Trade Analytics

Entry-based trade flow analysis with Position linkage (入场流水分析) Per-Leg View

For scaled positions (加仓), P&L is prorated by cost ratio (Pro). The icon shows position total. Stats cards use position-level data. Date filter applies to entry time.

Filter Options

Account Type

Symbol

Status

Signal Grade

Exit Method

Start Date (Entry)

End Date (Entry)

Reset

Realized P&L

+$35892.65

Closed Positions

3660

Win Rate

47.5%

Avg Win

$198.90

1.26%

Avg Loss

-$161.37

-1.51%

Profit Factor

1.12

Performance by Signal Grade

Grade	Positions	P&L	Win Rate
A	1043	+$30083.09	44.7%
B	1030	+$15625.55	46.4%
C	403	+$9134.62	41.7%
Unknown	1184	$-18950.61	44.9%

Performance by Exit Method

Exit Method	Positions	P&L	Win Rate
External	280	+$41730.16	74.3%
Webhook Signal	966	+$10647.30	37.9%
Stop Loss	633	$-53677.04	17.5%
Trailing Stop	1625	+$16161.16	50.2%
Take Profit	153	+$21326.20	94.1%
Unknown	3	$-295.13	0.0%

Entry Flow Records (8910)

Page 14 of 297

Symbol	Side	Qty	Signal	Grade	Entry	SL / TP	Exit	P&L	Exit Method	Hold
CONL P_CONL_2026-06-05_1	SHORT	1054	📌algo X	B (-1)	$4.74 06/05 19:25	SL $4.77 TP $4.68	$4.72 06/05 19:56	+$21.08 0.42%	Webhook Signal	30m
CONL Signal Details (Order: 43490046228056064) Ticker: CONL Action: sell TF: 5m Price: $4.74 Indicator: 📌algo X SniperSell TrendTracer Signal: B-1, WMvalue: -14.41, 趋势强度: 47.1% 动能一致性: 强一致 (4/4) Momo State: 震荡偏空 (1+-2) HTF: C-1,reject, WMvalue: -0.86, 趋势强度: 17.6% HTF动能一致性: 较弱 (2/4) HTF Momo State: 震荡偏空 (-2+1) \| 15 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56.12%,1H压力下方18.03%｜支撑:4H支撑上方16.24%,1H支撑上方16.03% Deviation: 24.2% → 仓位x1.0 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.503 weak(caution) [XGB:0.496/RF:0.513] 多维综合评级: B-1 M-1 V1 Final Decision: PASS - 正常通过 HTF⚠️方向不一致 Grade: B (-1) Indicator Data: ETFQTY 1000 obData Timeframe: ; Bullish OB: 4.74 - 4.74; Bearish OB: 4.74 - 4.74 symbol CONL MAtrend -1 pmaText PMA Trendless POCtrend -2 adxValue 22.9850950443 CVDsignal cvdBelowMA SQZsignal no squeeze MOMOsignal bearishmomo choppiness 16.0230263312 RSIHAsignal BearishHA poc_summary Daily POC: 5.00; Prev DailyPOC: 6.00; Weekly POC: 6.00; Prev Weekly POC: 7.00; Monthly POC: 6.00; Prev Monthly POC: 9.00 AIbandsignal green uptrend center_trend Weak Bullish ratingstatus Bearish-Strong-OscDriven HTFwave_signal Neutral TrendTracerHTF 1 ewotrend_state Strong Bearish lastDemandText 4.52 - 4.49 \| 5m lastSupplyText 4.86 - 4.83 \| 5m FormattedScores S:3 / L:1 rsi_state_trend Bearish wavemarket_state Short Weak Current_timeframe 5 TrendTracersignal -1 MAtrend_timeframe1 -2 MAtrend_timeframe2 -1 Middle_smooth_trend Bullish adaptive_timeframe_1 15 adaptive_timeframe_2 60 choppingrange_signal no chopping trend_change_volatility_stop 4.65 Extras: risk 1 indicator 📌algo X SniperSell TrendTracer Signal: B-1, WMvalue: -14.41, 趋势强度: 47.1% 动能一致性: 强一致 (4/4) Momo State: 震荡偏空 (1+-2) HTF: C-1,reject, WMvalue: -0.86, 趋势强度: 17.6% HTF动能一致性: 较弱 (2/4) HTF Momo State: 震荡偏空 (-2+1) \| 15 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56.12%,1H压力下方18.03%｜支撑:4H支撑上方16.24%,1H支撑上方16.03% Deviation: 24.2% → 仓位x1.0 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.503 weak(caution) [XGB:0.496/RF:0.513] 多维综合评级: B-1 M-1 V1 Final Decision: PASS - 正常通过 HTF⚠️方向不一致 oscrating 75 timeframe 5m trendrating 70 referencePrice 4.74 originalIndicator algo X SniperSell TrendTracer SL: $4.77 TP: $4.68 Qty: 1054 Raw Webhook Payload { "data": { "ETFQTY": "1000", "obData": "Timeframe: ; Bullish OB: 4.74 - 4.74; Bearish OB: 4.74 - 4.74", "symbol": "CONL", "MAtrend": "-1", "pmaText": "PMA Trendless", "POCtrend": "-2", "adxValue": "22.9850950443", "CVDsignal": "cvdBelowMA", "SQZsignal": "no squeeze", "MOMOsignal": "bearishmomo", "choppiness": "16.0230263312", "RSIHAsignal": "BearishHA", "poc_summary": "Daily POC: 5.00; Prev DailyPOC: 6.00; Weekly POC: 6.00; Prev Weekly POC: 7.00; Monthly POC: 6.00; Prev Monthly POC: 9.00", "AIbandsignal": "green uptrend", "center_trend": "Weak Bullish", "ratingstatus": "Bearish-Strong-OscDriven", "HTFwave_signal": "Neutral", "TrendTracerHTF": "1", "ewotrend_state": "Strong Bearish", "lastDemandText": "4.52 - 4.49 \| 5m", "lastSupplyText": "4.86 - 4.83 \| 5m", "FormattedScores": "S:3 / L:1", "rsi_state_trend": "Bearish", "wavemarket_state": "Short Weak", "Current_timeframe": "5", "TrendTracersignal": "-1", "MAtrend_timeframe1": "-2", "MAtrend_timeframe2": "-1", "Middle_smooth_trend": "Bullish ", "adaptive_timeframe_1": "15", "adaptive_timeframe_2": "60", "choppingrange_signal": "no chopping", "trend_change_volatility_stop": "4.65" }, "action": "sell", "extras": { "risk": 1, "indicator": "📌algo X SniperSell TrendTracer\nSignal: B-1, WMvalue: -14.41, 趋势强度: 47.1%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏空 (1+-2)\nHTF: C-1,reject, WMvalue: -0.86, 趋势强度: 17.6%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏空 (-2+1) \| 15\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56.12%,1H压力下方18.03%｜支撑:4H支撑上方16.24%,1H支撑上方16.03%\nDeviation: 24.2% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.503 weak(caution) [XGB:0.496/RF:0.513]\n多维综合评级: B-1 M-1 V1\nFinal Decision: PASS - 正常通过\nHTF⚠️方向不一致", "oscrating": 75, "timeframe": "5m", "trendrating": 70, "referencePrice": 4.74, "originalIndicator": "algo X SniperSell TrendTracer" }, "ticker": "CONL", "quantity": 1054, "stopLoss": { "stopPrice": 4.77 }, "takeProfit": { "limitPrice": 4.68 }, "timeframe": "5m", "filter_result": { "decision": "pass", "rating": "B-1", "final_rating": "📌algo X SniperSell TrendTracer\nSignal: B-1, WMvalue: -14.41, 趋势强度: 47.1%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏空 (1+-2)\nHTF: C-1,reject, WMvalue: -0.86, 趋势强度: 17.6%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏空 (-2+1) \| 15\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56.12%,1H压力下方18.03%｜支撑:4H支撑上方16.24%,1H支撑上方16.03%\nDeviation: 24.2% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.503 weak(caution) [XGB:0.496/RF:0.513]\n多维综合评级: B-1 M-1 V1\nFinal Decision: PASS - 正常通过\nHTF⚠️方向不一致", "reason": "阶段1: B-1级 (总分-0.55, WMvalue: -14.41) \| 阶段2: HTF规则reject \| 阶段3(6维度): B级强动能覆盖HTF-C弱动能reject，Momo=neutral(4/4) \| 阶段4(V评级): 正常通过：6维度pass + V评级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56.12%,1H压力下方18.03%｜支撑:4H支撑上方16.24%,1H支撑上方16.03% \| POC空间: 100.0% \| 乖离率: 24.2%(x1.15)→仓位x1.0 \| 阶段6(MRC): ", "scores": { "main_trend_raw": 0, "main_trend_normalized": 0.0, "main_trend_weighted": 0.0, "wave_raw": -5.0, "wave_components": { "wavematrixtrend": -1, "momentum_state": -2, "tsimastatus": -1, "tsiha": -1, "rsiha": -1, "calculated": -6.2, "limited": -5.0 }, "momo_indicators": { "momo_swing_state": 1, "momo_longswing_state": -2, "momo_composite_score": -1 }, "wave_normalized": -1.0, "wave_weighted": -0.5, "structural_raw": -1.0, "structural_normalized": -0.5, "structural_weighted": -0.05, "total_score": -0.55, "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": -1 }, "tsi_check": { "passed": true, "threshold": -38.5, "details": "TSI=-14.41 > -38.5 (避免超卖)" }, "tsi_value": -14.40731214295545 }, "htf_mismatch": true }, "signal_type": "filtered", "forwarded_at": "2026-06-05T23:25:19.069884" }
GDXU P_GDXU_2026-06-05_3	LONG	96	market wave	C (-4)	$103.20 06/05 18:01	SL $100.30 TP $108.57	$105.00 06/05 19:21	+$172.80 1.74%	Trailing Stop	1h 20m
