, 趋势强度: 58.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: V2 (UUUD)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H支撑上方5.06%｜阻力:4H无阻力OB,距1H阻力7.97%\nDeviation: 90.7% → 仓位x0.2\nMarketRegime: VELOCITY_BULL\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\nPPO: -0.5(混沌区(短期反向))/2(强共振(双周期发散)) → PASS x0.8 [PPO-EARLY-BEST-HTF-VSTRONG]\nResonance: -0.100 弱 [TSI×htf:+0.00 | TSI×Str:+0.00 | MA×htf:-0.50 | Time:+0.00]\nML: 0.476 weak(caution) [XGB:0.547/RF:0.370]\n预测模型: 📈 强确认 方向一致率:70% (高置信, 10案例) 预期波动:+2.3% 建议TP:+1.86% | K线:看涨:Hikkake 图表:Bull Flag,Ascending Channel\n多维综合评级: C+1 M+1 V2\nFinal Decision: PASS - [HTF][Momo+TSI] Momo=4+TSIHA=1+TSI=6.2，挽救做多",
"reason": "阶段1: C+1级 (总分-0.05, WMvalue: -8.03) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前级别C级评级(C+1)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V2) | 阶段5(OB): OB中性｜支撑:4H无支撑OB,1H支撑上方5.06%｜阻力:4H无阻力OB,距1H阻力7.97% | POC空间: 100.0% | 乖离率: 90.7%(x1.35)→仓位x0.2 | 阶段6(MRC): [HTF][Momo+TSI] Momo=4+TSIHA=1+TSI=6.2，挽救做多",
"scores": {
"main_trend_raw": 0,
"main_trend_normalized": 0.0,
"main_trend_weighted": 0.0,
"wave_raw": -0.9999999999999996,
"wave_components": {
"wavematrixtrend": -2,
"momentum_state": -1,
"tsimastatus": 1,
"tsiha": 1,
"rsiha": 1,
"calculated": -1.0,
"limited": -1.0
},
"momo_indicators": {
"momo_swing_state": 2,
"momo_longswing_state": -1,
"momo_composite_score": 1
},
"wave_normalized": -0.2,
"wave_weighted": -0.1,
"structural_raw": 1.0,
"structural_normalized": 0.5,
"structural_weighted": 0.05,
"total_score": -0.05,
"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=-8.03 < 40.0 (避免超买)"
},
"tsi_value": -8.031560794162502
},
"htf_mismatch": false
},
"signal_type": "filtered",
"forwarded_at": "2026-03-24T14:10:57.384304"
}
ADI
P_ADI_2026-03-24_1
LONG
8
📌X SniperBuy
A (4)
$317.54
03/24 10:06
SL $313.53
TP $320.40
$317.67
03/24 10:17
+$1.04
0.04%
Trailing Stop
10m
Ticker: ADI Action: buyTF: 5mPrice: $316.28Indicator: 📌X SniperBuy Mundy
Signal: A++4, WMvalue: -2.97, 趋势强度: 64.7%
动能一致性: 强一致 (4/4)
Momo State: 共振多头 (2+2)
HTF: A+4,strongpass, WMvalue: 3.86, 趋势强度: 29.4%
HTF动能一致性: 一致 (3/4)
HTF Momo State: 共振多头 (2+2) | 60
Market Structure: V1 (UUUU)
⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H支撑上方3.29%｜阻力:4H无阻力OB,距1H阻力1.53%
Deviation: 149.5% → 仓位x0.3
MarketRegime: VELOCITY_BULL
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
PPO: -0.5(混沌区(短期反向))/2(强共振(双周期发散)) → PASS x0.8 [PPO-EARLY-BEST-HTF-VSTRONG]
Resonance: -0.100 弱 [TSI×htf:+0.00 | TSI×Str:+0.00 | MA×htf:-0.50 | Time:+0.00]
ML: 0.471 weak(caution) [XGB:0.542/RF:0.364]
预测模型: ⚖️ 中性 方向一致率:40% (高置信, 10案例) 预期波动:+2.5% 建议TP:+1.96% | K线:看跌:Hikkake 图表:Ascending Channel
多维综合评级: A++4 M+4 V1
Final Decision: STRONGPASS - 完美确认Grade:
A (4)
ETFQTY
1000
obData
Timeframe: ; Bullish OB: 316.28 - 316.28; Bearish OB: 316.28 - 316.28
symbol
ADI
MAtrend
1
pmaText
PMA Bullish
POCtrend
0
adxValue
14.1720974504
CVDsignal
cvdBelowMA
SQZsignal
no squeeze
MOMOsignal
bullishmomo
choppiness
46.8713354828
RSIHAsignal
BullishHA
poc_summary
Daily POC: 314.00; Prev DailyPOC: 317.00; Weekly POC: 317.00; Prev Weekly POC: 307.00; Monthly POC: 311.00; Prev Monthly POC: 353.00
AIbandsignal
green uptrend
center_trend
Strong Bullish
ratingstatus
Bullish-Strong-TrendDriven
HTFwave_signal
Bearish
TrendTracerHTF
1
ewotrend_state
Strong Bullish
lastDemandText
312.72 - 311.84 | 5m
lastSupplyText
315.3 - 314.52 | 5m
FormattedScores
S:1 / L:5
rsi_state_trend
Bullish
wavemarket_state
Short Weak
Current_timeframe
5
TrendTracersignal
1
MAtrend_timeframe1
3
MAtrend_timeframe2
1
Middle_smooth_trend
Bullish
adaptive_timeframe_1
15
adaptive_timeframe_2
60
choppingrange_signal
chopping
trend_change_volatility_stop
311.31
risk
1
indicator
📌X SniperBuy Mundy
Signal: A++4, WMvalue: -2.97, 趋势强度: 64.7%
动能一致性: 强一致 (4/4)
Momo State: 共振多头 (2+2)
HTF: A+4,strongpass, WMvalue: 3.86, 趋势强度: 29.4%
HTF动能一致性: 一致 (3/4)
HTF Momo State: 共振多头 (2+2) | 60
Market Structure: V1 (UUUU)
⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H支撑上方3.29%｜阻力:4H无阻力OB,距1H阻力1.53%
Deviation: 149.5% → 仓位x0.3
MarketRegime: VELOCITY_BULL
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
PPO: -0.5(混沌区(短期反向))/2(强共振(双周期发散)) → PASS x0.8 [PPO-EARLY-BEST-HTF-VSTRONG]
Resonance: -0.100 弱 [TSI×htf:+0.00 | TSI×Str:+0.00 | MA×htf:-0.50 | Time:+0.00]
ML: 0.471 weak(caution) [XGB:0.542/RF:0.364]
预测模型: ⚖️ 中性 方向一致率:40% (高置信, 10案例) 预期波动:+2.5% 建议TP:+1.96% | K线:看跌:Hikkake 图表:Ascending Channel
多维综合评级: A++4 M+4 V1
Final Decision: STRONGPASS - 完美确认
oscrating
90
timeframe
5m
trendrating
90
referencePrice
316.28
SL: $313.53 TP: $320.40 Qty: 8
{
"data": {
"ETFQTY": "1000",
"obData": "Timeframe: ; Bullish OB: 316.28 - 316.28; Bearish OB: 316.28 - 316.28",
"symbol": "ADI",
"MAtrend": "1",
"pmaText": "PMA Bullish",
"POCtrend": "0",
"adxValue": "14.1720974504",
"CVDsignal": "cvdBelowMA",
"SQZsignal": "no squeeze",
"MOMOsignal": "bullishmomo",
"choppiness": "46.8713354828",
"RSIHAsignal": "BullishHA",
"poc_summary": "Daily POC: 314.00; Prev DailyPOC: 317.00; Weekly POC: 317.00; Prev Weekly POC: 307.00; Monthly POC: 311.00; Prev Monthly POC: 353.00",
"AIbandsignal": "green uptrend",
"center_trend": "Strong Bullish",
"ratingstatus": "Bullish-Strong-TrendDriven",
"HTFwave_signal": "Bearish",
"TrendTracerHTF": "1",
"ewotrend_state": "Strong Bullish",
"lastDemandText": "312.72 - 311.84 | 5m",
"lastSupplyText": "315.3 - 314.52 | 5m",
"FormattedScores": "S:1 / L:5",
"rsi_state_trend": "Bullish",
"wavemarket_state": "Short Weak",
"Current_timeframe": "5",
"TrendTracersignal": "1",
"MAtrend_timeframe1": "3",
"MAtrend_timeframe2": "1",
"Middle_smooth_trend": "Bullish ",
"adaptive_timeframe_1": "15",
"adaptive_timeframe_2": "60",
"choppingrange_signal": "chopping",
"trend_change_volatility_stop": "311.31"
},
"action": "buy",
"extras": {
"risk": 1,
"indicator": "📌X SniperBuy Mundy\nSignal: A++4, WMvalue: -2.97, 趋势强度: 64.7%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: A+4,strongpass, WMvalue: 3.86, 趋势强度: 29.4%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: V1 (UUUU)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H支撑上方3.29%｜阻力:4H无阻力OB,距1H阻力1.53%\nDeviation: 149.5% → 仓位x0.3\nMarketRegime: VELOCITY_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nPPO: -0.5(混沌区(短期反向))/2(强共振(双周期发散)) → PASS x0.8 [PPO-EARLY-BEST-HTF-VSTRONG]\nResonance: -0.100 弱 [TSI×htf:+0.00 | TSI×Str:+0.00 | MA×htf:-0.50 | Time:+0.00]\nML: 0.471 weak(caution) [XGB:0.542/RF:0.364]\n预测模型: ⚖️ 中性 方向一致率:40% (高置信, 10案例) 预期波动:+2.5% 建议TP:+1.96% | K线:看跌:Hikkake 图表:Ascending Channel\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认",
"oscrating": 90,
"timeframe": "5m",
"trendrating": 90,
"referencePrice": 316.28
},
"ticker": "ADI",
"quantity": "8",
"stopLoss": {
"stopPrice": 313.53
},
"takeProfit": {
"limitPrice": 320.4
},
"filter_result": {
"decision": "strongpass",
"rating": "A++4",
"final_rating": "📌X SniperBuy Mundy\nSignal: A++4, WMvalue: -2.97, 趋势强度: 64.7%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: A+4,strongpass, WMvalue: 3.86, 趋势强度: 29.4%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: V1 (UUUU)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H支撑上方3.29%｜阻力:4H无阻力OB,距1H阻力1.53%\nDeviation: 149.5% → 仓位x0.3\nMarketRegime: VELOCITY_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nPPO: -0.5(混沌区(短期反向))/2(强共振(双周期发散)) → PASS x0.8 [PPO-EARLY-BEST-HTF-VSTRONG]\nResonance: -0.100 弱 [TSI×htf:+0.00 | TSI×Str:+0.00 | MA×htf:-0.50 | Time:+0.00]\nML: 0.471 weak(caution) [XGB:0.542/RF:0.364]\n预测模型: ⚖️ 中性 方向一致率:40% (高置信, 10案例) 预期波动:+2.5% 建议TP:+1.96% | K线:看跌:Hikkake 图表:Ascending Channel\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认",