GDXU Signal Details (Order: 43489384128727040) Ticker: GDXU Action: buy Price: $103.40 Indicator: market wave Grade: C (-4) SL: $100.30 TP: $108.57 Qty: 96 Raw Webhook Payload { "close": 103.4, "action": "buy", "ticker": "GDXU", "exchange": "BATS", "quantity": 96, "stopLoss": { "stopPrice": 100.3 }, "indicator": "market wave pro", "timeframe": "15 M", "alert_name": "Buy Signals", "takeProfit": { "limitPrice": 108.57 }, "referencePrice": 103.4, "filter_result": { "decision": "reject", "rating": "C-4", "final_rating": "Signal: C-4, WMvalue: -70.39, 趋势强度: 52.9%\n动能一致性: 一致 (3/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B-4,reject, WMvalue: -72.44, 趋势强度: 100%\nHTF动能一致性: 分歧 (0/4)\nHTF Momo State: 共振空头 (-2+-2) \| 60\nMarket Structure: VOID (DDDD)\n🟢 OB: strongpass(+2) - 做多信号接近1H+4H Bullish OB，双支撑｜支撑:4H支撑下方0.29%,1H支撑上方0.4%｜阻力:距4H阻力34.16%,距1H阻力40.0%\nDeviation: 97.1% → 仓位x0.2\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.338 bearish(caution) [XGB:0.262/RF:0.451]\n多维综合评级: C-4 M-4 VOID\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID)\n--- Claude AI 过滤 (11.11s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ \| 最终仓位: 50%\n判断: TSIHA=+1是唯一顺势核心指标，但Wavematrixtrend=-2、momoCompositeScore=-4、四框市场结构全逆势、MarketRegimeCode=-6形成压倒性逆势共识；deviation_ratio=1.07超过0.85触发追高风险，叠加日线强空排列score=-3，多重硬性逆势条件并存，仓位压至框架下限50%。", "reason": "阶段1: C-4级 (总分-0.32, WMvalue: -70.39) \| 阶段2: HTF规则reject \| 阶段3(6维度): 当前C级+Momo强烈对立(-4)，直接拒绝 \| 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=VOID) \| 阶段5(OB): 做多信号接近1H+4H Bullish OB，双支撑｜支撑:4H支撑下方0.29%,1H支撑上方0.4%｜阻力:距4H阻力34.16%,距1H阻力40.0% \| 乖离率: 97.1%(x1.1)→仓位x0.2 \| 阶段6(MRC): ", "scores": { "main_trend_raw": 0, "main_trend_normalized": 0.0, "main_trend_weighted": 0.0, "wave_raw": -2.1999999999999993, "wave_components": { "wavematrixtrend": -2, "momentum_state": -2, "tsimastatus": 1, "tsiha": 1, "rsiha": 1, "calculated": -2.2, "limited": -2.2 }, "momo_indicators": { "momo_swing_state": -2, "momo_longswing_state": -2, "momo_composite_score": -4 }, "wave_normalized": -0.44, "wave_weighted": -0.22, "structural_raw": -2.0, "structural_normalized": -1.0, "structural_weighted": -0.1, "total_score": -0.32, "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=-70.39 < 40.0 (避免超买)" }, "tsi_value": -70.39051548864103 }, "htf_mismatch": false }, "signal_type": "filtered", "forwarded_at": "2026-06-05T22:01:07.808122" }
SOXL P_SOXL_2026-06-05_3	LONG	56	market wave	C (-4)	$177.72 06/05 17:15	SL $172.68 TP $186.92	$181.06 06/05 17:40	+$187.04 1.88%	Trailing Stop	24m
SOXL Signal Details (Order: 43489025166296064) Ticker: SOXL Action: buy Price: $178.02 Indicator: market wave Grade: C (-4) SL: $172.68 TP: $186.92 Qty: 56 Raw Webhook Payload { "close": 178.02, "action": "buy", "ticker": "SOXL", "exchange": "BATS", "quantity": 56, "stopLoss": { "stopPrice": 172.68 }, "indicator": "market wave pro", "timeframe": "15 M", "alert_name": "Buy Signals", "takeProfit": { "limitPrice": 186.92 }, "referencePrice": 178.02, "filter_result": { "decision": "reject", "rating": "C-4", "final_rating": "Signal: C-4, WMvalue: -68.68, 趋势强度: 64.7%\n动能一致性: 一致 (3/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B-4,reject, WMvalue: -59.21, 趋势强度: 100%\nHTF动能一致性: 分歧 (0/4)\nHTF Momo State: 共振空头 (-2+-2) \| 60\nMarket Structure: VOID (UDDD)\n🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限163%(6.59>=4.05[调整后])，硬拒绝\nDeviation: 162.8% → 仓位x0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.301 bearish(caution) [XGB:0.207/RF:0.443]\n多维综合评级: C-4 M-4 VOID\nFinal Decision: REJECT - [乖离率] 乖离率极端超限163%(6.59>=4.05[调整后])，硬拒绝\n--- Claude AI 过滤 (11.28s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ \| 最终仓位: 50%\n判断: TSIHA=+1为唯一核心顺势条件，但Wavematrixtrend=-2与momoCompositeScore=-4双层极强逆势，B/C/D/E组几乎全面看跌，信号可信度极低。deviation_ratio=1.79严重超标叠加RRG弱势背景，仓位压至框架下限50%。", "reason": "阶段1: C-4级 (总分-0.32, WMvalue: -68.68) \| 阶段2: HTF规则reject \| 阶段3(6维度): 当前C级+Momo强烈对立(-4)，直接拒绝 \| 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=VOID) \| 阶段5(OB): [乖离率] 乖离率极端超限163%(6.59>=4.05[调整后])，硬拒绝 \| 阶段6(MRC): ", "scores": { "main_trend_raw": 0, "main_trend_normalized": 0.0, "main_trend_weighted": 0.0, "wave_raw": -2.1999999999999993, "wave_components": { "wavematrixtrend": -2, "momentum_state": -2, "tsimastatus": 1, "tsiha": 1, "rsiha": 1, "calculated": -2.2, "limited": -2.2 }, "momo_indicators": { "momo_swing_state": -2, "momo_longswing_state": -2, "momo_composite_score": -4 }, "wave_normalized": -0.44, "wave_weighted": -0.22, "structural_raw": -2.0, "structural_normalized": -1.0, "structural_weighted": -0.1, "total_score": -0.32, "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=-68.68 < 40.0 (避免超买)" }, "tsi_value": -68.6759984804778 }, "htf_mismatch": false }, "signal_type": "filtered", "forwarded_at": "2026-06-05T21:15:29.098100" }
COHR P_COHR_2026-06-05_1	SHORT	13	WaveMatrix diamondreversalsell	-	$381.87 06/05 15:30	SL $416.67 TP $320.07	$377.15 06/05 17:28	+$61.36 1.24%	Trailing Stop	1h 57m
COHR Signal Details (Order: 43488198484184064) Ticker: COHR Action: sell TF: 60 Price: $381.54 Indicator: WaveMatrix diamondreversalsell Extras: timeframe 60 indicator WaveMatrix diamondreversalsell SL: $416.67 TP: $320.07 Qty: 13 Raw Webhook Payload `{ "ticker": "COHR", "action": "sell", "quantity": 13, "referencePrice": 381.54, "takeProfit": { "limitPrice": 320.0674088832 }, "stopLoss": { "stopPrice": 416.6671949239 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix diamondreversalsell" } }`
LITE P_LITE_2026-06-05_1	SHORT	5	WaveMatrix diamondreversalsell	-	$868.60 06/05 14:30	SL $952.59 TP $724.02	$863.66 06/08 04:00	+$24.70 0.57%	Trailing Stop	61h 29m
LITE Signal Details (Order: 43487726668890112) Ticker: LITE Action: sell TF: 60 Price: $869.47 Indicator: WaveMatrix diamondreversalsell Extras: timeframe 60 indicator WaveMatrix diamondreversalsell SL: $952.59 TP: $724.02 Qty: 5 Raw Webhook Payload `{ "ticker": "LITE", "action": "sell", "quantity": 5, "referencePrice": 869.47, "takeProfit": { "limitPrice": 724.0180404967 }, "stopLoss": { "stopPrice": 952.5854054304 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix diamondreversalsell" } }`
SOXL P_SOXL_2026-06-05_2	LONG	49	market wave	B (-4)	$202.38 06/05 13:30	SL $196.31 TP $212.50	$202.08 06/05 13:42	$-14.72 -0.15%	Trailing Stop	11m
SOXL Signal Details (Order: 43487258073779200) Ticker: SOXL Action: buy Price: $202.38 Indicator: market wave Grade: B (-4) SL: $196.31 TP: $212.50 Qty: 49 Raw Webhook Payload { "close": 202.38, "action": "buy", "ticker": "SOXL", "exchange": "BATS", "quantity": 49, "stopLoss": { "stopPrice": 196.31 }, "indicator": "market wave pro", "timeframe": "15 M", "alert_name": "Buy Signals", "takeProfit": { "limitPrice": 212.5 }, "referencePrice": 202.38, "filter_result": { "decision": "reject", "rating": "B-4", "final_rating": "Signal: B-4, WMvalue: -65.86, 趋势强度: 76.5%\n动能一致性: 较弱 (2/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B-4,reject, WMvalue: -42.76, 趋势强度: 100%\nHTF动能一致性: 分歧 (0/4)\nHTF Momo State: 共振空头 (-2+-2) \| 60\nMarket Structure: VOID (UDDD)\n🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限166%(6.12>=3.68)，硬拒绝\nDeviation: 166.2% → 仓位x0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.262 bearish(caution) [XGB:0.189/RF:0.372]\n多维综合评级: B-4 M-4 VOID\nFinal Decision: REJECT - [乖离率] 乖离率极端超限166%(6.12>=3.68)，硬拒绝\n--- Claude AI 过滤 (16.04s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ \| 最终仓位: 50%\n判断: 核心动量TSIHA=-1、Wavematrixtrend=-2、momoCompositeScore=-4三项均极度逆势，决策框架下A+J组双层逆势已触发最低仓位50%；deviation_ratio=1.66（做多方向）叠加-10%但已在底部clamp。唯一亮点为日线EMA强多排列和RSI超卖，但在如此全面逆势的动量背景下仅能维持最低仓位，不建议实际入场。", "reason": "阶段1: B-4级 (总分-0.46, WMvalue: -65.86) \| 阶段2: HTF规则reject \| 阶段3(6维度): 当前Momo对立(-4)，直接拒绝 \| 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=VOID) \| 阶段5(OB): [乖离率] 乖离率极端超限166%(6.12>=3.68)，硬拒绝 \| 阶段6(MRC): ", "scores": { "main_trend_raw": 0, "main_trend_normalized": 0.0, "main_trend_weighted": 0.0, "wave_raw": -3.5999999999999996, "wave_components": { "wavematrixtrend": -2, "momentum_state": -2, "tsimastatus": 1, "tsiha": -1, "rsiha": 1, "calculated": -3.6, "limited": -3.6 }, "momo_indicators": { "momo_swing_state": -2, "momo_longswing_state": -2, "momo_composite_score": -4 }, "wave_normalized": -0.72, "wave_weighted": -0.36, "structural_raw": -2.0, "structural_normalized": -1.0, "structural_weighted": -0.1, "total_score": -0.46, "momentum_check": { "passed": false, "aligned_count": 2, "details": "2/4个指标看涨: TSIMASTATUS, RSIHA", "wavematrix_status": "较弱", "wavematrix_value": -2 }, "tsi_check": { "passed": true, "threshold": 40.0, "details": "TSI=-65.86 < 40.0 (避免超买)" }, "tsi_value": -65.85575269971056 }, "htf_mismatch": false }, "signal_type": "filtered", "forwarded_at": "2026-06-05T17:30:46.528150" }
QCOM P_QCOM_2026-06-05_1	SHORT	22	📌Wavematrix sell	A (-4)	$219.08 06/05 13:30	SL $237.45 TP $201.50	$218.83 06/05 13:45	+$5.50 0.11%	Webhook Signal	14m
QCOM Signal Details (Order: 43487254712958976) Ticker: QCOM Action: sell TF: 60 Price: $219.21 Indicator: 📌Wavematrix sell Signal: A-4, WMvalue: -39.04, 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+0,strongpass, WMvalue: -0.21, 趋势强度: 29.4% HTF动能一致性: 强一致 (4/4) HTF Momo State: 中性/冲突 (-2+2) \| 240 Market Structure: V4 (UDDD) 🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方14.72%,1H压力下方11.1%｜支撑:4H支撑上方8.08%,1H支撑上方9.13% Deviation: 145.3% → 仓位x0.3 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.455 weak(caution) [XGB:0.437/RF:0.482] 多维综合评级: A-4 M-4 V4 Final Decision: PASS - 6维度strongpass但V评级V4偏弱，降级为pass --- TDIndicator过滤 --- TDIndicator SHORT → full_check ✅ HTF评分: 3/6 \| 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 100% Grade: A (-4) Extras: indicator 📌Wavematrix sell Signal: A-4, WMvalue: -39.04, 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+0,strongpass, WMvalue: -0.21, 趋势强度: 29.4% HTF动能一致性: 强一致 (4/4) HTF Momo State: 中性/冲突 (-2+2) \| 240 Market Structure: V4 (UDDD) 🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方14.72%,1H压力下方11.1%｜支撑:4H支撑上方8.08%,1H支撑上方9.13% Deviation: 145.3% → 仓位x0.3 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.455 weak(caution) [XGB:0.437/RF:0.482] 多维综合评级: A-4 M-4 V4 Final Decision: PASS - 6维度strongpass但V评级V4偏弱，降级为pass --- TDIndicator过滤 --- TDIndicator SHORT → full_check ✅ HTF评分: 3/6 \| 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 100% timeframe 60 originalIndicator Wavematrix sell SL: $237.45 TP: $201.50 Qty: 22 Raw Webhook Payload { "action": "sell", "extras": { "indicator": "📌Wavematrix sell\nSignal: A-4, WMvalue: -39.04, 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+0,strongpass, WMvalue: -0.21, 趋势强度: 29.4%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 中性/冲突 (-2+2) \| 240\nMarket Structure: V4 (UDDD)\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14.72%,1H压力下方11.1%｜支撑:4H支撑上方8.08%,1H支撑上方9.13%\nDeviation: 145.3% → 仓位x0.3\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.455 weak(caution) [XGB:0.437/RF:0.482]\n多维综合评级: A-4 M-4 V4\nFinal Decision: PASS - 6维度strongpass但V评级V4偏弱，降级为pass\n--- TDIndicator过滤 ---\nTDIndicator SHORT → full_check ✅\nHTF评分: 3/6 \| 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 100%", "timeframe": "60", "originalIndicator": "Wavematrix sell" }, "ticker": "QCOM", "quantity": 22, "stopLoss": { "stopPrice": 237.45 }, "takeProfit": { "limitPrice": 201.5 }, "referencePrice": 219.21, "timeframe": "60", "filter_result": { "decision": "pass", "rating": "A-4", "final_rating": "📌Wavematrix sell\nSignal: A-4, WMvalue: -39.04, 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+0,strongpass, WMvalue: -0.21, 趋势强度: 29.4%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 中性/冲突 (-2+2) \| 240\nMarket Structure: V4 (UDDD)\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14.72%,1H压力下方11.1%｜支撑:4H支撑上方8.08%,1H支撑上方9.13%\nDeviation: 145.3% → 仓位x0.3\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.455 weak(caution) [XGB:0.437/RF:0.482]\n多维综合评级: A-4 M-4 V4\nFinal Decision: PASS - 6维度strongpass但V评级V4偏弱，降级为pass\n--- TDIndicator过滤 ---\nTDIndicator SHORT → full_check ✅\nHTF评分: 3/6 \| 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 100%", "reason": "阶段1: A-4级 (总分-0.4, WMvalue: -39.04) \| 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+0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14.72%,1H压力下方11.1%｜支撑:4H支撑上方8.08%,1H支撑上方9.13% \| ⚠️乖离率超限145%→仓位x0.3 \| 阶段6(MRC): ", "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=-39.04 > -38.5 (避免超卖)" }, "tsi_value": -39.044392426322375 }, "htf_mismatch": false }, "signal_type": "filtered", "forwarded_at": "2026-06-05T17:30:21.454531" }
KLAC 加仓 P_KLAC_2026-06-05_1	SHORT	2	📌Momo Strong	B (-4)	$1982.22 06/05 13:30	SL $2085.56 TP $1939.98	$1985.87 Avg 06/05 15:03	+$24.70 Pro 0.62% +$74.71 (0.6%)	Trailing Stop	1h 33m
KLAC Signal Details (Order: 43487254304407552) Ticker: KLAC Action: sell TF: 60 Price: $1985.37 Indicator: 📌Momo Strong Entry Signal: B-4, WMvalue: -27.97, 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: C+4,pass, WMvalue: 26.0, 趋势强度: 52.9% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振多头 (2+2) \| 240 Market Structure: V5 (UUDD) ⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方7.2%｜支撑:距4H支撑2.69%,距1H支撑2.29% Deviation: 128.6% → 仓位x0.3 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.534 weak(caution) [XGB:0.496/RF:0.592] 多维综合评级: B-4 M-4 V5 Final Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告 --- TDIndicator过滤 --- TDIndicator SHORT → full_check ✅ HTF评分: 3/6 \| 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 100% Grade: B (-4) Extras: indicator 📌Momo Strong Entry Signal: B-4, WMvalue: -27.97, 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: C+4,pass, WMvalue: 26.0, 趋势强度: 52.9% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振多头 (2+2) \| 240 Market Structure: V5 (UUDD) ⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方7.2%｜支撑:距4H支撑2.69%,距1H支撑2.29% Deviation: 128.6% → 仓位x0.3 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.534 weak(caution) [XGB:0.496/RF:0.592] 多维综合评级: B-4 M-4 V5 Final Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告 --- TDIndicator过滤 --- TDIndicator SHORT → full_check ✅ HTF评分: 3/6 \| 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 100% timeframe 60 originalIndicator Momo Strong Entry SL: $2085.56 TP: $1939.98 Qty: 2 Raw Webhook Payload { "action": "sell", "extras": { "indicator": "📌Momo Strong Entry\nSignal: B-4, WMvalue: -27.97, 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: C+4,pass, WMvalue: 26.0, 趋势强度: 52.9%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) \| 240\nMarket Structure: V5 (UUDD)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方7.2%｜支撑:距4H支撑2.69%,距1H支撑2.29%\nDeviation: 128.6% → 仓位x0.3\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.534 weak(caution) [XGB:0.496/RF:0.592]\n多维综合评级: B-4 M-4 V5\nFinal Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告\n--- TDIndicator过滤 ---\nTDIndicator SHORT → full_check ✅\nHTF评分: 3/6 \| 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 100%", "timeframe": "60", "originalIndicator": "Momo Strong Entry" }, "ticker": "KLAC", "quantity": 2, "stopLoss": { "stopPrice": 2085.56 }, "takeProfit": { "limitPrice": 1939.98 }, "referencePrice": 1985.37, "timeframe": "60", "filter_result": { "decision": "pass", "rating": "B-4", "final_rating": "📌Momo Strong Entry\nSignal: B-4, WMvalue: -27.97, 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: C+4,pass, WMvalue: 26.0, 趋势强度: 52.9%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) \| 240\nMarket Structure: V5 (UUDD)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方7.2%｜支撑:距4H支撑2.69%,距1H支撑2.29%\nDeviation: 128.6% → 仓位x0.3\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.534 weak(caution) [XGB:0.496/RF:0.592]\n多维综合评级: B-4 M-4 V5\nFinal Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告\n--- TDIndicator过滤 ---\nTDIndicator SHORT → full_check ✅\nHTF评分: 3/6 \| 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 100%", "reason": "阶段1: B-4级 (总分-0.55, WMvalue: -27.97) \| 阶段2: HTF规则pass \| 阶段3(6维度): 当前B级强势支持+HTF C级非分歧+规则pass（带警告） \| 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7.2%｜支撑:距4H支撑2.69%,距1H支撑2.29% \| ⚠️乖离率超限129%→仓位x0.3 \| 阶段6(MRC): ", "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=-27.97 > -38.5 (避免超卖)" }, "tsi_value": -27.96646630059523 }, "htf_mismatch": true }, "signal_type": "filtered", "forwarded_at": "2026-06-05T17:30:17.652334" }
GDXU P_GDXU_2026-06-05_2	LONG	90	market wave	B (-4)	$110.00 06/05 12:15	SL $106.83 TP $115.64	$110.00 06/05 13:43	+$0.00	Trailing Stop	1h 28m
GDXU Signal Details (Order: 43486665965455360) Ticker: GDXU Action: buy Price: $110.13 Indicator: market wave Grade: B (-4) SL: $106.83 TP: $115.64 Qty: 90 Raw Webhook Payload { "close": 110.13, "action": "buy", "ticker": "GDXU", "exchange": "BATS", "quantity": 90, "stopLoss": { "stopPrice": 106.83 }, "indicator": "market wave pro", "timeframe": "15 M", "alert_name": "Buy Signals", "takeProfit": { "limitPrice": 115.64 }, "referencePrice": 110.13, "filter_result": { "decision": "reject", "rating": "B-4", "final_rating": "Signal: B-4, WMvalue: -78.87, 趋势强度: 76.5%\n动能一致性: 较弱 (2/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B-4,reject, WMvalue: -56.5, 趋势强度: 100%\nHTF动能一致性: 分歧 (0/4)\nHTF Momo State: 共振空头 (-2+-2) \| 60\nMarket Structure: VOID (DDDD)\n🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限319%(8.40>=2.63)，硬拒绝\nDeviation: 318.9% → 仓位x0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.373 bearish(caution) [XGB:0.322/RF:0.451]\n多维综合评级: B-4 M-4 VOID\nFinal Decision: REJECT - [乖离率] 乖离率极端超限319%(8.40>=2.63)，硬拒绝\n--- Claude AI 过滤 (12.03s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ \| 最终仓位: 50%\n判断: 仅TSIHA=+1和RSIHA=+1两个指标顺势，但Wavematrixtrend=-2、momoCompositeScore=-4、4/4结构全逆势、MarketRegimeCode=-6，整体信号极度逆势。deviation_ratio=3.19远超拒绝阈值，但做多时超卖条件下保留最低仓位50%，按框架MWP专属规则输出reduce而非reject。", "reason": "阶段1: B-4级 (总分-0.56, WMvalue: -78.87) \| 阶段2: HTF规则reject \| 阶段3(6维度): 当前Momo对立(-4)，直接拒绝 \| 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=VOID) \| 阶段5(OB): [乖离率] 乖离率极端超限319%(8.40>=2.63)，硬拒绝 \| 阶段6(MRC): ", "scores": { "main_trend_raw": 0, "main_trend_normalized": 0.0, "main_trend_weighted": 0.0, "wave_raw": -4.6, "wave_components": { "wavematrixtrend": -2, "momentum_state": -2, "tsimastatus": -1, "tsiha": 1, "rsiha": 1, "calculated": -4.6, "limited": -4.6 }, "momo_indicators": { "momo_swing_state": -2, "momo_longswing_state": -2, "momo_composite_score": -4 }, "wave_normalized": -0.92, "wave_weighted": -0.46, "structural_raw": -2.0, "structural_normalized": -1.0, "structural_weighted": -0.1, "total_score": -0.56, "momentum_check": { "passed": false, "aligned_count": 2, "details": "2/4个指标看涨: TSIHA, RSIHA", "wavematrix_status": "较弱", "wavematrix_value": -2 }, "tsi_check": { "passed": true, "threshold": 40.0, "details": "TSI=-78.87 < 40.0 (避免超买)" }, "tsi_value": -78.8712332838076 }, "htf_mismatch": false }, "signal_type": "filtered", "forwarded_at": "2026-06-05T16:15:30.238223" }
MRVL 加仓 P_MRVL_2026-06-05_1	SHORT	17	WaveMatrix diamondreversalsell	-	$289.94 06/05 11:30	SL $322.23 TP $194.52	$284.13 Avg 06/05 13:35	+$98.32 Pro 1.99% +$196.62 (2.0%)	Trailing Stop	2h 4m
MRVL Signal Details (Order: 43486311251723264) Ticker: MRVL Action: sell TF: 60 Price: $290.10 Indicator: WaveMatrix diamondreversalsell Extras: timeframe 60 indicator WaveMatrix diamondreversalsell SL: $322.23 TP: $194.52 Qty: 17 Raw Webhook Payload `{ "ticker": "MRVL", "action": "sell", "quantity": 17, "referencePrice": 290.1, "takeProfit": { "limitPrice": 194.5190480528 }, "stopLoss": { "stopPrice": 322.2280510747 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix diamondreversalsell" } }`
ADI 加仓 P_ADI_2026-06-05_1	SHORT	12	WaveMatrix diamondreversalsell	-	$414.80 06/05 11:30	SL $430.73 TP $385.74	$411.27 Avg 06/05 13:37	+$52.07 Pro 1.05% +$104.34 (1.0%)	Trailing Stop	2h 7m
ADI Signal Details (Order: 43486310945933312) Ticker: ADI Action: sell TF: 60 Price: $414.37 Indicator: WaveMatrix diamondreversalsell Extras: timeframe 60 indicator WaveMatrix diamondreversalsell SL: $430.73 TP: $385.74 Qty: 12 Raw Webhook Payload `{ "ticker": "ADI", "action": "sell", "quantity": 12, "referencePrice": 414.37, "takeProfit": { "limitPrice": 385.7435412505 }, "stopLoss": { "stopPrice": 430.7279764283 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix diamondreversalsell" } }`
KLAC 加仓 P_KLAC_2026-06-05_1	SHORT	2	WaveMatrix diamondreversalsell	-	$2005.99 06/05 11:30	SL $2106.50 TP $1826.49	$1985.87 Avg 06/05 15:03	+$25.00 Pro 0.62% +$74.71 (0.6%)	Trailing Stop	3h 33m
KLAC Signal Details (Order: 43486310004180992) Ticker: KLAC Action: sell TF: 60 Price: $2004.68 Indicator: WaveMatrix diamondreversalsell Extras: timeframe 60 indicator WaveMatrix diamondreversalsell SL: $2106.50 TP: $1826.49 Qty: 2 Raw Webhook Payload `{ "ticker": "KLAC", "action": "sell", "quantity": 2, "referencePrice": 2004.68, "takeProfit": { "limitPrice": 1826.4874402404 }, "stopLoss": { "stopPrice": 2106.5043198626 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix diamondreversalsell" } }`
MRVL P_MRVL_2026-06-05_1	SHORT	17	WaveMatrix diamondreversalsell	-	$289.88 06/05 11:30	SL $322.23 TP $194.52	$284.13 Avg 06/05 13:35	+$98.30 Pro 1.99% +$196.62 (2.0%)	Trailing Stop	2h 5m
MRVL Signal Details (Order: 43486308997809152) Ticker: MRVL Action: sell TF: 60 Price: $290.10 Indicator: WaveMatrix diamondreversalsell Extras: timeframe 60 indicator WaveMatrix diamondreversalsell SL: $322.23 TP: $194.52 Qty: 17 Raw Webhook Payload `{ "ticker": "MRVL", "action": "sell", "quantity": 17, "referencePrice": 290.1, "takeProfit": { "limitPrice": 194.5190480528 }, "stopLoss": { "stopPrice": 322.2280510747 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix diamondreversalsell" } }`
MDB 加仓 P_MDB_2026-06-05_1	SHORT	16	market wave	A (-4)	$364.23 06/05 11:16	SL $375.54 TP $342.72	$353.53 Avg 06/05 15:38	+$190.68 Pro 3.27% +$550.10 (3.3%)	Trailing Stop	4h 22m