"reason": "阶段1: A++4级 (总分0.6, WMvalue: -2.97) | 阶段2: HTF规则strongpass | 阶段3(6维度): 完美信号：双A级+双强动能+双Momo支持+HTF规则strongpass | 阶段4(V评级): 完美确认：6维度strongpass + V评级V1 | 阶段5(OB): OB中性｜支撑:4H无支撑OB,1H支撑上方3.29%｜阻力:4H无阻力OB,距1H阻力1.53% | POC空间: 11.2% | ⚠️乖离率超限150%→仓位x0.3 | 阶段6(MRC): [MRC顺势] VELOCITY_BULL，沿用原决策: strongpass",
"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": 2,
"momo_longswing_state": 2,
"momo_composite_score": 4
},
"wave_normalized": 1.0,
"wave_weighted": 0.5,
"structural_raw": 2.0,
"structural_normalized": 1.0,
"structural_weighted": 0.1,
"total_score": 0.6,
"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=-2.97 < 40.0 (避免超买)"
},
"tsi_value": -2.969073925887261
},
"htf_mismatch": false
},
"signal_type": "filtered",
"forwarded_at": "2026-03-24T14:06:50.112497"
}
HOOD
P_HOOD_2026-03-24_1
SHORT
140
📌AImonitor-volatilitytrend趋势信号 Signal:
A (-4)
$70.43
03/24 10:05
SL $72.19
TP $66.91
$70.06
03/24 10:14
+$52.12
0.53%
Trailing Stop
8m
Ticker: HOOD Action: sellPrice: $70.43Indicator: 📌AImonitor-volatilitytrend趋势信号
Signal: A-4, WMvalue: -50.57, 趋势强度: 88.2%
动能一致性: 强一致 (4/4)
Momo State: 共振空头 (-2+-2)
HTF: B-4,strongpass, WMvalue: -4.61, 趋势强度: 70.6%
HTF动能一致性: 一致 (3/4)
HTF Momo State: 共振空头 (-2+-2) | 60
Market Structure: V1 (DDDD)
OB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB
MarketRegime: APEX_BEAR
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
Resonance: +0.430 中等 [TSI×htf:+0.30 | TSI×Str:+0.60 | MA×htf:+0.50 | Time:+0.40]
ML: 0.459 weak(caution) [XGB:0.423/RF:0.513]
预测模型: ✅ 支持 方向一致率:60% (高置信, 10案例) 预期波动:2.8% 建议TP:-2.23%
多维综合评级: A-4 M-4 V1
Final Decision: STRONGPASS - 完美确认Grade:
A (-4)
indicator
📌AImonitor-volatilitytrend趋势信号
Signal: A-4, WMvalue: -50.57, 趋势强度: 88.2%
动能一致性: 强一致 (4/4)
Momo State: 共振空头 (-2+-2)
HTF: B-4,strongpass, WMvalue: -4.61, 趋势强度: 70.6%
HTF动能一致性: 一致 (3/4)
HTF Momo State: 共振空头 (-2+-2) | 60
Market Structure: V1 (DDDD)
OB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB
MarketRegime: APEX_BEAR
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
Resonance: +0.430 中等 [TSI×htf:+0.30 | TSI×Str:+0.60 | MA×htf:+0.50 | Time:+0.40]
ML: 0.459 weak(caution) [XGB:0.423/RF:0.513]
预测模型: ✅ 支持 方向一致率:60% (高置信, 10案例) 预期波动:2.8% 建议TP:-2.23%
多维综合评级: A-4 M-4 V1
Final Decision: STRONGPASS - 完美确认
SL: $72.19 TP: $66.91 Qty: 140
{
"ticker": "HOOD",
"action": "sell",
"price": 70.43,
"referencePrice": 70.43,
"timeframe": "15",
"extras": {
"indicator": "📌AImonitor-volatilitytrend趋势信号\nSignal: A-4, WMvalue: -50.57, 趋势强度: 88.2%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B-4,strongpass, WMvalue: -4.61, 趋势强度: 70.6%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V1 (DDDD)\nOB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB\n\nMarketRegime: APEX_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nResonance: +0.430 中等 [TSI×htf:+0.30 | TSI×Str:+0.60 | MA×htf:+0.50 | Time:+0.40]\nML: 0.459 weak(caution) [XGB:0.423/RF:0.513]\n预测模型: ✅ 支持 方向一致率:60% (高置信, 10案例) 预期波动:2.8% 建议TP:-2.23%\n多维综合评级: A-4 M-4 V1\nFinal Decision: STRONGPASS - 完美确认"
},
"quantity": "140",
"takeProfit": {
"limitPrice": 66.91
},
"stopLoss": {
"stopPrice": 72.19
},
"filter_result": {
"decision": "strongpass",
"rating": "A-4",
"final_rating": "📌AImonitor-volatilitytrend趋势信号\nSignal: A-4, WMvalue: -50.57, 趋势强度: 88.2%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B-4,strongpass, WMvalue: -4.61, 趋势强度: 70.6%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V1 (DDDD)\nOB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB\n\nMarketRegime: APEX_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nResonance: +0.430 中等 [TSI×htf:+0.30 | TSI×Str:+0.60 | MA×htf:+0.50 | Time:+0.40]\nML: 0.459 weak(caution) [XGB:0.423/RF:0.513]\n预测模型: ✅ 支持 方向一致率:60% (高置信, 10案例) 预期波动:2.8% 建议TP:-2.23%\n多维综合评级: A-4 M-4 V1\nFinal Decision: STRONGPASS - 完美确认",
"reason": "ABC:A-4(-0.400) | HTF:strongpass | 6D:高质量信号：当前A级强势+HTFB-4支持+HTF规则strongpass | L4:完美确认：6维度strongpass + V评级V1 | L5:OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB | L6:[MRC极强] APEX_BEAR+A-4级+HTF通过，强势做空",
"scores": {},
"htf_mismatch": false
},
"signal_type": "filtered",
"forwarded_at": "2026-03-24T14:05:53.833122"
}
ORCL
P_ORCL_2026-03-24_1
SHORT
16
📌Momo Strong
B (-4)
$149.60
03/24 10:01
SL $152.60
TP $144.76
$148.74
03/24 10:42
+$13.76
0.57%
Trailing Stop
40m
Ticker: ORCL Action: sellTF: 15Price: $149.75Indicator: 📌Momo Strong Entry
Signal: B-4, WMvalue: -36.92, 趋势强度: 82.4%
动能一致性: 强一致 (4/4)
Momo State: 共振空头 (-2+-2)
HTF: B-4,strongpass, WMvalue: 3.91, 趋势强度: 52.9%
HTF动能一致性: 强一致 (4/4)
HTF Momo State: 共振空头 (-2+-2) | 60
Market Structure: V4 (DUDD)
⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方4.1%｜支撑:4H无支撑OB,距1H支撑3.57%
Deviation: 125.9% → 仓位x0.3
MarketRegime: APEX_BEAR
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
PPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]
Resonance: +0.150 弱 [TSI×htf:+0.00 | TSI×Str:+0.60 | MA×htf:+0.00 | Time:+0.00]
ML: 0.464 weak(caution) [XGB:0.423/RF:0.525]
预测模型: 📈 强确认 方向一致率:60% (高置信, 10案例) 预期波动:2.6% 建议TP:-2.11% | K线:看跌:Engulfing
多维综合评级: B-4 M-4 V4
Final Decision: STRONGPASS - 6维度pass但V评级V4偏弱，通过+警告
HTF⚠️方向不一致Grade:
B (-4)
indicator
📌Momo Strong Entry
Signal: B-4, WMvalue: -36.92, 趋势强度: 82.4%
动能一致性: 强一致 (4/4)
Momo State: 共振空头 (-2+-2)
HTF: B-4,strongpass, WMvalue: 3.91, 趋势强度: 52.9%
HTF动能一致性: 强一致 (4/4)
HTF Momo State: 共振空头 (-2+-2) | 60
Market Structure: V4 (DUDD)
⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方4.1%｜支撑:4H无支撑OB,距1H支撑3.57%
Deviation: 125.9% → 仓位x0.3
MarketRegime: APEX_BEAR
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
PPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]
Resonance: +0.150 弱 [TSI×htf:+0.00 | TSI×Str:+0.60 | MA×htf:+0.00 | Time:+0.00]
ML: 0.464 weak(caution) [XGB:0.423/RF:0.525]
预测模型: 📈 强确认 方向一致率:60% (高置信, 10案例) 预期波动:2.6% 建议TP:-2.11% | K线:看跌:Engulfing
多维综合评级: B-4 M-4 V4
Final Decision: STRONGPASS - 6维度pass但V评级V4偏弱，通过+警告
HTF⚠️方向不一致
timeframe
15
SL: $152.60 TP: $144.76 Qty: 16
{
"action": "sell",
"extras": {
"indicator": "📌Momo Strong Entry\nSignal: B-4, WMvalue: -36.92, 趋势强度: 82.4%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B-4,strongpass, WMvalue: 3.91, 趋势强度: 52.9%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V4 (DUDD)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方4.1%｜支撑:4H无支撑OB,距1H支撑3.57%\nDeviation: 125.9% → 仓位x0.3\nMarketRegime: APEX_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nPPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]\nResonance: +0.150 弱 [TSI×htf:+0.00 | TSI×Str:+0.60 | MA×htf:+0.00 | Time:+0.00]\nML: 0.464 weak(caution) [XGB:0.423/RF:0.525]\n预测模型: 📈 强确认 方向一致率:60% (高置信, 10案例) 预期波动:2.6% 建议TP:-2.11% | K线:看跌:Engulfing\n多维综合评级: B-4 M-4 V4\nFinal Decision: STRONGPASS - 6维度pass但V评级V4偏弱，通过+警告\nHTF⚠️方向不一致",
"timeframe": "15"
},
"ticker": "ORCL",
"quantity": "16",
"stopLoss": {
"stopPrice": 152.6
},
"takeProfit": {
"limitPrice": 144.76
},
"referencePrice": 149.75,
"filter_result": {
"decision": "strongpass",
"rating": "B-4",
"final_rating": "📌Momo Strong Entry\nSignal: B-4, WMvalue: -36.92, 趋势强度: 82.4%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B-4,strongpass, WMvalue: 3.91, 趋势强度: 52.9%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V4 (DUDD)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方4.1%｜支撑:4H无支撑OB,距1H支撑3.57%\nDeviation: 125.9% → 仓位x0.3\nMarketRegime: APEX_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nPPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]\nResonance: +0.150 弱 [TSI×htf:+0.00 | TSI×Str:+0.60 | MA×htf:+0.00 | Time:+0.00]\nML: 0.464 weak(caution) [XGB:0.423/RF:0.525]\n预测模型: 📈 强确认 方向一致率:60% (高置信, 10案例) 预期波动:2.6% 建议TP:-2.11% | K线:看跌:Engulfing\n多维综合评级: B-4 M-4 V4\nFinal Decision: STRONGPASS - 6维度pass但V评级V4偏弱，通过+警告\nHTF⚠️方向不一致",