MDB Signal Details (Order: 43486198243544064) Ticker: MDB Action: sell Price: $364.60 Indicator: market wave Grade: A (-4) SL: $375.54 TP: $342.72 Qty: 16 Raw Webhook Payload { "close": 364.6, "action": "sell", "ticker": "MDB", "exchange": "BATS", "quantity": 16, "stopLoss": { "stopPrice": 375.54 }, "indicator": "market wave pro", "timeframe": "15", "alert_name": "VectorShift Bearish", "takeProfit": { "limitPrice": 342.72 }, "referencePrice": 364.6, "filter_result": { "decision": "reject", "rating": "A-4", "final_rating": "Signal: A-4, WMvalue: -49.88, 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: -7.41, 趋势强度: 58.8%\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: reject(-3) - [WM规则] WMvalue=-49.88超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方15.05%,1H压力下方15.24%｜支撑:4H支撑内,1H支撑上方7.95%\nDeviation: 57.5% → 仓位x0.6\nMarketRegime: BULL_TRAP\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.463 weak(caution) [XGB:0.437/RF:0.503]\n多维综合评级: A-4 M-4 V5\nFinal Decision: REJECT - [HTF][Momo+TSI] Momo=-4+TSIHA=-1+TSI=-7.4，挽救做空\n--- Claude AI 过滤 (13.94s) ---\nClaude SHORT → PASS [high]\n8层 ❌ \| 最终仓位: 95%\n判断: 核心动量A组全面顺势（TSIHA=-1, Wave=-2），J组1H双层动量共振（1H_TSIHA=-1, 1H_momo=-4），C组极端看跌（-4），L组1H强空排列，动量体系高度一致支持做空。M组大级别日线=Leading × 1H=Lagging形成分歧（0%调整），RSI超卖叠加Bullish_OB支撑构成短期反弹风险，仓位从100%基础轻微下调至95%以应对潜在技术性反弹。", "reason": "阶段1: A-4级 (总分-0.4, WMvalue: -49.88) \| 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): 6维度strongpass但V评级V5，降级为pass+警告 \| 阶段5(OB): [WM规则] WMvalue=-49.88超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方15.05%,1H压力下方15.24%｜支撑:4H支撑内,1H支撑上方7.95% \| 乖离率: 57.5%(x1.45)→仓位x0.6 \| 阶段6(MRC): [HTF][Momo+TSI] Momo=-4+TSIHA=-1+TSI=-7.4，挽救做空", "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=-49.88 > -38.5 (避免超卖)" }, "tsi_value": -49.88135826698721 }, "htf_mismatch": false }, "signal_type": "filtered", "forwarded_at": "2026-06-05T15:16:01.213798" }
MDB 加仓 P_MDB_2026-06-05_1	SHORT	14	📌Strong Short	A (-4)	$366.82 06/05 11:01	SL $374.97 TP $349.08	$353.53 Avg 06/05 15:38	+$168.03 Pro 3.27% +$550.10 (3.3%)	Trailing Stop	4h 36m
MDB Signal Details (Order: 43486084288891904) Ticker: MDB Action: sell TF: 15 Price: $366.85 Indicator: 📌Strong Short Signal Signal: A-4, WMvalue: -43.35, 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: -2.75, 趋势强度: 58.8% 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: reject(-3) - [WM规则] WMvalue=-43.35超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方14.35%,1H压力下方14.53%｜支撑:4H支撑内,1H支撑上方8.51% Deviation: 53.4% → 仓位x0.6 MarketRegime: BULL_TRAP Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.471 weak(caution) [XGB:0.437/RF:0.522] 多维综合评级: A-4 M-4 V5 Final Decision: REJECT - [HTF][Momo+TSI] Momo=-4+TSIHA=-1+TSI=-2.8，挽救做空 --- Claude AI 过滤 (15.81s) --- Claude SHORT → PASS [high] 8层 ❌ \| 最终仓位: 105% 判断: 核心动量三层完全共振做空：当前TF TSIHA=-1、Wave=-2，1H_TSIHA=-1、1H_Wave=-2、1H_momo=-4，1H L组强空排列score=-3且死叉加速，momoCompositeScore=-4极端看跌，finaltotalScore=-17为最低值，趋势强度100%，所有A/C/D/J/L组指标全部顺势。RSI接近超卖(26.19)及日线RRG=Leading形成轻微阻力，但动量极端一致性压制反弹可能，M组大级别日线Leading×1H Lagging=弱势叠加15m Lagging入场逆势，综合仓位调整-10%，基准仓位从115%降至105%。 Grade: A (-4) Extras: indicator 📌Strong Short Signal Signal: A-4, WMvalue: -43.35, 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: -2.75, 趋势强度: 58.8% 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: reject(-3) - [WM规则] WMvalue=-43.35超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方14.35%,1H压力下方14.53%｜支撑:4H支撑内,1H支撑上方8.51% Deviation: 53.4% → 仓位x0.6 MarketRegime: BULL_TRAP Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.471 weak(caution) [XGB:0.437/RF:0.522] 多维综合评级: A-4 M-4 V5 Final Decision: REJECT - [HTF][Momo+TSI] Momo=-4+TSIHA=-1+TSI=-2.8，挽救做空 --- Claude AI 过滤 (15.81s) --- Claude SHORT → PASS [high] 8层 ❌ \| 最终仓位: 105% 判断: 核心动量三层完全共振做空：当前TF TSIHA=-1、Wave=-2，1H_TSIHA=-1、1H_Wave=-2、1H_momo=-4，1H L组强空排列score=-3且死叉加速，momoCompositeScore=-4极端看跌，finaltotalScore=-17为最低值，趋势强度100%，所有A/C/D/J/L组指标全部顺势。RSI接近超卖(26.19)及日线RRG=Leading形成轻微阻力，但动量极端一致性压制反弹可能，M组大级别日线Leading×1H Lagging=弱势叠加15m Lagging入场逆势，综合仓位调整-10%，基准仓位从115%降至105%。 timeframe 15 originalIndicator Strong Short Signal SL: $374.97 TP: $349.08 Qty: 14 Raw Webhook Payload { "action": "sell", "extras": { "indicator": "📌Strong Short Signal\nSignal: A-4, WMvalue: -43.35, 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: -2.75, 趋势强度: 58.8%\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: reject(-3) - [WM规则] WMvalue=-43.35超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方14.35%,1H压力下方14.53%｜支撑:4H支撑内,1H支撑上方8.51%\nDeviation: 53.4% → 仓位x0.6\nMarketRegime: BULL_TRAP\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.471 weak(caution) [XGB:0.437/RF:0.522]\n多维综合评级: A-4 M-4 V5\nFinal Decision: REJECT - [HTF][Momo+TSI] Momo=-4+TSIHA=-1+TSI=-2.8，挽救做空\n--- Claude AI 过滤 (15.81s) ---\nClaude SHORT → PASS [high]\n8层 ❌ \| 最终仓位: 105%\n判断: 核心动量三层完全共振做空：当前TF TSIHA=-1、Wave=-2，1H_TSIHA=-1、1H_Wave=-2、1H_momo=-4，1H L组强空排列score=-3且死叉加速，momoCompositeScore=-4极端看跌，finaltotalScore=-17为最低值，趋势强度100%，所有A/C/D/J/L组指标全部顺势。RSI接近超卖(26.19)及日线RRG=Leading形成轻微阻力，但动量极端一致性压制反弹可能，M组大级别日线Leading×1H Lagging=弱势叠加15m Lagging入场逆势，综合仓位调整-10%，基准仓位从115%降至105%。", "timeframe": "15", "originalIndicator": "Strong Short Signal" }, "ticker": "MDB", "quantity": 14, "stopLoss": { "stopPrice": 374.97 }, "takeProfit": { "limitPrice": 349.08 }, "referencePrice": 366.85, "timeframe": "15", "filter_result": { "decision": "reject", "rating": "A-4", "final_rating": "📌Strong Short Signal\nSignal: A-4, WMvalue: -43.35, 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: -2.75, 趋势强度: 58.8%\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: reject(-3) - [WM规则] WMvalue=-43.35超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方14.35%,1H压力下方14.53%｜支撑:4H支撑内,1H支撑上方8.51%\nDeviation: 53.4% → 仓位x0.6\nMarketRegime: BULL_TRAP\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.471 weak(caution) [XGB:0.437/RF:0.522]\n多维综合评级: A-4 M-4 V5\nFinal Decision: REJECT - [HTF][Momo+TSI] Momo=-4+TSIHA=-1+TSI=-2.8，挽救做空\n--- Claude AI 过滤 (15.81s) ---\nClaude SHORT → PASS [high]\n8层 ❌ \| 最终仓位: 105%\n判断: 核心动量三层完全共振做空：当前TF TSIHA=-1、Wave=-2，1H_TSIHA=-1、1H_Wave=-2、1H_momo=-4，1H L组强空排列score=-3且死叉加速，momoCompositeScore=-4极端看跌，finaltotalScore=-17为最低值，趋势强度100%，所有A/C/D/J/L组指标全部顺势。RSI接近超卖(26.19)及日线RRG=Leading形成轻微阻力，但动量极端一致性压制反弹可能，M组大级别日线Leading×1H Lagging=弱势叠加15m Lagging入场逆势，综合仓位调整-10%，基准仓位从115%降至105%。", "reason": "阶段1: A-4级 (总分-0.4, WMvalue: -43.35) \| 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): 6维度strongpass但V评级V5，降级为pass+警告 \| 阶段5(OB): [WM规则] WMvalue=-43.35超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方14.35%,1H压力下方14.53%｜支撑:4H支撑内,1H支撑上方8.51% \| 乖离率: 53.4%(x1.45)→仓位x0.6 \| 阶段6(MRC): [HTF][Momo+TSI] Momo=-4+TSIHA=-1+TSI=-2.8，挽救做空", "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=-43.35 > -38.5 (避免超卖)" }, "tsi_value": -43.34512952476 }, "htf_mismatch": false }, "signal_type": "filtered", "forwarded_at": "2026-06-05T15:01:31.349713" }
MDB 加仓 P_MDB_2026-06-05_1	SHORT	14	📌Momo Strong	A (-4)	$365.37 06/05 10:45	SL $373.91 TP $347.65	$353.53 Avg 06/05 15:38	+$167.37 Pro 3.27% +$550.10 (3.3%)	Trailing Stop	4h 52m