"reason": "阶段1: B-4级 (总分-0.55, WMvalue: -36.92) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前B级但动能Momo强+HTFB-4支持+HTF规则strongpass | 阶段4(V评级): 6维度pass但V评级V4偏弱，通过+警告 | 阶段5(OB): OB中性｜压力:4H无压力OB,1H压力下方4.1%｜支撑:4H无支撑OB,距1H支撑3.57% | ⚠️乖离率超限126%→仓位x0.3 | 阶段6(MRC): [MRC极强] APEX_BEAR+B-4级+HTF通过，强势做空",
"scores": {
"main_trend_raw": 0,
"main_trend_normalized": 0.0,
"main_trend_weighted": 0.0,
"wave_raw": -5.0,
"wave_components": {
"wavematrixtrend": -2,
"momentum_state": -2,
"tsimastatus": -1,
"tsiha": -1,
"rsiha": -1,
"calculated": -7.4,
"limited": -5.0
},
"momo_indicators": {
"momo_swing_state": -2,
"momo_longswing_state": -2,
"momo_composite_score": -4
},
"wave_normalized": -1.0,
"wave_weighted": -0.5,
"structural_raw": -1.0,
"structural_normalized": -0.5,
"structural_weighted": -0.05,
"total_score": -0.55,
"momentum_check": {
"passed": true,
"aligned_count": 4,
"details": "4/4个指标看跌: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend",
"wavematrix_status": "强一致",
"wavematrix_value": -2
},
"tsi_check": {
"passed": true,
"threshold": -38.5,
"details": "TSI=-36.92 > -38.5 (避免超卖)"
},
"tsi_value": -36.92184790896794
},
"htf_mismatch": true
},
"signal_type": "filtered",
"forwarded_at": "2026-03-24T14:01:45.459527"
}
WDC
P_WDC_2026-03-24_1
SHORT
16
📌X SniperSell
B (-1)
$287.00
03/24 09:47
SL $292.58
TP $285.26
$282.74
03/24 09:53
+$68.10
1.48%
Trailing Stop
6m
Ticker: WDC Action: sellTF: 5mPrice: $288.05Indicator: 📌X SniperSell Mundy
Signal: B-1, WMvalue: -16.61, 趋势强度: 76.5%
动能一致性: 强一致 (4/4)
Momo State: 震荡偏空 (1+-2)
HTF: B+0,strongpass, WMvalue: -10.51, 趋势强度: 52.9%
HTF动能一致性: 一致 (3/4)
HTF Momo State: 中性/冲突 (-2+2) | 60
Market Structure: VOID (UUDU)
🔴 OB: reject(-2) - 做空信号在1H Bullish OB区域内/附近，支撑拒绝｜压力:4H无压力OB,1H压力下方10.94%｜支撑:4H无支撑OB,1H支撑上方0.43%
Deviation: 56.6% → 仓位x0.6
MarketRegime: APEX_BEAR
Squeeze: ✅双重爆点 pass, HTF[挤压中,有pass]+Cur[挤压中,有pass]
PPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]
Resonance: +0.574 强共振 [TSI×htf:+0.61 | TSI×Str:+0.60 | MA×htf:+0.30 | Time:+0.80]
ML: 0.475 weak(caution) [XGB:0.496/RF:0.443]
预测模型: ✅ 支持 方向一致率:60% (高置信, 10案例) 预期波动:1.9% 建议TP:-1.49% | K线:看跌:Hikkake 图表:Ascending Triangle
多维综合评级: B-1 M-1 VOID
Final Decision: PASS - 做空信号在1H Bullish OB区域内/附近，支撑拒绝｜压力:4H无压力OB,1H压力下方10.94%｜支撑:4H无支撑OB,1H支撑上方0.43% | 乖离率: 56.6%(x1.4)→仓位x0.6
HTF⚠️方向不一致Grade:
B (-1)
ETFQTY
1000
obData
Timeframe: ; Bullish OB: 288.05 - 288.05; Bearish OB: 288.05 - 288.05
symbol
WDC
MAtrend
0
pmaText
PMA Bearish
POCtrend
-1
adxValue
22.6012562295
CVDsignal
cvdBelowMA
SQZsignal
no squeeze
MOMOsignal
bullishmomo
choppiness
34.4761751183
RSIHAsignal
BearishHA
poc_summary
Daily POC: 291.00; Prev DailyPOC: 294.00; Weekly POC: 294.00; Prev Weekly POC: 312.00; Monthly POC: 261.00; Prev Monthly POC: 284.00
AIbandsignal
red downtrend
center_trend
Weak Bullish
ratingstatus
Bearish-Strong-TrendDriven
HTFwave_signal
Neutral
TrendTracerHTF
-1
ewotrend_state
Weak Bullish
lastDemandText
285.36 - 283.28 | 5m
lastSupplyText
295.86 - 294.11 | 5m
FormattedScores
S:5 / L:0
rsi_state_trend
Bearish
wavemarket_state
Long Strong
Current_timeframe
5
TrendTracersignal
1
MAtrend_timeframe1
-3
MAtrend_timeframe2
-1
Middle_smooth_trend
Bearish
adaptive_timeframe_1
15
adaptive_timeframe_2
60
choppingrange_signal
no chopping
trend_change_volatility_stop
297
risk
1
indicator
📌X SniperSell Mundy
Signal: B-1, WMvalue: -16.61, 趋势强度: 76.5%
动能一致性: 强一致 (4/4)
Momo State: 震荡偏空 (1+-2)
HTF: B+0,strongpass, WMvalue: -10.51, 趋势强度: 52.9%
HTF动能一致性: 一致 (3/4)
HTF Momo State: 中性/冲突 (-2+2) | 60
Market Structure: VOID (UUDU)
🔴 OB: reject(-2) - 做空信号在1H Bullish OB区域内/附近，支撑拒绝｜压力:4H无压力OB,1H压力下方10.94%｜支撑:4H无支撑OB,1H支撑上方0.43%
Deviation: 56.6% → 仓位x0.6
MarketRegime: APEX_BEAR
Squeeze: ✅双重爆点 pass, HTF[挤压中,有pass]+Cur[挤压中,有pass]
PPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]
Resonance: +0.574 强共振 [TSI×htf:+0.61 | TSI×Str:+0.60 | MA×htf:+0.30 | Time:+0.80]
ML: 0.475 weak(caution) [XGB:0.496/RF:0.443]
预测模型: ✅ 支持 方向一致率:60% (高置信, 10案例) 预期波动:1.9% 建议TP:-1.49% | K线:看跌:Hikkake 图表:Ascending Triangle
多维综合评级: B-1 M-1 VOID
Final Decision: PASS - 做空信号在1H Bullish OB区域内/附近，支撑拒绝｜压力:4H无压力OB,1H压力下方10.94%｜支撑:4H无支撑OB,1H支撑上方0.43% | 乖离率: 56.6%(x1.4)→仓位x0.6
HTF⚠️方向不一致
oscrating
60
timeframe
5m
trendrating
90
referencePrice
288.05
SL: $292.58 TP: $285.26 Qty: 16
{
"data": {
"ETFQTY": "1000",
"obData": "Timeframe: ; Bullish OB: 288.05 - 288.05; Bearish OB: 288.05 - 288.05",
"symbol": "WDC",
"MAtrend": "0",
"pmaText": "PMA Bearish",
"POCtrend": "-1",
"adxValue": "22.6012562295",
"CVDsignal": "cvdBelowMA",
"SQZsignal": "no squeeze",
"MOMOsignal": "bullishmomo",
"choppiness": "34.4761751183",
"RSIHAsignal": "BearishHA",
"poc_summary": "Daily POC: 291.00; Prev DailyPOC: 294.00; Weekly POC: 294.00; Prev Weekly POC: 312.00; Monthly POC: 261.00; Prev Monthly POC: 284.00",
"AIbandsignal": "red downtrend",
"center_trend": "Weak Bullish",
"ratingstatus": "Bearish-Strong-TrendDriven",
"HTFwave_signal": "Neutral",
"TrendTracerHTF": "-1",
"ewotrend_state": "Weak Bullish",
"lastDemandText": "285.36 - 283.28 | 5m",
"lastSupplyText": "295.86 - 294.11 | 5m",
"FormattedScores": "S:5 / L:0",
"rsi_state_trend": "Bearish",
"wavemarket_state": "Long Strong",
"Current_timeframe": "5",
"TrendTracersignal": "1",
"MAtrend_timeframe1": "-3",
"MAtrend_timeframe2": "-1",
"Middle_smooth_trend": "Bearish",
"adaptive_timeframe_1": "15",
"adaptive_timeframe_2": "60",
"choppingrange_signal": "no chopping",
"trend_change_volatility_stop": "297"
},
"action": "sell",
"extras": {
"risk": 1,
"indicator": "📌X SniperSell Mundy\nSignal: B-1, WMvalue: -16.61, 趋势强度: 76.5%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏空 (1+-2)\nHTF: B+0,strongpass, WMvalue: -10.51, 趋势强度: 52.9%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: VOID (UUDU)\n🔴 OB: reject(-2) - 做空信号在1H Bullish OB区域内/附近，支撑拒绝｜压力:4H无压力OB,1H压力下方10.94%｜支撑:4H无支撑OB,1H支撑上方0.43%\nDeviation: 56.6% → 仓位x0.6\nMarketRegime: APEX_BEAR\nSqueeze: ✅双重爆点 pass, HTF[挤压中,有pass]+Cur[挤压中,有pass]\nPPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]\nResonance: +0.574 强共振 [TSI×htf:+0.61 | TSI×Str:+0.60 | MA×htf:+0.30 | Time:+0.80]\nML: 0.475 weak(caution) [XGB:0.496/RF:0.443]\n预测模型: ✅ 支持 方向一致率:60% (高置信, 10案例) 预期波动:1.9% 建议TP:-1.49% | K线:看跌:Hikkake 图表:Ascending Triangle\n多维综合评级: B-1 M-1 VOID\nFinal Decision: PASS - 做空信号在1H Bullish OB区域内/附近，支撑拒绝｜压力:4H无压力OB,1H压力下方10.94%｜支撑:4H无支撑OB,1H支撑上方0.43% | 乖离率: 56.6%(x1.4)→仓位x0.6\nHTF⚠️方向不一致",
"oscrating": 60,
"timeframe": "5m",
"trendrating": 90,
"referencePrice": 288.05
},
"ticker": "WDC",
"quantity": "16",
"stopLoss": {
"stopPrice": 292.58
},
"takeProfit": {
"limitPrice": 285.26
},
"filter_result": {
"decision": "pass",
"rating": "B-1",
"final_rating": "📌X SniperSell Mundy\nSignal: B-1, WMvalue: -16.61, 趋势强度: 76.5%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏空 (1+-2)\nHTF: B+0,strongpass, WMvalue: -10.51, 趋势强度: 52.9%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: VOID (UUDU)\n🔴 OB: reject(-2) - 做空信号在1H Bullish OB区域内/附近，支撑拒绝｜压力:4H无压力OB,1H压力下方10.94%｜支撑:4H无支撑OB,1H支撑上方0.43%\nDeviation: 56.6% → 仓位x0.6\nMarketRegime: APEX_BEAR\nSqueeze: ✅双重爆点 pass, HTF[挤压中,有pass]+Cur[挤压中,有pass]\nPPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]\nResonance: +0.574 强共振 [TSI×htf:+0.61 | TSI×Str:+0.60 | MA×htf:+0.30 | Time:+0.80]\nML: 0.475 weak(caution) [XGB:0.496/RF:0.443]\n预测模型: ✅ 支持 方向一致率:60% (高置信, 10案例) 预期波动:1.9% 建议TP:-1.49% | K线:看跌:Hikkake 图表:Ascending Triangle\n多维综合评级: B-1 M-1 VOID\nFinal Decision: PASS - 做空信号在1H Bullish OB区域内/附近，支撑拒绝｜压力:4H无压力OB,1H压力下方10.94%｜支撑:4H无支撑OB,1H支撑上方0.43% | 乖离率: 56.6%(x1.4)→仓位x0.6\nHTF⚠️方向不一致",
"reason": "阶段1: B-1级 (总分-0.4, WMvalue: -16.61) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前B级中性Momo但HTF规则strongpass补偿 | 阶段4(V评级): VOID豁免通过：HTF规则strongpass | 阶段5(OB): 做空信号在1H Bullish OB区域内/附近，支撑拒绝｜压力:4H无压力OB,1H压力下方10.94%｜支撑:4H无支撑OB,1H支撑上方0.43% | 乖离率: 56.6%(x1.4)→仓位x0.6 | 阶段6(MRC): [MRC极强] APEX_BEAR+B-1级+HTF通过，强势做空",