MDB Signal Details (Order: 43485960150469632) Ticker: MDB Action: sell TF: 15 Price: $365.67 Indicator: 📌Momo Strong Entry Signal: A-4, WMvalue: -43.76, 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: -2.88, 趋势强度: 58.8% 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: reject(-3) - [WM规则] WMvalue=-43.76超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方14.72%,1H压力下方14.9%｜支撑:4H支撑内,1H支撑上方8.22% Deviation: 63.3% → 仓位x0.6 MarketRegime: BULL_TRAP Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.465 weak(caution) [XGB:0.437/RF:0.508] 多维综合评级: A-4 M-4 V5 Final Decision: REJECT - [HTF][Momo+TSI] Momo=-4+TSIHA=-1+TSI=-2.9，挽救做空 --- Claude AI 过滤 (15.33s) --- Claude SHORT → PASS [high] 8层 ❌ \| 最终仓位: 105% 判断: 跨周期动量完全顺势：当前TF与1H的TSIHA/Wave/momo全部-1/-2/-4三层共振看跌，L组1H强空排列score=-3加速确认方向。M组大级别弱势(-10%)+MarketRegimeCode逆势(-5%)抵消部分加成，RSI超卖在支撑区附近需注意，但做空deviation_ratio=0.92属均值回归有利区间，综合定位105%仓位高置信度做空。 Grade: A (-4) Extras: indicator 📌Momo Strong Entry Signal: A-4, WMvalue: -43.76, 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: -2.88, 趋势强度: 58.8% 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: reject(-3) - [WM规则] WMvalue=-43.76超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方14.72%,1H压力下方14.9%｜支撑:4H支撑内,1H支撑上方8.22% Deviation: 63.3% → 仓位x0.6 MarketRegime: BULL_TRAP Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.465 weak(caution) [XGB:0.437/RF:0.508] 多维综合评级: A-4 M-4 V5 Final Decision: REJECT - [HTF][Momo+TSI] Momo=-4+TSIHA=-1+TSI=-2.9，挽救做空 --- Claude AI 过滤 (15.33s) --- Claude SHORT → PASS [high] 8层 ❌ \| 最终仓位: 105% 判断: 跨周期动量完全顺势：当前TF与1H的TSIHA/Wave/momo全部-1/-2/-4三层共振看跌，L组1H强空排列score=-3加速确认方向。M组大级别弱势(-10%)+MarketRegimeCode逆势(-5%)抵消部分加成，RSI超卖在支撑区附近需注意，但做空deviation_ratio=0.92属均值回归有利区间，综合定位105%仓位高置信度做空。 timeframe 15 originalIndicator Momo Strong Entry SL: $373.91 TP: $347.65 Qty: 14 Raw Webhook Payload { "action": "sell", "extras": { "indicator": "📌Momo Strong Entry\nSignal: A-4, WMvalue: -43.76, 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: -2.88, 趋势强度: 58.8%\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: reject(-3) - [WM规则] WMvalue=-43.76超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方14.72%,1H压力下方14.9%｜支撑:4H支撑内,1H支撑上方8.22%\nDeviation: 63.3% → 仓位x0.6\nMarketRegime: BULL_TRAP\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.465 weak(caution) [XGB:0.437/RF:0.508]\n多维综合评级: A-4 M-4 V5\nFinal Decision: REJECT - [HTF][Momo+TSI] Momo=-4+TSIHA=-1+TSI=-2.9，挽救做空\n--- Claude AI 过滤 (15.33s) ---\nClaude SHORT → PASS [high]\n8层 ❌ \| 最终仓位: 105%\n判断: 跨周期动量完全顺势：当前TF与1H的TSIHA/Wave/momo全部-1/-2/-4三层共振看跌，L组1H强空排列score=-3加速确认方向。M组大级别弱势(-10%)+MarketRegimeCode逆势(-5%)抵消部分加成，RSI超卖在支撑区附近需注意，但做空deviation_ratio=0.92属均值回归有利区间，综合定位105%仓位高置信度做空。", "timeframe": "15", "originalIndicator": "Momo Strong Entry" }, "ticker": "MDB", "quantity": 14, "stopLoss": { "stopPrice": 373.91 }, "takeProfit": { "limitPrice": 347.65 }, "referencePrice": 365.67, "timeframe": "15", "filter_result": { "decision": "reject", "rating": "A-4", "final_rating": "📌Momo Strong Entry\nSignal: A-4, WMvalue: -43.76, 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: -2.88, 趋势强度: 58.8%\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: reject(-3) - [WM规则] WMvalue=-43.76超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方14.72%,1H压力下方14.9%｜支撑:4H支撑内,1H支撑上方8.22%\nDeviation: 63.3% → 仓位x0.6\nMarketRegime: BULL_TRAP\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.465 weak(caution) [XGB:0.437/RF:0.508]\n多维综合评级: A-4 M-4 V5\nFinal Decision: REJECT - [HTF][Momo+TSI] Momo=-4+TSIHA=-1+TSI=-2.9，挽救做空\n--- Claude AI 过滤 (15.33s) ---\nClaude SHORT → PASS [high]\n8层 ❌ \| 最终仓位: 105%\n判断: 跨周期动量完全顺势：当前TF与1H的TSIHA/Wave/momo全部-1/-2/-4三层共振看跌，L组1H强空排列score=-3加速确认方向。M组大级别弱势(-10%)+MarketRegimeCode逆势(-5%)抵消部分加成，RSI超卖在支撑区附近需注意，但做空deviation_ratio=0.92属均值回归有利区间，综合定位105%仓位高置信度做空。", "reason": "阶段1: A-4级 (总分-0.4, WMvalue: -43.76) \| 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): 6维度strongpass但V评级V5，降级为pass+警告 \| 阶段5(OB): [WM规则] WMvalue=-43.76超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方14.72%,1H压力下方14.9%｜支撑:4H支撑内,1H支撑上方8.22% \| 乖离率: 63.3%(x1.45)→仓位x0.6 \| 阶段6(MRC): [HTF][Momo+TSI] Momo=-4+TSIHA=-1+TSI=-2.9，挽救做空", "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=-43.76 > -38.5 (避免超卖)" }, "tsi_value": -43.7642866762179 }, "htf_mismatch": false }, "signal_type": "filtered", "forwarded_at": "2026-06-05T14:45:44.267203" }
WDC P_WDC_2026-06-05_1	SHORT	9	📌Wavematrix sell	B (-4)	$546.00 06/05 10:31	SL $580.48 TP $526.01	$507.20 06/05 16:52	+$349.15 7.11%	Trailing Stop	6h 21m
WDC Signal Details (Order: 43485844039942144) Ticker: WDC Action: sell TF: 60 Price: $543.23 Indicator: 📌Wavematrix sell Signal: B-4, WMvalue: -30.33, 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: C+0,pass, WMvalue: 29.01, 趋势强度: 29.4% HTF动能一致性: 一致 (3/4) HTF Momo State: 中性/冲突 (-2+2) \| 240 Market Structure: V5 (UUDD) ⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方8.42%｜支撑:距4H支撑3.17%,距1H支撑3.72% Deviation: 138.5% → 仓位x0.3 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.491 weak(caution) [XGB:0.437/RF:0.573] 多维综合评级: B-4 M-4 V5 Final Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告 --- TDIndicator过滤 --- TDIndicator SHORT → full_check ✅ HTF评分: 3/6 \| 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 100% Grade: B (-4) Extras: indicator 📌Wavematrix sell Signal: B-4, WMvalue: -30.33, 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: C+0,pass, WMvalue: 29.01, 趋势强度: 29.4% HTF动能一致性: 一致 (3/4) HTF Momo State: 中性/冲突 (-2+2) \| 240 Market Structure: V5 (UUDD) ⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方8.42%｜支撑:距4H支撑3.17%,距1H支撑3.72% Deviation: 138.5% → 仓位x0.3 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.491 weak(caution) [XGB:0.437/RF:0.573] 多维综合评级: B-4 M-4 V5 Final Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告 --- TDIndicator过滤 --- TDIndicator SHORT → full_check ✅ HTF评分: 3/6 \| 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 100% timeframe 60 originalIndicator Wavematrix sell SL: $580.48 TP: $526.01 Qty: 9 Raw Webhook Payload { "action": "sell", "extras": { "indicator": "📌Wavematrix sell\nSignal: B-4, WMvalue: -30.33, 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: C+0,pass, WMvalue: 29.01, 趋势强度: 29.4%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 中性/冲突 (-2+2) \| 240\nMarket Structure: V5 (UUDD)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方8.42%｜支撑:距4H支撑3.17%,距1H支撑3.72%\nDeviation: 138.5% → 仓位x0.3\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.491 weak(caution) [XGB:0.437/RF:0.573]\n多维综合评级: B-4 M-4 V5\nFinal Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告\n--- TDIndicator过滤 ---\nTDIndicator SHORT → full_check ✅\nHTF评分: 3/6 \| 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 100%", "timeframe": "60", "originalIndicator": "Wavematrix sell" }, "ticker": "WDC", "quantity": 9, "stopLoss": { "stopPrice": 580.48 }, "takeProfit": { "limitPrice": 526.01 }, "referencePrice": 543.23, "timeframe": "60", "filter_result": { "decision": "pass", "rating": "B-4", "final_rating": "📌Wavematrix sell\nSignal: B-4, WMvalue: -30.33, 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: C+0,pass, WMvalue: 29.01, 趋势强度: 29.4%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 中性/冲突 (-2+2) \| 240\nMarket Structure: V5 (UUDD)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方8.42%｜支撑:距4H支撑3.17%,距1H支撑3.72%\nDeviation: 138.5% → 仓位x0.3\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.491 weak(caution) [XGB:0.437/RF:0.573]\n多维综合评级: B-4 M-4 V5\nFinal Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告\n--- TDIndicator过滤 ---\nTDIndicator SHORT → full_check ✅\nHTF评分: 3/6 \| 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 100%", "reason": "阶段1: B-4级 (总分-0.55, WMvalue: -30.33) \| 阶段2: HTF规则pass \| 阶段3(6维度): 当前B级强势支持+HTF C级非分歧+规则pass（带警告） \| 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8.42%｜支撑:距4H支撑3.17%,距1H支撑3.72% \| ⚠️乖离率超限139%→仓位x0.3 \| 阶段6(MRC): ", "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=-30.33 > -38.5 (避免超卖)" }, "tsi_value": -30.330788293496962 }, "htf_mismatch": true }, "signal_type": "filtered", "forwarded_at": "2026-06-05T14:30:58.142759" }
ADI P_ADI_2026-06-05_1	SHORT	12	📌Wavematrix sell	B (-4)	$416.43 06/05 10:30	SL $432.55 TP $409.65	$411.27 Avg 06/05 13:37	+$52.27 Pro 1.05% +$104.34 (1.0%)	Trailing Stop	3h 6m
ADI Signal Details (Order: 43485841405660160) Ticker: ADI Action: sell TF: 60 Price: $416.16 Indicator: 📌Wavematrix sell Signal: B-4, WMvalue: -21.4, 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: C+0,pass, WMvalue: 14.72, 趋势强度: 23.5% HTF动能一致性: 一致 (3/4) HTF Momo State: 中性/冲突 (-2+2) \| 240 Market Structure: V5 (UUDD) ⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方1.91%｜支撑:距4H支撑1.56%,距1H支撑3.3% Deviation: 81.0% → 仓位x0.4 Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass] ML: 0.481 weak(caution) [XGB:0.437/RF:0.548] 多维综合评级: B-4 M-4 V5 Final Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告 --- TDIndicator过滤 --- TDIndicator SHORT → full_check ✅ HTF评分: 3/6 \| 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 100% Grade: B (-4) Extras: indicator 📌Wavematrix sell Signal: B-4, WMvalue: -21.4, 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: C+0,pass, WMvalue: 14.72, 趋势强度: 23.5% HTF动能一致性: 一致 (3/4) HTF Momo State: 中性/冲突 (-2+2) \| 240 Market Structure: V5 (UUDD) ⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方1.91%｜支撑:距4H支撑1.56%,距1H支撑3.3% Deviation: 81.0% → 仓位x0.4 Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass] ML: 0.481 weak(caution) [XGB:0.437/RF:0.548] 多维综合评级: B-4 M-4 V5 Final Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告 --- TDIndicator过滤 --- TDIndicator SHORT → full_check ✅ HTF评分: 3/6 \| 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 100% timeframe 60 originalIndicator Wavematrix sell SL: $432.55 TP: $409.65 Qty: 12 Raw Webhook Payload { "action": "sell", "extras": { "indicator": "📌Wavematrix sell\nSignal: B-4, WMvalue: -21.4, 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: C+0,pass, WMvalue: 14.72, 趋势强度: 23.5%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 中性/冲突 (-2+2) \| 240\nMarket Structure: V5 (UUDD)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方1.91%｜支撑:距4H支撑1.56%,距1H支撑3.3%\nDeviation: 81.0% → 仓位x0.4\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.481 weak(caution) [XGB:0.437/RF:0.548]\n多维综合评级: B-4 M-4 V5\nFinal Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告\n--- TDIndicator过滤 ---\nTDIndicator SHORT → full_check ✅\nHTF评分: 3/6 \| 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 100%", "timeframe": "60", "originalIndicator": "Wavematrix sell" }, "ticker": "ADI", "quantity": 12, "stopLoss": { "stopPrice": 432.55 }, "takeProfit": { "limitPrice": 409.65 }, "referencePrice": 416.16, "timeframe": "60", "filter_result": { "decision": "pass", "rating": "B-4", "final_rating": "📌Wavematrix sell\nSignal: B-4, WMvalue: -21.4, 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: C+0,pass, WMvalue: 14.72, 趋势强度: 23.5%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 中性/冲突 (-2+2) \| 240\nMarket Structure: V5 (UUDD)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方1.91%｜支撑:距4H支撑1.56%,距1H支撑3.3%\nDeviation: 81.0% → 仓位x0.4\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.481 weak(caution) [XGB:0.437/RF:0.548]\n多维综合评级: B-4 M-4 V5\nFinal Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告\n--- TDIndicator过滤 ---\nTDIndicator SHORT → full_check ✅\nHTF评分: 3/6 \| 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 100%", "reason": "阶段1: B-4级 (总分-0.55, WMvalue: -21.4) \| 阶段2: HTF规则pass \| 阶段3(6维度): 当前B级强势支持+HTF C级非分歧+规则pass（带警告） \| 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1.91%｜支撑:距4H支撑1.56%,距1H支撑3.3% \| 乖离率: 81.0%(x1.35)→仓位x0.4 \| 阶段6(MRC): ", "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=-21.40 > -38.5 (避免超卖)" }, "tsi_value": -21.396047059879386 }, "htf_mismatch": true }, "signal_type": "filtered", "forwarded_at": "2026-06-05T14:30:38.764842" }
SNDK 加仓 P_SNDK_2026-06-04_2	SHORT	3	📌Momo Strong	B (-4)	$1650.85 06/05 10:30	SL $1774.47 TP $1542.51	$1556.39 Avg 06/05 15:03	+$283.37 5.72%	Trailing Stop	4h 32m
SNDK Signal Details (Order: 43485840945465344) Ticker: SNDK Action: sell TF: 60 Price: $1645.41 Indicator: 📌Momo Strong Entry Signal: B-4, WMvalue: -25.1, 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: C+0,pass, WMvalue: 22.09, 趋势强度: 11.8% HTF动能一致性: 一致 (3/4) HTF Momo State: 中性/冲突 (-2+2) \| 240 Market Structure: V5 (UUDD) ⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方10.26%｜支撑:距1H支撑6.25% Deviation: 138.7% → 仓位x0.3 Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass] ML: 0.527 weak(caution) [XGB:0.496/RF:0.574] 多维综合评级: B-4 M-4 V5 Final Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告 --- TDIndicator过滤 --- TDIndicator SHORT → full_check ✅ HTF评分: 3/6 \| 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 100% Grade: B (-4) Extras: indicator 📌Momo Strong Entry Signal: B-4, WMvalue: -25.1, 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: C+0,pass, WMvalue: 22.09, 趋势强度: 11.8% HTF动能一致性: 一致 (3/4) HTF Momo State: 中性/冲突 (-2+2) \| 240 Market Structure: V5 (UUDD) ⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方10.26%｜支撑:距1H支撑6.25% Deviation: 138.7% → 仓位x0.3 Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass] ML: 0.527 weak(caution) [XGB:0.496/RF:0.574] 多维综合评级: B-4 M-4 V5 Final Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告 --- TDIndicator过滤 --- TDIndicator SHORT → full_check ✅ HTF评分: 3/6 \| 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 100% timeframe 60 originalIndicator Momo Strong Entry SL: $1774.47 TP: $1542.51 Qty: 3 Raw Webhook Payload { "action": "sell", "extras": { "indicator": "📌Momo Strong Entry\nSignal: B-4, WMvalue: -25.1, 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: C+0,pass, WMvalue: 22.09, 趋势强度: 11.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 中性/冲突 (-2+2) \| 240\nMarket Structure: V5 (UUDD)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方10.26%｜支撑:距1H支撑6.25%\nDeviation: 138.7% → 仓位x0.3\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.527 weak(caution) [XGB:0.496/RF:0.574]\n多维综合评级: B-4 M-4 V5\nFinal Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告\n--- TDIndicator过滤 ---\nTDIndicator SHORT → full_check ✅\nHTF评分: 3/6 \| 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 100%", "timeframe": "60", "originalIndicator": "Momo Strong Entry" }, "ticker": "SNDK", "quantity": 3, "stopLoss": { "stopPrice": 1774.47 }, "takeProfit": { "limitPrice": 1542.51 }, "referencePrice": 1645.41, "timeframe": "60", "filter_result": { "decision": "pass", "rating": "B-4", "final_rating": "📌Momo Strong Entry\nSignal: B-4, WMvalue: -25.1, 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: C+0,pass, WMvalue: 22.09, 趋势强度: 11.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 中性/冲突 (-2+2) \| 240\nMarket Structure: V5 (UUDD)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方10.26%｜支撑:距1H支撑6.25%\nDeviation: 138.7% → 仓位x0.3\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.527 weak(caution) [XGB:0.496/RF:0.574]\n多维综合评级: B-4 M-4 V5\nFinal Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告\n--- TDIndicator过滤 ---\nTDIndicator SHORT → full_check ✅\nHTF评分: 3/6 \| 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 100%", "reason": "阶段1: B-4级 (总分-0.55, WMvalue: -25.1) \| 阶段2: HTF规则pass \| 阶段3(6维度): 当前B级强势支持+HTF C级非分歧+规则pass（带警告） \| 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10.26%｜支撑:距1H支撑6.25% \| ⚠️乖离率超限139%→仓位x0.3 \| 阶段6(MRC): ", "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=-25.10 > -38.5 (避免超卖)" }, "tsi_value": -25.095298085391992 }, "htf_mismatch": true }, "signal_type": "filtered", "forwarded_at": "2026-06-05T14:30:26.859940" }