"scores": {
"main_trend_raw": 0,
"main_trend_normalized": 0.0,
"main_trend_weighted": 0.0,
"wave_raw": -5.0,
"wave_components": {
"wavematrixtrend": -2,
"momentum_state": -2,
"tsimastatus": -1,
"tsiha": -1,
"rsiha": -1,
"calculated": -7.4,
"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": 2.0,
"structural_normalized": 1.0,
"structural_weighted": 0.1,
"total_score": -0.4,
"momentum_check": {
"passed": true,
"aligned_count": 4,
"details": "4/4个指标看跌: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend",
"wavematrix_status": "强一致",
"wavematrix_value": -2
},
"tsi_check": {
"passed": true,
"threshold": -38.5,
"details": "TSI=-16.61 > -38.5 (避免超卖)"
},
"tsi_value": -16.60780908863867
},
"htf_mismatch": true
},
"signal_type": "filtered",
"forwarded_at": "2026-03-24T13:40:38.221176"
}
ALAB
P_ALAB_2026-03-24_3
SHORT
33
🤖 BT-ML
-
$121.63
03/24 09:40
SL $124.01
TP $114.51
$119.99
03/24 09:46
+$54.12
1.35%
Trailing Stop
6m
Ticker: ALAB Action: sellTF: 5Price: $121.30Indicator: 🤖 BT-ML Optimized SHORT
XGB/LGBM 模型
Score: 0.73 (阈值: 0.56) ✅ PASS [放行]
XGB: 0.61 | LGBM: 0.85
KNN 模型
① KNN概率: 0.20 (看多1/5)
② 相似度: 低 (距离:3.050)
③ 平均收益: 正-0.40% / 负+0.59%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -57.8%
③ 预期波动: 18.9%
CNN 模型
质量: ❌ 低质量 (胜率概率:39.6%, 置信:中)
Pattern 模型
① 建议: ✅ confirm | 置信: 高 | 一致率: 70%
② 相似案例数: 10
WMU 29维模型
① 评分: 0.650 (阈值:0.58) ✅
② 投票: 支持(0.650≥0.58) | AUC:0.767
Structure 97维模型
① 评分: 0.541 (阈值:0.45) ✅
② 投票: 支持(0.541≥0.45) | RF:0.406 | LGBM:0.631
多模型decision: XGB/LGBM:支持(0.73) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:支持(1.00) | Pattern:支持(confirm,high,n=10) | WMU:支持(0.650≥0.58) | Struct:支持(0.541≥0.45) | 质量=40%（仅调仓用）
→ 总分+5
timeframe
5
indicator
🤖 BT-ML Optimized SHORT
XGB/LGBM 模型
Score: 0.73 (阈值: 0.56) ✅ PASS [放行]
XGB: 0.61 | LGBM: 0.85
KNN 模型
① KNN概率: 0.20 (看多1/5)
② 相似度: 低 (距离:3.050)
③ 平均收益: 正-0.40% / 负+0.59%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -57.8%
③ 预期波动: 18.9%
CNN 模型
质量: ❌ 低质量 (胜率概率:39.6%, 置信:中)
Pattern 模型
① 建议: ✅ confirm | 置信: 高 | 一致率: 70%
② 相似案例数: 10
WMU 29维模型
① 评分: 0.650 (阈值:0.58) ✅
② 投票: 支持(0.650≥0.58) | AUC:0.767
Structure 97维模型
① 评分: 0.541 (阈值:0.45) ✅
② 投票: 支持(0.541≥0.45) | RF:0.406 | LGBM:0.631
多模型decision: XGB/LGBM:支持(0.73) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:支持(1.00) | Pattern:支持(confirm,high,n=10) | WMU:支持(0.650≥0.58) | Struct:支持(0.541≥0.45) | 质量=40%（仅调仓用）
→ 总分+5
SL: $124.01 TP: $114.51 Qty: 33
{
"ticker": "ALAB",
"action": "sell",
"quantity": 33,
"referencePrice": 121.3,
"takeProfit": {
"limitPrice": 114.51
},
"stopLoss": {
"stopPrice": 124.01
},
"extras": {
"timeframe": "5",
"indicator": "🤖 BT-ML Optimized SHORT\nXGB/LGBM 模型\nScore: 0.73 (阈值: 0.56) ✅ PASS [放行]\nXGB: 0.61 | LGBM: 0.85\nKNN 模型\n① KNN概率: 0.20 (看多1/5)\n② 相似度: 低 (距离:3.050)\n③ 平均收益: 正-0.40% / 负+0.59%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -57.8%\n③ 预期波动: 18.9%\nCNN 模型\n质量: ❌ 低质量 (胜率概率:39.6%, 置信:中)\nPattern 模型\n① 建议: ✅ confirm | 置信: 高 | 一致率: 70%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.650 (阈值:0.58) ✅\n② 投票: 支持(0.650≥0.58) | AUC:0.767\nStructure 97维模型\n① 评分: 0.541 (阈值:0.45) ✅\n② 投票: 支持(0.541≥0.45) | RF:0.406 | LGBM:0.631\n多模型decision: XGB/LGBM:支持(0.73) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:支持(1.00) | Pattern:支持(confirm,high,n=10) | WMU:支持(0.650≥0.58) | Struct:支持(0.541≥0.45) | 质量=40%（仅调仓用）\n→ 总分+5"
}
}
CONL
P_CONL_2026-03-24_2
LONG
805
🤖 BT-ML
-
$9.57
03/24 09:35
SL $9.22
TP $10.63
$9.39
03/24 09:39
$-146.51
-1.90%
Trailing Stop
3m
Ticker: CONL Action: buyTF: 5Price: $9.62Indicator: 🤖 BT-ML Optimized LONG
XGB/LGBM 模型
Score: 0.66 (阈值: 0.56) ✅ PASS [放行]
XGB: 0.42 | LGBM: 0.91
KNN 模型
① KNN概率: 1.00 (看多5/5)
② 相似度: 低 (距离:3.053)
③ 平均收益: 正+0.62% / 负-0.94%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -51.2%
③ 预期波动: 34.4%
CNN 模型
质量: ✅ 高质量 (胜率概率:93.3%, 置信:高)
仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%)
Pattern 模型
① 建议: ⚖️ neutral | 置信: 高 | 一致率: 50%
② 相似案例数: 10
WMU 29维模型
① 评分: 0.338 (阈值:0.64) ❌
② 投票: 反对(0.338<0.64-0.05) | AUC:0.581
多模型decision: XGB/LGBM:支持(0.66) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:反对(0.00) | Pattern:弃权(neutral) | WMU:反对(0.338<0.64-0.05) | 质量=93%（仅调仓用）
→ 总分-1
timeframe
5
indicator
🤖 BT-ML Optimized LONG
XGB/LGBM 模型
Score: 0.66 (阈值: 0.56) ✅ PASS [放行]
XGB: 0.42 | LGBM: 0.91
KNN 模型
① KNN概率: 1.00 (看多5/5)
② 相似度: 低 (距离:3.053)
③ 平均收益: 正+0.62% / 负-0.94%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -51.2%
③ 预期波动: 34.4%
CNN 模型
质量: ✅ 高质量 (胜率概率:93.3%, 置信:高)
仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%)
Pattern 模型
① 建议: ⚖️ neutral | 置信: 高 | 一致率: 50%
② 相似案例数: 10
WMU 29维模型
① 评分: 0.338 (阈值:0.64) ❌
② 投票: 反对(0.338<0.64-0.05) | AUC:0.581
多模型decision: XGB/LGBM:支持(0.66) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:反对(0.00) | Pattern:弃权(neutral) | WMU:反对(0.338<0.64-0.05) | 质量=93%（仅调仓用）
→ 总分-1
SL: $9.22 TP: $10.63 Qty: 805
{
"ticker": "CONL",
"action": "buy",
"quantity": 805,
"referencePrice": 9.62,
"takeProfit": {
"limitPrice": 10.63
},
"stopLoss": {
"stopPrice": 9.22
},
"extras": {
"timeframe": "5",
"indicator": "🤖 BT-ML Optimized LONG\nXGB/LGBM 模型\nScore: 0.66 (阈值: 0.56) ✅ PASS [放行]\nXGB: 0.42 | LGBM: 0.91\nKNN 模型\n① KNN概率: 1.00 (看多5/5)\n② 相似度: 低 (距离:3.053)\n③ 平均收益: 正+0.62% / 负-0.94%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -51.2%\n③ 预期波动: 34.4%\nCNN 模型\n质量: ✅ 高质量 (胜率概率:93.3%, 置信:高)\n仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%)\nPattern 模型\n① 建议: ⚖️ neutral | 置信: 高 | 一致率: 50%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.338 (阈值:0.64) ❌\n② 投票: 反对(0.338<0.64-0.05) | AUC:0.581\n多模型decision: XGB/LGBM:支持(0.66) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:反对(0.00) | Pattern:弃权(neutral) | WMU:反对(0.338<0.64-0.05) | 质量=93%（仅调仓用）\n→ 总分-1"
}
}
SOXL
P_SOXL_2026-03-24_3
SHORT
164
🤖 BT-ML
-
$52.40
03/24 08:10
SL $53.13
TP $50.58
$51.31
03/24 09:11
+$178.76
2.08%
Trailing Stop
1h 0m
Ticker: SOXL Action: sellTF: 5Price: $52.40Indicator: 🤖 BT-ML Optimized SHORT
XGB/LGBM 模型
Score: 0.57 (阈值: 0.58) ✅ PASS [放行] 🟡[灰色地带救济]
XGB: 0.63 | LGBM: 0.51
KNN 模型
① KNN概率: 0.62 (看多3/5)
② 相似度: 低 (距离:4.531)
③ 平均收益: 正-0.49% / 负+0.62%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -17.3%
③ 预期波动: 22.4%
CNN 模型
质量: ✅ 高质量 (胜率概率:64.2%, 置信:中)
Pattern 模型
① 建议: ⚖️ neutral | 置信: 高 | 一致率: 40%
② 相似案例数: 10
WMU 29维模型 🟡灰色地带救济
① 评分: 0.597 (阈值:0.38) ✅
② 投票: 支持(0.597≥0.38) | AUC:0.600
Structure 97维模型
① 评分: 0.742 (阈值:0.45) ✅
② 投票: 支持(0.742≥0.45) | RF:0.509 | LGBM:0.896
多模型decision: XGB/LGBM:未达阈值(0.57) | KNN:距离过大(4.53)弃权 dist=4.53 | TCN:支持(1.00) | Pattern:弃权(neutral) | WMU:支持(0.597≥0.38) | Struct:支持(0.742≥0.45) | 质量=64%（仅调仓用）
→ 总分+2
timeframe
5
indicator
🤖 BT-ML Optimized SHORT
XGB/LGBM 模型
Score: 0.57 (阈值: 0.58) ✅ PASS [放行] 🟡[灰色地带救济]
XGB: 0.63 | LGBM: 0.51
KNN 模型
① KNN概率: 0.62 (看多3/5)
② 相似度: 低 (距离:4.531)
③ 平均收益: 正-0.49% / 负+0.62%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -17.3%
③ 预期波动: 22.4%
CNN 模型
质量: ✅ 高质量 (胜率概率:64.2%, 置信:中)
Pattern 模型
① 建议: ⚖️ neutral | 置信: 高 | 一致率: 40%
② 相似案例数: 10
WMU 29维模型 🟡灰色地带救济
① 评分: 0.597 (阈值:0.38) ✅
② 投票: 支持(0.597≥0.38) | AUC:0.600
Structure 97维模型
① 评分: 0.742 (阈值:0.45) ✅
② 投票: 支持(0.742≥0.45) | RF:0.509 | LGBM:0.896
多模型decision: XGB/LGBM:未达阈值(0.57) | KNN:距离过大(4.53)弃权 dist=4.53 | TCN:支持(1.00) | Pattern:弃权(neutral) | WMU:支持(0.597≥0.38) | Struct:支持(0.742≥0.45) | 质量=64%（仅调仓用）
→ 总分+2
SL: $53.13 TP: $50.58 Qty: 164
{
"ticker": "SOXL",
"action": "sell",
"quantity": 164,
"referencePrice": 52.4,
"takeProfit": {
"limitPrice": 50.58
},
"stopLoss": {
"stopPrice": 53.13
},
"extras": {
"timeframe": "5",
"indicator": "🤖 BT-ML Optimized SHORT\nXGB/LGBM 模型\nScore: 0.57 (阈值: 0.58) ✅ PASS [放行] 🟡[灰色地带救济]\nXGB: 0.63 | LGBM: 0.51\nKNN 模型\n① KNN概率: 0.62 (看多3/5)\n② 相似度: 低 (距离:4.531)\n③ 平均收益: 正-0.49% / 负+0.62%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -17.3%\n③ 预期波动: 22.4%\nCNN 模型\n质量: ✅ 高质量 (胜率概率:64.2%, 置信:中)\nPattern 模型\n① 建议: ⚖️ neutral | 置信: 高 | 一致率: 40%\n② 相似案例数: 10\nWMU 29维模型 🟡灰色地带救济\n① 评分: 0.597 (阈值:0.38) ✅\n② 投票: 支持(0.597≥0.38) | AUC:0.600\nStructure 97维模型\n① 评分: 0.742 (阈值:0.45) ✅\n② 投票: 支持(0.742≥0.45) | RF:0.509 | LGBM:0.896\n多模型decision: XGB/LGBM:未达阈值(0.57) | KNN:距离过大(4.53)弃权 dist=4.53 | TCN:支持(1.00) | Pattern:弃权(neutral) | WMU:支持(0.597≥0.38) | Struct:支持(0.742≥0.45) | 质量=64%（仅调仓用）\n→ 总分+2"
}
}
SOXL
P_SOXL_2026-03-24_2
SHORT
147
🤖 BT-ML
-
$53.04
03/24 08:00
SL $53.16
TP $51.48
$51.27
03/24 08:01
+$260.12
3.34%
Take Profit
0m
Ticker: SOXL Action: sellTF: 5Price: $52.68Indicator: 🤖 BT-ML Optimized SHORT
XGB/LGBM 模型
Score: 0.57 (阈值: 0.58) ✅ PASS [放行] 🟡[灰色地带救济]
XGB: 0.63 | LGBM: 0.51
KNN 模型
① KNN概率: 0.62 (看多3/5)
② 相似度: 低 (距离:4.531)
③ 平均收益: 正-0.49% / 负+0.62%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -17.3%
③ 预期波动: 22.4%
CNN 模型
质量: ✅ 高质量 (胜率概率:64.2%, 置信:中)
Pattern 模型
① 建议: ⚖️ neutral | 置信: 高 | 一致率: 40%
② 相似案例数: 10
WMU 29维模型 🟡灰色地带救济
① 评分: 0.597 (阈值:0.38) ✅
② 投票: 支持(0.597≥0.38) | AUC:0.600
Structure 97维模型
① 评分: 0.739 (阈值:0.45) ✅
② 投票: 支持(0.739≥0.45) | RF:0.511 | LGBM:0.891
多模型decision: XGB/LGBM:未达阈值(0.57) | KNN:距离过大(4.53)弃权 dist=4.53 | TCN:支持(1.00) | Pattern:弃权(neutral) | WMU:支持(0.597≥0.38) | Struct:支持(0.739≥0.45) | 质量=64%（仅调仓用）
→ 总分+2
timeframe
5
indicator
🤖 BT-ML Optimized SHORT
XGB/LGBM 模型
Score: 0.57 (阈值: 0.58) ✅ PASS [放行] 🟡[灰色地带救济]
XGB: 0.63 | LGBM: 0.51
KNN 模型
① KNN概率: 0.62 (看多3/5)
② 相似度: 低 (距离:4.531)
③ 平均收益: 正-0.49% / 负+0.62%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -17.3%
③ 预期波动: 22.4%
CNN 模型
质量: ✅ 高质量 (胜率概率:64.2%, 置信:中)
Pattern 模型
① 建议: ⚖️ neutral | 置信: 高 | 一致率: 40%
② 相似案例数: 10
WMU 29维模型 🟡灰色地带救济
① 评分: 0.597 (阈值:0.38) ✅
② 投票: 支持(0.597≥0.38) | AUC:0.600
Structure 97维模型
① 评分: 0.739 (阈值:0.45) ✅
② 投票: 支持(0.739≥0.45) | RF:0.511 | LGBM:0.891
多模型decision: XGB/LGBM:未达阈值(0.57) | KNN:距离过大(4.53)弃权 dist=4.53 | TCN:支持(1.00) | Pattern:弃权(neutral) | WMU:支持(0.597≥0.38) | Struct:支持(0.739≥0.45) | 质量=64%（仅调仓用）
→ 总分+2
SL: $53.16 TP: $51.48 Qty: 147
{
"ticker": "SOXL",
"action": "sell",
"quantity": 147,
"referencePrice": 52.68,
"takeProfit": {
"limitPrice": 51.48
},
"stopLoss": {
"stopPrice": 53.16
},
"extras": {
"timeframe": "5",
"indicator": "🤖 BT-ML Optimized SHORT\nXGB/LGBM 模型\nScore: 0.57 (阈值: 0.58) ✅ PASS [放行] 🟡[灰色地带救济]\nXGB: 0.63 | LGBM: 0.51\nKNN 模型\n① KNN概率: 0.62 (看多3/5)\n② 相似度: 低 (距离:4.531)\n③ 平均收益: 正-0.49% / 负+0.62%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -17.3%\n③ 预期波动: 22.4%\nCNN 模型\n质量: ✅ 高质量 (胜率概率:64.2%, 置信:中)\nPattern 模型\n① 建议: ⚖️ neutral | 置信: 高 | 一致率: 40%\n② 相似案例数: 10\nWMU 29维模型 🟡灰色地带救济\n① 评分: 0.597 (阈值:0.38) ✅\n② 投票: 支持(0.597≥0.38) | AUC:0.600\nStructure 97维模型\n① 评分: 0.739 (阈值:0.45) ✅\n② 投票: 支持(0.739≥0.45) | RF:0.511 | LGBM:0.891\n多模型decision: XGB/LGBM:未达阈值(0.57) | KNN:距离过大(4.53)弃权 dist=4.53 | TCN:支持(1.00) | Pattern:弃权(neutral) | WMU:支持(0.597≥0.38) | Struct:支持(0.739≥0.45) | 质量=64%（仅调仓用）\n→ 总分+2"
}
}
ALAB
加仓
P_ALAB_2026-03-24_2
SHORT
14
🤖 BT-ML
-
$123.00
03/24 07:56
SL $124.35
TP $119.70
$121.80
Avg
03/24 08:02
+$16.80
Pro
0.98%
Trailing Stop
6m
Ticker: ALAB Action: sellTF: 5Price: $122.80Indicator: 🤖 BT-ML Optimized SHORT
XGB/LGBM 模型
Score: 0.73 (阈值: 0.56) ✅ PASS [放行]
XGB: 0.61 | LGBM: 0.86
KNN 模型
① KNN概率: 0.20 (看多1/5)
② 相似度: 低 (距离:3.050)
③ 平均收益: 正-0.40% / 负+0.59%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -57.8%
③ 预期波动: 18.9%
CNN 模型
质量: ❌ 低质量 (胜率概率:39.6%, 置信:中)
Pattern 模型
① 建议: ✅ confirm | 置信: 高 | 一致率: 70%
② 相似案例数: 10
WMU 29维模型
① 评分: 0.650 (阈值:0.58) ✅
② 投票: 支持(0.650≥0.58) | AUC:0.767
多模型decision: XGB/LGBM:支持(0.73) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:支持(1.00) | Pattern:支持(confirm,high,n=10) | WMU:支持(0.650≥0.58) | 质量=40%（仅调仓用）
→ 总分+4
timeframe
5
indicator
🤖 BT-ML Optimized SHORT
XGB/LGBM 模型
Score: 0.73 (阈值: 0.56) ✅ PASS [放行]
XGB: 0.61 | LGBM: 0.86
KNN 模型
① KNN概率: 0.20 (看多1/5)
② 相似度: 低 (距离:3.050)
③ 平均收益: 正-0.40% / 负+0.59%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -57.8%
③ 预期波动: 18.9%
CNN 模型
质量: ❌ 低质量 (胜率概率:39.6%, 置信:中)
Pattern 模型
① 建议: ✅ confirm | 置信: 高 | 一致率: 70%
② 相似案例数: 10
WMU 29维模型
① 评分: 0.650 (阈值:0.58) ✅
② 投票: 支持(0.650≥0.58) | AUC:0.767
多模型decision: XGB/LGBM:支持(0.73) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:支持(1.00) | Pattern:支持(confirm,high,n=10) | WMU:支持(0.650≥0.58) | 质量=40%（仅调仓用）
→ 总分+4
SL: $124.35 TP: $119.70 Qty: 14
{
"ticker": "ALAB",
"action": "sell",
"quantity": 14,
"referencePrice": 122.8,
"takeProfit": {
"limitPrice": 119.7
},
"stopLoss": {
"stopPrice": 124.35
},
"extras": {
"timeframe": "5",
"indicator": "🤖 BT-ML Optimized SHORT\nXGB/LGBM 模型\nScore: 0.73 (阈值: 0.56) ✅ PASS [放行]\nXGB: 0.61 | LGBM: 0.86\nKNN 模型\n① KNN概率: 0.20 (看多1/5)\n② 相似度: 低 (距离:3.050)\n③ 平均收益: 正-0.40% / 负+0.59%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -57.8%\n③ 预期波动: 18.9%\nCNN 模型\n质量: ❌ 低质量 (胜率概率:39.6%, 置信:中)\nPattern 模型\n① 建议: ✅ confirm | 置信: 高 | 一致率: 70%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.650 (阈值:0.58) ✅\n② 投票: 支持(0.650≥0.58) | AUC:0.767\n多模型decision: XGB/LGBM:支持(0.73) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:支持(1.00) | Pattern:支持(confirm,high,n=10) | WMU:支持(0.650≥0.58) | 质量=40%（仅调仓用）\n→ 总分+4"
}
}
ALAB
P_ALAB_2026-03-24_2
SHORT
56
🤖 BT-ML
-
$123.00
03/24 07:56
SL $124.38
TP $118.85
$121.80
Avg
03/24 08:02
+$67.18
Pro
0.98%
Trailing Stop
6m
Ticker: ALAB Action: sellTF: 5Price: $122.80Indicator: 🤖 BT-ML Optimized SHORT
XGB/LGBM 模型
Score: 0.73 (阈值: 0.56) ✅ PASS [放行]
XGB: 0.61 | LGBM: 0.86
KNN 模型
① KNN概率: 0.20 (看多1/5)
② 相似度: 低 (距离:3.050)
③ 平均收益: 正-0.40% / 负+0.59%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -57.8%
③ 预期波动: 18.9%
CNN 模型
质量: ❌ 低质量 (胜率概率:39.6%, 置信:中)
Pattern 模型
① 建议: ✅ confirm | 置信: 高 | 一致率: 70%
② 相似案例数: 10
WMU 29维模型
① 评分: 0.650 (阈值:0.58) ✅
② 投票: 支持(0.650≥0.58) | AUC:0.767
多模型decision: XGB/LGBM:支持(0.73) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:支持(1.00) | Pattern:支持(confirm,high,n=10) | WMU:支持(0.650≥0.58) | 质量=40%（仅调仓用）
→ 总分+4
timeframe
5
indicator
🤖 BT-ML Optimized SHORT
XGB/LGBM 模型
Score: 0.73 (阈值: 0.56) ✅ PASS [放行]
XGB: 0.61 | LGBM: 0.86
KNN 模型
① KNN概率: 0.20 (看多1/5)
② 相似度: 低 (距离:3.050)
③ 平均收益: 正-0.40% / 负+0.59%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -57.8%
③ 预期波动: 18.9%
CNN 模型
质量: ❌ 低质量 (胜率概率:39.6%, 置信:中)
Pattern 模型
① 建议: ✅ confirm | 置信: 高 | 一致率: 70%
② 相似案例数: 10
WMU 29维模型
① 评分: 0.650 (阈值:0.58) ✅
② 投票: 支持(0.650≥0.58) | AUC:0.767
多模型decision: XGB/LGBM:支持(0.73) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:支持(1.00) | Pattern:支持(confirm,high,n=10) | WMU:支持(0.650≥0.58) | 质量=40%（仅调仓用）
→ 总分+4
SL: $124.38 TP: $118.85 Qty: 56
{
"ticker": "ALAB",
"action": "sell",
"quantity": 56,
"referencePrice": 122.8,
"takeProfit": {
"limitPrice": 118.85
},
"stopLoss": {
"stopPrice": 124.38
},
"extras": {
"timeframe": "5",
"indicator": "🤖 BT-ML Optimized SHORT\nXGB/LGBM 模型\nScore: 0.73 (阈值: 0.56) ✅ PASS [放行]\nXGB: 0.61 | LGBM: 0.86\nKNN 模型\n① KNN概率: 0.20 (看多1/5)\n② 相似度: 低 (距离:3.050)\n③ 平均收益: 正-0.40% / 负+0.59%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -57.8%\n③ 预期波动: 18.9%\nCNN 模型\n质量: ❌ 低质量 (胜率概率:39.6%, 置信:中)\nPattern 模型\n① 建议: ✅ confirm | 置信: 高 | 一致率: 70%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.650 (阈值:0.58) ✅\n② 投票: 支持(0.650≥0.58) | AUC:0.767\n多模型decision: XGB/LGBM:支持(0.73) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:支持(1.00) | Pattern:支持(confirm,high,n=10) | WMU:支持(0.650≥0.58) | 质量=40%（仅调仓用）\n→ 总分+4"
}
}
CONL
加仓
P_CONL_2026-03-24_1
LONG
128
🤖 BT-ML
-
$9.60
03/24 05:45
SL $9.49
TP $9.91
$9.59
Avg
03/24 06:02
$-1.15
Pro
-0.09%
Trailing Stop
17m
Ticker: CONL Action: buyTF: 5Price: $9.61Indicator: 🤖 BT-ML Optimized LONG
XGB/LGBM 模型
Score: 0.70 (阈值: 0.56) ✅ PASS [放行]
XGB: 0.44 | LGBM: 0.96
KNN 模型
① KNN概率: 1.00 (看多5/5)
② 相似度: 低 (距离:3.053)
③ 平均收益: 正+0.62% / 负-0.94%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -51.2%
③ 预期波动: 34.4%
CNN 模型
质量: ✅ 高质量 (胜率概率:93.3%, 置信:高)
仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%)
Pattern 模型
① 建议: ⚖️ neutral | 置信: 高 | 一致率: 50%
② 相似案例数: 10
WMU 29维模型
① 评分: 0.338 (阈值:0.64) ❌
② 投票: 反对(0.338<0.64-0.05) | AUC:0.581
多模型decision: XGB/LGBM:支持(0.70) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:反对(0.00) | Pattern:弃权(neutral) | WMU:反对(0.338<0.64-0.05) | 质量=93%（仅调仓用）
→ 总分-1
timeframe
5
indicator
🤖 BT-ML Optimized LONG
XGB/LGBM 模型
Score: 0.70 (阈值: 0.56) ✅ PASS [放行]
XGB: 0.44 | LGBM: 0.96
KNN 模型
① KNN概率: 1.00 (看多5/5)
② 相似度: 低 (距离:3.053)
③ 平均收益: 正+0.62% / 负-0.94%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -51.2%
③ 预期波动: 34.4%
CNN 模型
质量: ✅ 高质量 (胜率概率:93.3%, 置信:高)
仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%)
Pattern 模型
① 建议: ⚖️ neutral | 置信: 高 | 一致率: 50%
② 相似案例数: 10
WMU 29维模型
① 评分: 0.338 (阈值:0.64) ❌
② 投票: 反对(0.338<0.64-0.05) | AUC:0.581
多模型decision: XGB/LGBM:支持(0.70) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:反对(0.00) | Pattern:弃权(neutral) | WMU:反对(0.338<0.64-0.05) | 质量=93%（仅调仓用）
→ 总分-1
SL: $9.49 TP: $9.91 Qty: 128
{
"ticker": "CONL",
"action": "buy",
"quantity": 128,
"referencePrice": 9.61,
"takeProfit": {
"limitPrice": 9.91
},
"stopLoss": {
"stopPrice": 9.49
},
"extras": {
"timeframe": "5",
"indicator": "🤖 BT-ML Optimized LONG\nXGB/LGBM 模型\nScore: 0.70 (阈值: 0.56) ✅ PASS [放行]\nXGB: 0.44 | LGBM: 0.96\nKNN 模型\n① KNN概率: 1.00 (看多5/5)\n② 相似度: 低 (距离:3.053)\n③ 平均收益: 正+0.62% / 负-0.94%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -51.2%\n③ 预期波动: 34.4%\nCNN 模型\n质量: ✅ 高质量 (胜率概率:93.3%, 置信:高)\n仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%)\nPattern 模型\n① 建议: ⚖️ neutral | 置信: 高 | 一致率: 50%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.338 (阈值:0.64) ❌\n② 投票: 反对(0.338<0.64-0.05) | AUC:0.581\n多模型decision: XGB/LGBM:支持(0.70) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:反对(0.00) | Pattern:弃权(neutral) | WMU:反对(0.338<0.64-0.05) | 质量=93%（仅调仓用）\n→ 总分-1"
}
}
CONL
加仓
P_CONL_2026-03-24_1
LONG
822
🤖 BT-ML
-
$9.60
03/24 05:45
SL $9.47
TP $9.96
$9.59
Avg
03/24 06:02
$-7.35
Pro
-0.09%
Trailing Stop
17m
Ticker: CONL Action: buyTF: 5Price: $9.61Indicator: 🤖 BT-ML Optimized LONG
XGB/LGBM 模型
Score: 0.70 (阈值: 0.56) ✅ PASS [放行]
XGB: 0.44 | LGBM: 0.96
KNN 模型
① KNN概率: 1.00 (看多5/5)
② 相似度: 低 (距离:3.053)
③ 平均收益: 正+0.62% / 负-0.94%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -51.2%
③ 预期波动: 34.4%
CNN 模型
质量: ✅ 高质量 (胜率概率:93.3%, 置信:高)
仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%)
Pattern 模型
① 建议: ⚖️ neutral | 置信: 高 | 一致率: 50%
② 相似案例数: 10
WMU 29维模型
① 评分: 0.338 (阈值:0.64) ❌
② 投票: 反对(0.338<0.64-0.05) | AUC:0.581
多模型decision: XGB/LGBM:支持(0.70) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:反对(0.00) | Pattern:弃权(neutral) | WMU:反对(0.338<0.64-0.05) | 质量=93%（仅调仓用）
→ 总分-1
timeframe
5
indicator
🤖 BT-ML Optimized LONG
XGB/LGBM 模型
Score: 0.70 (阈值: 0.56) ✅ PASS [放行]
XGB: 0.44 | LGBM: 0.96
KNN 模型
① KNN概率: 1.00 (看多5/5)
② 相似度: 低 (距离:3.053)
③ 平均收益: 正+0.62% / 负-0.94%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -51.2%
③ 预期波动: 34.4%
CNN 模型
质量: ✅ 高质量 (胜率概率:93.3%, 置信:高)
仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%)
Pattern 模型
① 建议: ⚖️ neutral | 置信: 高 | 一致率: 50%
② 相似案例数: 10
WMU 29维模型
① 评分: 0.338 (阈值:0.64) ❌
② 投票: 反对(0.338<0.64-0.05) | AUC:0.581
多模型decision: XGB/LGBM:支持(0.70) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:反对(0.00) | Pattern:弃权(neutral) | WMU:反对(0.338<0.64-0.05) | 质量=93%（仅调仓用）
→ 总分-1
SL: $9.47 TP: $9.96 Qty: 822
{
"ticker": "CONL",
"action": "buy",
"quantity": 822,
"referencePrice": 9.61,
"takeProfit": {
"limitPrice": 9.96
},
"stopLoss": {
"stopPrice": 9.47
},
"extras": {
"timeframe": "5",
"indicator": "🤖 BT-ML Optimized LONG\nXGB/LGBM 模型\nScore: 0.70 (阈值: 0.56) ✅ PASS [放行]\nXGB: 0.44 | LGBM: 0.96\nKNN 模型\n① KNN概率: 1.00 (看多5/5)\n② 相似度: 低 (距离:3.053)\n③ 平均收益: 正+0.62% / 负-0.94%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -51.2%\n③ 预期波动: 34.4%\nCNN 模型\n质量: ✅ 高质量 (胜率概率:93.3%, 置信:高)\n仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%)\nPattern 模型\n① 建议: ⚖️ neutral | 置信: 高 | 一致率: 50%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.338 (阈值:0.64) ❌\n② 投票: 反对(0.338<0.64-0.05) | AUC:0.581\n多模型decision: XGB/LGBM:支持(0.70) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:反对(0.00) | Pattern:弃权(neutral) | WMU:反对(0.338<0.64-0.05) | 质量=93%（仅调仓用）\n→ 总分-1"
}
}
CONL
P_CONL_2026-03-24_1
LONG
112
📌AImonitor-Bias平滑趋势信号 Signal:
B (1)
$9.59
03/24 05:40
SL $9.16
TP $10.07
$9.59
Avg
03/24 06:02
$-1.00
Pro
-0.09%
Trailing Stop
22m
Ticker: CONL Action: buyPrice: $9.60Indicator: 📌AImonitor-Bias平滑趋势信号
Signal: B+1, WMvalue: -0.85, 趋势强度: 47.1%
动能一致性: 强一致 (4/4)
Momo State: 震荡偏多 (-1+2)
HTF: B+4,strongpass, WMvalue: 1.7, 趋势强度: 41.2%
HTF动能一致性: 一致 (3/4)
HTF Momo State: 共振多头 (2+2) | 15
Market Structure: VOID (DUDU)
OB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB
MarketRegime: NESTED_BULL
Squeeze: ⚠️点火试探 pass, HTF[挤压中,无pass]+Cur[挤压中,有pass]
Resonance: +0.160 弱 [TSI×htf:+0.00 | TSI×Str:+0.00 | MA×htf:+0.50 | Time:+0.40]
ML: 0.499 weak(caution) [XGB:0.599/RF:0.348]
预测模型: ⚖️ 中性 方向一致率:50% (高置信, 10案例) 预期波动:+2.8% 建议TP:+2.22% | K线:图表:Descending Channel
多维综合评级: B+1 M+1 VOID
Final Decision: STRONGPASS - VOID豁免通过Grade:
B (1)
indicator
📌AImonitor-Bias平滑趋势信号
Signal: B+1, WMvalue: -0.85, 趋势强度: 47.1%
动能一致性: 强一致 (4/4)
Momo State: 震荡偏多 (-1+2)
HTF: B+4,strongpass, WMvalue: 1.7, 趋势强度: 41.2%
HTF动能一致性: 一致 (3/4)
HTF Momo State: 共振多头 (2+2) | 15
Market Structure: VOID (DUDU)
OB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB
MarketRegime: NESTED_BULL
Squeeze: ⚠️点火试探 pass, HTF[挤压中,无pass]+Cur[挤压中,有pass]
Resonance: +0.160 弱 [TSI×htf:+0.00 | TSI×Str:+0.00 | MA×htf:+0.50 | Time:+0.40]
ML: 0.499 weak(caution) [XGB:0.599/RF:0.348]
预测模型: ⚖️ 中性 方向一致率:50% (高置信, 10案例) 预期波动:+2.8% 建议TP:+2.22% | K线:图表:Descending Channel
多维综合评级: B+1 M+1 VOID
Final Decision: STRONGPASS - VOID豁免通过
SL: $9.16 TP: $10.07 Qty: 112
{
"ticker": "CONL",
"action": "buy",
"price": 9.595,
"referencePrice": 9.6,
"timeframe": "5",
"extras": {
"indicator": "📌AImonitor-Bias平滑趋势信号\nSignal: B+1, WMvalue: -0.85, 趋势强度: 47.1%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: B+4,strongpass, WMvalue: 1.7, 趋势强度: 41.2%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 15\nMarket Structure: VOID (DUDU)\nOB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB\n\nMarketRegime: NESTED_BULL\nSqueeze: ⚠️点火试探 pass, HTF[挤压中,无pass]+Cur[挤压中,有pass]\nResonance: +0.160 弱 [TSI×htf:+0.00 | TSI×Str:+0.00 | MA×htf:+0.50 | Time:+0.40]\nML: 0.499 weak(caution) [XGB:0.599/RF:0.348]\n预测模型: ⚖️ 中性 方向一致率:50% (高置信, 10案例) 预期波动:+2.8% 建议TP:+2.22% | K线:图表:Descending Channel\n多维综合评级: B+1 M+1 VOID\nFinal Decision: STRONGPASS - VOID豁免通过"
},
"quantity": "112",
"takeProfit": {
"limitPrice": 10.07
},
"stopLoss": {
"stopPrice": 9.16
},
"filter_result": {
"decision": "strongpass",
"rating": "B+1",
"final_rating": "📌AImonitor-Bias平滑趋势信号\nSignal: B+1, WMvalue: -0.85, 趋势强度: 47.1%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: B+4,strongpass, WMvalue: 1.7, 趋势强度: 41.2%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 15\nMarket Structure: VOID (DUDU)\nOB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB\n\nMarketRegime: NESTED_BULL\nSqueeze: ⚠️点火试探 pass, HTF[挤压中,无pass]+Cur[挤压中,有pass]\nResonance: +0.160 弱 [TSI×htf:+0.00 | TSI×Str:+0.00 | MA×htf:+0.50 | Time:+0.40]\nML: 0.499 weak(caution) [XGB:0.599/RF:0.348]\n预测模型: ⚖️ 中性 方向一致率:50% (高置信, 10案例) 预期波动:+2.8% 建议TP:+2.22% | K线:图表:Descending Channel\n多维综合评级: B+1 M+1 VOID\nFinal Decision: STRONGPASS - VOID豁免通过",
"reason": "ABC:B+1(0.550) | HTF:strongpass | 6D:当前B级中性Momo但HTF规则strongpass补偿 | L4:VOID豁免通过：HTF规则strongpass | L5:OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB | L6:[MRC强] NESTED_BULL+B+1级+HTF通过，强势做多",
"scores": {},
"htf_mismatch": false
},
"signal_type": "filtered",
"forwarded_at": "2026-03-24T09:40:32.715493"
}
ALAB
加仓
P_ALAB_2026-03-24_1
SHORT
57
🤖 BT-ML
-
$123.89
03/24 04:41
SL $123.97
TP $120.58
$123.89
Avg
03/24 04:41
+$0.00
Pro
Trailing Stop
0m
Ticker: ALAB Action: sellTF: 5Price: $123.00Indicator: 🤖 BT-ML Optimized SHORT
XGB/LGBM 模型
Score: 0.65 (阈值: 0.56) ✅ PASS [放行]
XGB: 0.54 | LGBM: 0.76
KNN 模型
① KNN概率: 0.20 (看多1/5)
② 相似度: 低 (距离:3.050)
③ 平均收益: 正-0.40% / 负+0.59%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -57.8%
③ 预期波动: 18.9%
CNN 模型
质量: ❌ 低质量 (胜率概率:39.6%, 置信:中)
Pattern 模型
① 建议: ✅ confirm | 置信: 高 | 一致率: 70%
② 相似案例数: 10
WMU 29维模型
① 评分: 0.650 (阈值:0.58) ✅
② 投票: 支持(0.650≥0.58) | AUC:0.767
多模型decision: XGB/LGBM:支持(0.65) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:支持(1.00) | Pattern:支持(confirm,high,n=10) | WMU:支持(0.650≥0.58) | 质量=40%（仅调仓用）
→ 总分+4
timeframe
5
indicator
🤖 BT-ML Optimized SHORT
XGB/LGBM 模型
Score: 0.65 (阈值: 0.56) ✅ PASS [放行]
XGB: 0.54 | LGBM: 0.76
KNN 模型
① KNN概率: 0.20 (看多1/5)
② 相似度: 低 (距离:3.050)
③ 平均收益: 正-0.40% / 负+0.59%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -57.8%
③ 预期波动: 18.9%
CNN 模型
质量: ❌ 低质量 (胜率概率:39.6%, 置信:中)
Pattern 模型
① 建议: ✅ confirm | 置信: 高 | 一致率: 70%
② 相似案例数: 10
WMU 29维模型
① 评分: 0.650 (阈值:0.58) ✅
② 投票: 支持(0.650≥0.58) | AUC:0.767
多模型decision: XGB/LGBM:支持(0.65) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:支持(1.00) | Pattern:支持(confirm,high,n=10) | WMU:支持(0.650≥0.58) | 质量=40%（仅调仓用）
→ 总分+4
SL: $123.97 TP: $120.58 Qty: 57
{
"ticker": "ALAB",
"action": "sell",
"quantity": 57,
"referencePrice": 123.0,
"takeProfit": {
"limitPrice": 120.58
},
"stopLoss": {
"stopPrice": 123.97
},
"extras": {
"timeframe": "5",
"indicator": "🤖 BT-ML Optimized SHORT\nXGB/LGBM 模型\nScore: 0.65 (阈值: 0.56) ✅ PASS [放行]\nXGB: 0.54 | LGBM: 0.76\nKNN 模型\n① KNN概率: 0.20 (看多1/5)\n② 相似度: 低 (距离:3.050)\n③ 平均收益: 正-0.40% / 负+0.59%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -57.8%\n③ 预期波动: 18.9%\nCNN 模型\n质量: ❌ 低质量 (胜率概率:39.6%, 置信:中)\nPattern 模型\n① 建议: ✅ confirm | 置信: 高 | 一致率: 70%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.650 (阈值:0.58) ✅\n② 投票: 支持(0.650≥0.58) | AUC:0.767\n多模型decision: XGB/LGBM:支持(0.65) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:支持(1.00) | Pattern:支持(confirm,high,n=10) | WMU:支持(0.650≥0.58) | 质量=40%（仅调仓用）\n→ 总分+4"
}
}
ALAB
P_ALAB_2026-03-24_1
SHORT
33
🤖 BT-ML
-
$123.89
03/24 04:41
SL $123.88
TP $120.81
$123.89
Avg
03/24 04:41
+$0.00
Pro
Trailing Stop
0m
Ticker: ALAB Action: sellTF: 5Price: $123.00Indicator: 🤖 BT-ML Optimized SHORT
XGB/LGBM 模型
Score: 0.65 (阈值: 0.56) ✅ PASS [放行]
XGB: 0.54 | LGBM: 0.76
KNN 模型
① KNN概率: 0.20 (看多1/5)
② 相似度: 低 (距离:3.050)
③ 平均收益: 正-0.40% / 负+0.59%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -57.8%
③ 预期波动: 18.9%
CNN 模型
质量: ❌ 低质量 (胜率概率:39.6%, 置信:中)
Pattern 模型
① 建议: ✅ confirm | 置信: 高 | 一致率: 70%
② 相似案例数: 10
WMU 29维模型
① 评分: 0.650 (阈值:0.58) ✅
② 投票: 支持(0.650≥0.58) | AUC:0.767
多模型decision: XGB/LGBM:支持(0.65) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:支持(1.00) | Pattern:支持(confirm,high,n=10) | WMU:支持(0.650≥0.58) | 质量=40%（仅调仓用）
→ 总分+4
timeframe
5
indicator
🤖 BT-ML Optimized SHORT
XGB/LGBM 模型
Score: 0.65 (阈值: 0.56) ✅ PASS [放行]
XGB: 0.54 | LGBM: 0.76
KNN 模型
① KNN概率: 0.20 (看多1/5)
② 相似度: 低 (距离:3.050)
③ 平均收益: 正-0.40% / 负+0.59%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -57.8%
③ 预期波动: 18.9%
CNN 模型
质量: ❌ 低质量 (胜率概率:39.6%, 置信:中)
Pattern 模型
① 建议: ✅ confirm | 置信: 高 | 一致率: 70%
② 相似案例数: 10
WMU 29维模型
① 评分: 0.650 (阈值:0.58) ✅
② 投票: 支持(0.650≥0.58) | AUC:0.767
多模型decision: XGB/LGBM:支持(0.65) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:支持(1.00) | Pattern:支持(confirm,high,n=10) | WMU:支持(0.650≥0.58) | 质量=40%（仅调仓用）
→ 总分+4
SL: $123.88 TP: $120.81 Qty: 33
{
"ticker": "ALAB",
"action": "sell",
"quantity": 33,
"referencePrice": 123.0,
"takeProfit": {
"limitPrice": 120.81
},
"stopLoss": {
"stopPrice": 123.88
},
"extras": {
"timeframe": "5",
"indicator": "🤖 BT-ML Optimized SHORT\nXGB/LGBM 模型\nScore: 0.65 (阈值: 0.56) ✅ PASS [放行]\nXGB: 0.54 | LGBM: 0.76\nKNN 模型\n① KNN概率: 0.20 (看多1/5)\n② 相似度: 低 (距离:3.050)\n③ 平均收益: 正-0.40% / 负+0.59%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -57.8%\n③ 预期波动: 18.9%\nCNN 模型\n质量: ❌ 低质量 (胜率概率:39.6%, 置信:中)\nPattern 模型\n① 建议: ✅ confirm | 置信: 高 | 一致率: 70%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.650 (阈值:0.58) ✅\n② 投票: 支持(0.650≥0.58) | AUC:0.767\n多模型decision: XGB/LGBM:支持(0.65) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:支持(1.00) | Pattern:支持(confirm,high,n=10) | WMU:支持(0.650≥0.58) | 质量=40%（仅调仓用）\n→ 总分+4"
}
}
SOXL
加仓
P_SOXL_2026-03-24_1
SHORT
65
🤖 BT-ML
-
$52.95
03/24 04:31
SL $53.80
TP $50.80
$53.20
Avg
03/24 04:36
$-4.13
Pro
-0.12%
Trailing Stop
5m
Ticker: SOXL Action: sellTF: 5Price: $52.94Indicator: 🤖 BT-ML Optimized SHORT
XGB/LGBM 模型
Score: 0.57 (阈值: 0.58) ✅ PASS [放行] 🟡[灰色地带救济]
XGB: 0.65 | LGBM: 0.50
KNN 模型
① KNN概率: 0.62 (看多3/5)
② 相似度: 低 (距离:4.531)
③ 平均收益: 正-0.49% / 负+0.62%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -17.3%
③ 预期波动: 22.4%
CNN 模型
质量: ✅ 高质量 (胜率概率:64.2%, 置信:中)
Pattern 模型
① 建议: 📈 strong_confirm | 置信: 高 | 一致率: 80%
② 相似案例数: 10
WMU 29维模型 🟡灰色地带救济
① 评分: 0.597 (阈值:0.38) ✅
② 投票: 支持(0.597≥0.38) | AUC:0.600
Structure 97维模型
① 评分: 0.531 (阈值:0.45) ✅
② 投票: 支持(0.531≥0.45) | RF:0.483 | LGBM:0.562
多模型decision: XGB/LGBM:未达阈值(0.57) | KNN:距离过大(4.53)弃权 dist=4.53 | TCN:支持(1.00) | Pattern:支持(strong_confirm,high,n=10) | WMU:支持(0.597≥0.38) | Struct:支持(0.531≥0.45) | 质量=64%（仅调仓用）
→ 总分+3
timeframe
5
indicator
🤖 BT-ML Optimized SHORT
XGB/LGBM 模型
Score: 0.57 (阈值: 0.58) ✅ PASS [放行] 🟡[灰色地带救济]
XGB: 0.65 | LGBM: 0.50
KNN 模型
① KNN概率: 0.62 (看多3/5)
② 相似度: 低 (距离:4.531)
③ 平均收益: 正-0.49% / 负+0.62%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -17.3%
③ 预期波动: 22.4%
CNN 模型
质量: ✅ 高质量 (胜率概率:64.2%, 置信:中)
Pattern 模型
① 建议: 📈 strong_confirm | 置信: 高 | 一致率: 80%
② 相似案例数: 10
WMU 29维模型 🟡灰色地带救济
① 评分: 0.597 (阈值:0.38) ✅
② 投票: 支持(0.597≥0.38) | AUC:0.600
Structure 97维模型
① 评分: 0.531 (阈值:0.45) ✅
② 投票: 支持(0.531≥0.45) | RF:0.483 | LGBM:0.562
多模型decision: XGB/LGBM:未达阈值(0.57) | KNN:距离过大(4.53)弃权 dist=4.53 | TCN:支持(1.00) | Pattern:支持(strong_confirm,high,n=10) | WMU:支持(0.597≥0.38) | Struct:支持(0.531≥0.45) | 质量=64%（仅调仓用）
→ 总分+3
SL: $53.80 TP: $50.80 Qty: 65
{
"ticker": "SOXL",
"action": "sell",
"quantity": 65,
"referencePrice": 52.94,
"takeProfit": {
"limitPrice": 50.8
},
"stopLoss": {
"stopPrice": 53.8
},
"extras": {
"timeframe": "5",
"indicator": "🤖 BT-ML Optimized SHORT\nXGB/LGBM 模型\nScore: 0.57 (阈值: 0.58) ✅ PASS [放行] 🟡[灰色地带救济]\nXGB: 0.65 | LGBM: 0.50\nKNN 模型\n① KNN概率: 0.62 (看多3/5)\n② 相似度: 低 (距离:4.531)\n③ 平均收益: 正-0.49% / 负+0.62%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -17.3%\n③ 预期波动: 22.4%\nCNN 模型\n质量: ✅ 高质量 (胜率概率:64.2%, 置信:中)\nPattern 模型\n① 建议: 📈 strong_confirm | 置信: 高 | 一致率: 80%\n② 相似案例数: 10\nWMU 29维模型 🟡灰色地带救济\n① 评分: 0.597 (阈值:0.38) ✅\n② 投票: 支持(0.597≥0.38) | AUC:0.600\nStructure 97维模型\n① 评分: 0.531 (阈值:0.45) ✅\n② 投票: 支持(0.531≥0.45) | RF:0.483 | LGBM:0.562\n多模型decision: XGB/LGBM:未达阈值(0.57) | KNN:距离过大(4.53)弃权 dist=4.53 | TCN:支持(1.00) | Pattern:支持(strong_confirm,high,n=10) | WMU:支持(0.597≥0.38) | Struct:支持(0.531≥0.45) | 质量=64%（仅调仓用）\n→ 总分+3"
}
}
SOXL
P_SOXL_2026-03-24_1
SHORT
164
🤖 BT-ML
-
$53.21
03/24 04:20
SL $54.07
TP $50.88
$53.20
Avg
03/24 04:36
$-10.48
Pro
-0.12%
Trailing Stop
16m
Ticker: SOXL Action: sellTF: 5Price: $53.16Indicator: 🤖 BT-ML Optimized SHORT
XGB/LGBM 模型
Score: 0.57 (阈值: 0.58) ✅ PASS [放行] 🟡[灰色地带救济]
XGB: 0.65 | LGBM: 0.50
KNN 模型
① KNN概率: 0.62 (看多3/5)
② 相似度: 低 (距离:4.531)
③ 平均收益: 正-0.49% / 负+0.62%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -17.3%
③ 预期波动: 22.4%
CNN 模型
质量: ✅ 高质量 (胜率概率:64.2%, 置信:中)
Pattern 模型
① 建议: 📈 strong_confirm | 置信: 高 | 一致率: 80%
② 相似案例数: 10
WMU 29维模型 🟡灰色地带救济
① 评分: 0.597 (阈值:0.38) ✅
② 投票: 支持(0.597≥0.38) | AUC:0.600
Structure 97维模型
① 评分: 0.576 (阈值:0.45) ✅
② 投票: 支持(0.576≥0.45) | RF:0.489 | LGBM:0.633
多模型decision: XGB/LGBM:未达阈值(0.57) | KNN:距离过大(4.53)弃权 dist=4.53 | TCN:支持(1.00) | Pattern:支持(strong_confirm,high,n=10) | WMU:支持(0.597≥0.38) | Struct:支持(0.576≥0.45) | 质量=64%（仅调仓用）
→ 总分+3
timeframe
5
indicator
🤖 BT-ML Optimized SHORT
XGB/LGBM 模型
Score: 0.57 (阈值: 0.58) ✅ PASS [放行] 🟡[灰色地带救济]
XGB: 0.65 | LGBM: 0.50
KNN 模型
① KNN概率: 0.62 (看多3/5)
② 相似度: 低 (距离:4.531)
③ 平均收益: 正-0.49% / 负+0.62%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -17.3%
③ 预期波动: 22.4%
CNN 模型
质量: ✅ 高质量 (胜率概率:64.2%, 置信:中)
Pattern 模型
① 建议: 📈 strong_confirm | 置信: 高 | 一致率: 80%
② 相似案例数: 10
WMU 29维模型 🟡灰色地带救济
① 评分: 0.597 (阈值:0.38) ✅
② 投票: 支持(0.597≥0.38) | AUC:0.600
Structure 97维模型
① 评分: 0.576 (阈值:0.45) ✅
② 投票: 支持(0.576≥0.45) | RF:0.489 | LGBM:0.633
多模型decision: XGB/LGBM:未达阈值(0.57) | KNN:距离过大(4.53)弃权 dist=4.53 | TCN:支持(1.00) | Pattern:支持(strong_confirm,high,n=10) | WMU:支持(0.597≥0.38) | Struct:支持(0.576≥0.45) | 质量=64%（仅调仓用）
→ 总分+3
SL: $54.07 TP: $50.88 Qty: 164
{
"ticker": "SOXL",
"action": "sell",
"quantity": 164,
"referencePrice": 53.16,
"takeProfit": {
"limitPrice": 50.88
},
"stopLoss": {
"stopPrice": 54.07
},
"extras": {
"timeframe": "5",
"indicator": "🤖 BT-ML Optimized SHORT\nXGB/LGBM 模型\nScore: 0.57 (阈值: 0.58) ✅ PASS [放行] 🟡[灰色地带救济]\nXGB: 0.65 | LGBM: 0.50\nKNN 模型\n① KNN概率: 0.62 (看多3/5)\n② 相似度: 低 (距离:4.531)\n③ 平均收益: 正-0.49% / 负+0.62%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -17.3%\n③ 预期波动: 22.4%\nCNN 模型\n质量: ✅ 高质量 (胜率概率:64.2%, 置信:中)\nPattern 模型\n① 建议: 📈 strong_confirm | 置信: 高 | 一致率: 80%\n② 相似案例数: 10\nWMU 29维模型 🟡灰色地带救济\n① 评分: 0.597 (阈值:0.38) ✅\n② 投票: 支持(0.597≥0.38) | AUC:0.600\nStructure 97维模型\n① 评分: 0.576 (阈值:0.45) ✅\n② 投票: 支持(0.576≥0.45) | RF:0.489 | LGBM:0.633\n多模型decision: XGB/LGBM:未达阈值(0.57) | KNN:距离过大(4.53)弃权 dist=4.53 | TCN:支持(1.00) | Pattern:支持(strong_confirm,high,n=10) | WMU:支持(0.597≥0.38) | Struct:支持(0.576≥0.45) | 质量=64%（仅调仓用）\n→ 总分+3"
}
}
CONL
P_CONL_2026-03-23_6
LONG
130
🤖 BT-ML
-
$9.54
03/23 19:56
SL $9.47
TP $9.71
$9.59
03/23 19:59
+$6.49
0.52%
Trailing Stop
3m
Ticker: CONL Action: buyTF: 5Price: $9.54Indicator: 🤖 BT-ML Optimized LONG
XGB/LGBM 模型
Score: 0.67 (阈值: 0.56) ✅ PASS [放行]
XGB: 0.42 | LGBM: 0.93
KNN 模型
① KNN概率: 1.00 (看多5/5)
② 相似度: 低 (距离:3.053)
③ 平均收益: 正+0.62% / 负-0.94%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -51.2%
③ 预期波动: 34.4%
CNN 模型
质量: ✅ 高质量 (胜率概率:93.3%, 置信:高)
仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%)
Pattern 模型
① 建议: ⚠️ contradict | 置信: 高 | 一致率: 30%
② 相似案例数: 10
WMU 29维模型
① 评分: 0.338 (阈值:0.64) ❌
② 投票: 反对(0.338<0.64-0.05) | AUC:0.581
多模型decision: XGB/LGBM:支持(0.67) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:反对(0.00) | Pattern:反对(contradict,high,n=10) | WMU:反对(0.338<0.64-0.05) | 质量=93%（仅调仓用）
→ 总分-2
timeframe
5
indicator
🤖 BT-ML Optimized LONG
XGB/LGBM 模型
Score: 0.67 (阈值: 0.56) ✅ PASS [放行]
XGB: 0.42 | LGBM: 0.93
KNN 模型
① KNN概率: 1.00 (看多5/5)
② 相似度: 低 (距离:3.053)
③ 平均收益: 正+0.62% / 负-0.94%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -51.2%
③ 预期波动: 34.4%
CNN 模型
质量: ✅ 高质量 (胜率概率:93.3%, 置信:高)
仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%)
Pattern 模型
① 建议: ⚠️ contradict | 置信: 高 | 一致率: 30%
② 相似案例数: 10
WMU 29维模型
① 评分: 0.338 (阈值:0.64) ❌
② 投票: 反对(0.338<0.64-0.05) | AUC:0.581
多模型decision: XGB/LGBM:支持(0.67) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:反对(0.00) | Pattern:反对(contradict,high,n=10) | WMU:反对(0.338<0.64-0.05) | 质量=93%（仅调仓用）
→ 总分-2
SL: $9.47 TP: $9.71 Qty: 130
{
"ticker": "CONL",
"action": "buy",
"quantity": 130,
"referencePrice": 9.54,
"takeProfit": {
"limitPrice": 9.71
},
"stopLoss": {
"stopPrice": 9.47
},
"extras": {
"timeframe": "5",
"indicator": "🤖 BT-ML Optimized LONG\nXGB/LGBM 模型\nScore: 0.67 (阈值: 0.56) ✅ PASS [放行]\nXGB: 0.42 | LGBM: 0.93\nKNN 模型\n① KNN概率: 1.00 (看多5/5)\n② 相似度: 低 (距离:3.053)\n③ 平均收益: 正+0.62% / 负-0.94%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -51.2%\n③ 预期波动: 34.4%\nCNN 模型\n质量: ✅ 高质量 (胜率概率:93.3%, 置信:高)\n仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%)\nPattern 模型\n① 建议: ⚠️ contradict | 置信: 高 | 一致率: 30%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.338 (阈值:0.64) ❌\n② 投票: 反对(0.338<0.64-0.05) | AUC:0.581\n多模型decision: XGB/LGBM:支持(0.67) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:反对(0.00) | Pattern:反对(contradict,high,n=10) | WMU:反对(0.338<0.64-0.05) | 质量=93%（仅调仓用）\n→ 总分-2"
}
}
CONL
P_CONL_2026-03-23_5
LONG
829
🤖 BT-ML
-
$9.51
03/23 19:56
SL $9.47
TP $9.72
$9.51
03/23 19:56
+$0.00
Stop Loss
0m
Ticker: CONL Action: buyTF: 5Price: $9.54Indicator: 🤖 BT-ML Optimized LONG
XGB/LGBM 模型
Score: 0.67 (阈值: 0.56) ✅ PASS [放行]
XGB: 0.42 | LGBM: 0.93
KNN 模型
① KNN概率: 1.00 (看多5/5)
② 相似度: 低 (距离:3.053)
③ 平均收益: 正+0.62% / 负-0.94%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -51.2%
③ 预期波动: 34.4%
CNN 模型
质量: ✅ 高质量 (胜率概率:93.3%, 置信:高)
仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%)
Pattern 模型
① 建议: ⚠️ contradict | 置信: 高 | 一致率: 30%
② 相似案例数: 10
WMU 29维模型
① 评分: 0.338 (阈值:0.64) ❌
② 投票: 反对(0.338<0.64-0.05) | AUC:0.581
多模型decision: XGB/LGBM:支持(0.67) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:反对(0.00) | Pattern:反对(contradict,high,n=10) | WMU:反对(0.338<0.64-0.05) | 质量=93%（仅调仓用）
→ 总分-2
timeframe
5
indicator
🤖 BT-ML Optimized LONG
XGB/LGBM 模型
Score: 0.67 (阈值: 0.56) ✅ PASS [放行]
XGB: 0.42 | LGBM: 0.93
KNN 模型
① KNN概率: 1.00 (看多5/5)
② 相似度: 低 (距离:3.053)
③ 平均收益: 正+0.62% / 负-0.94%
TCN 模型
① 方向概率: 0.00 (100%看空)
② 预期收益: -51.2%
③ 预期波动: 34.4%
CNN 模型
质量: ✅ 高质量 (胜率概率:93.3%, 置信:高)
仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%)
Pattern 模型
① 建议: ⚠️ contradict | 置信: 高 | 一致率: 30%
② 相似案例数: 10
WMU 29维模型
① 评分: 0.338 (阈值:0.64) ❌
② 投票: 反对(0.338<0.64-0.05) | AUC:0.581
多模型decision: XGB/LGBM:支持(0.67) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:反对(0.00) | Pattern:反对(contradict,high,n=10) | WMU:反对(0.338<0.64-0.05) | 质量=93%（仅调仓用）
→ 总分-2
SL: $9.47 TP: $9.72 Qty: 829
{
"ticker": "CONL",
"action": "buy",
"quantity": 829,
"referencePrice": 9.54,
"takeProfit": {
"limitPrice": 9.72
},
"stopLoss": {
"stopPrice": 9.47
},
"extras": {
"timeframe": "5",
"indicator": "🤖 BT-ML Optimized LONG\nXGB/LGBM 模型\nScore: 0.67 (阈值: 0.56) ✅ PASS [放行]\nXGB: 0.42 | LGBM: 0.93\nKNN 模型\n① KNN概率: 1.00 (看多5/5)\n② 相似度: 低 (距离:3.053)\n③ 平均收益: 正+0.62% / 负-0.94%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -51.2%\n③ 预期波动: 34.4%\nCNN 模型\n质量: ✅ 高质量 (胜率概率:93.3%, 置信:高)\n仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%)\nPattern 模型\n① 建议: ⚠️ contradict | 置信: 高 | 一致率: 30%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.338 (阈值:0.64) ❌\n② 投票: 反对(0.338<0.64-0.05) | AUC:0.581\n多模型decision: XGB/LGBM:支持(0.67) | KNN:距离过大(3.05)弃权 dist=3.05 | TCN:反对(0.00) | Pattern:反对(contradict,high,n=10) | WMU:反对(0.338<0.64-0.05) | 质量=93%（仅调仓用）\n→ 总分-2"
}
}
NVTS
P_NVTS_2026-03-23_1
LONG
544
WaveMatrix diamondreversalbuy
-
$9.18
03/23 16:00
SL $8.39
TP $10.55
$9.22
03/24 04:00
+$21.76
0.44%
Trailing Stop
12h 0m
Ticker: NVTS Action: buyTF: 60Price: $9.18Indicator: WaveMatrix diamondreversalbuy
timeframe
60
indicator
WaveMatrix diamondreversalbuy
SL: $8.39 TP: $10.55 Qty: 544
{
"ticker": "NVTS",
"action": "buy",
"quantity": 544,
"referencePrice": 9.175,
"takeProfit": {
"limitPrice": 10.549505812
},
"stopLoss": {
"stopPrice": 8.3895681074
},
"extras": {
"timeframe": "60",
"indicator": "WaveMatrix diamondreversalbuy"
}
}