TSLA P_TSLA_2026-06-05_1	SHORT	9	📌⚡KNN Machine	A (-4)	$407.38 06/05 10:30	SL $418.11 TP $396.33	$397.27 06/08 07:11	+$91.03 2.48%	Trailing Stop	68h 40m
TSLA Signal Details (Order: 43485840573484032) Ticker: TSLA Action: sell TF: 15 Price: $406.71 Indicator: 📌⚡KNN Machine Optimized Signal: A-4, WMvalue: -40.95, 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: -24.36, 趋势强度: 88.2% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振空头 (-2+-2) \| 60 Market Structure: V4 (UDDD) 🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方4.45%,1H压力下方3.29%｜支撑:4H支撑上方4.18%,1H支撑上方2.55% Deviation: 101.0% → 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] ML: 0.439 weak(caution) [XGB:0.437/RF:0.443] 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 --- TDIndicator过滤 --- TDIndicator SHORT → full_bypass ✅ HTF评分: 6/6 \| 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 100% Grade: A (-4) Extras: indicator 📌⚡KNN Machine Optimized Signal: A-4, WMvalue: -40.95, 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: -24.36, 趋势强度: 88.2% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振空头 (-2+-2) \| 60 Market Structure: V4 (UDDD) 🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方4.45%,1H压力下方3.29%｜支撑:4H支撑上方4.18%,1H支撑上方2.55% Deviation: 101.0% → 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] ML: 0.439 weak(caution) [XGB:0.437/RF:0.443] 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 --- TDIndicator过滤 --- TDIndicator SHORT → full_bypass ✅ HTF评分: 6/6 \| 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 100% timeframe 15 initialSlPct 2 trailingStop ladder: [{'profitPct': 2, 'newStopPct': 0}, {'profitPct': 3.5, 'newStopPct': 2}, {'profitPct': 4.2, 'newStopPct': 2.8}, {'profitPct': 5.1, 'newStopPct': 4.1}], trailPct: 2.2, activationPct: 5.5 originalIndicator ⚡KNN Machine Optimized SL: $418.11 TP: $396.33 Qty: 9 Raw Webhook Payload { "action": "sell", "extras": { "indicator": "📌⚡KNN Machine Optimized\nSignal: A-4, WMvalue: -40.95, 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: -24.36, 趋势强度: 88.2%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振空头 (-2+-2) \| 60\nMarket Structure: V4 (UDDD)\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4.45%,1H压力下方3.29%｜支撑:4H支撑上方4.18%,1H支撑上方2.55%\nDeviation: 101.0% → 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]\nML: 0.439 weak(caution) [XGB:0.437/RF:0.443]\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\n--- TDIndicator过滤 ---\nTDIndicator SHORT → full_bypass ✅\nHTF评分: 6/6 \| 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 100%", "timeframe": "15", "initialSlPct": 2, "trailingStop": { "ladder": [ { "profitPct": 2, "newStopPct": 0 }, { "profitPct": 3.5, "newStopPct": 2 }, { "profitPct": 4.2, "newStopPct": 2.8 }, { "profitPct": 5.1, "newStopPct": 4.1 } ], "trailPct": 2.2, "activationPct": 5.5 }, "originalIndicator": "⚡KNN Machine Optimized" }, "ticker": "TSLA", "quantity": 9, "stopLoss": { "stopPrice": 418.11 }, "takeProfit": { "limitPrice": 396.33 }, "referencePrice": 406.71, "timeframe": "15", "filter_result": { "decision": "strongpass", "rating": "A-4", "final_rating": "📌⚡KNN Machine Optimized\nSignal: A-4, WMvalue: -40.95, 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: -24.36, 趋势强度: 88.2%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振空头 (-2+-2) \| 60\nMarket Structure: V4 (UDDD)\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4.45%,1H压力下方3.29%｜支撑:4H支撑上方4.18%,1H支撑上方2.55%\nDeviation: 101.0% → 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]\nML: 0.439 weak(caution) [XGB:0.437/RF:0.443]\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\n--- TDIndicator过滤 ---\nTDIndicator SHORT → full_bypass ✅\nHTF评分: 6/6 \| 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 100%", "reason": "阶段1: A-4级 (总分-0.4, WMvalue: -40.95) \| 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4.45%,1H压力下方3.29%｜支撑:4H支撑上方4.18%,1H支撑上方2.55% \| ⚠️乖离率超限101%→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=-40.95 > -38.5 (避免超卖)" }, "tsi_value": -40.949802851895456 }, "htf_mismatch": true }, "signal_type": "filtered", "forwarded_at": "2026-06-05T14:30:25.609909" }
ASML 加仓 P_ASML_2026-06-05_1	SHORT	2	WaveMatrix Top	B	$1690.22 06/05 10:30	SL $1755.51 TP $1488.59	$1677.45 Avg 06/08 04:00	+$24.23 Pro 0.72% +$96.89 (0.7%)	Trailing Stop	65h 29m
ASML Signal Details (Order: 43485840345809920) Ticker: ASML Action: sell TF: 60 Price: $1688.36 Indicator: WaveMatrix Top Grade: B Extras: timeframe 60 indicator WaveMatrix Top SL: $1755.51 TP: $1488.59 Qty: 2 Raw Webhook Payload `{ "ticker": "ASML", "action": "sell", "quantity": 2, "referencePrice": 1688.36, "takeProfit": { "limitPrice": 1488.5856230667 }, "stopLoss": { "stopPrice": 1755.51105107 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix Top" } }`
ASML 加仓 P_ASML_2026-06-05_1	SHORT	2	WaveMatrix Top	B	$1689.79 06/05 10:30	SL $1755.51 TP $1488.59	$1677.45 Avg 06/08 04:00	+$24.23 Pro 0.72% +$96.89 (0.7%)	Trailing Stop	65h 29m
ASML Signal Details (Order: 43485840080260096) Ticker: ASML Action: sell TF: 60 Price: $1688.36 Indicator: WaveMatrix Top Grade: B Extras: timeframe 60 indicator WaveMatrix Top SL: $1755.51 TP: $1488.59 Qty: 2 Raw Webhook Payload `{ "ticker": "ASML", "action": "sell", "quantity": 2, "referencePrice": 1688.36, "takeProfit": { "limitPrice": 1488.5856230667 }, "stopLoss": { "stopPrice": 1755.51105107 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix Top" } }`
KLAC P_KLAC_2026-06-05_1	SHORT	2	WaveMatrix Top	B	$2006.74 06/05 10:30	SL $2109.50 TP $1828.95	$1985.87 Avg 06/05 15:03	+$25.01 Pro 0.62% +$74.71 (0.6%)	Trailing Stop	4h 33m
KLAC Signal Details (Order: 43485839747991552) Ticker: KLAC Action: sell TF: 60 Price: $2007.48 Indicator: WaveMatrix Top Grade: B Extras: timeframe 60 indicator WaveMatrix Top SL: $2109.50 TP: $1828.95 Qty: 2 Raw Webhook Payload `{ "ticker": "KLAC", "action": "sell", "quantity": 2, "referencePrice": 2007.48, "takeProfit": { "limitPrice": 1828.9536872524 }, "stopLoss": { "stopPrice": 2109.4950358558 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix Top" } }`
AMAT 加仓 P_AMAT_2026-06-04_2	SHORT	10	WaveMatrix diamondreversalsell	-	$479.20 06/05 10:30	SL $502.39 TP $438.18	$460.33 Avg 06/08 04:00	+$225.89 Pro 4.71% +$903.45 (4.3%)	Trailing Stop	65h 29m
AMAT Signal Details (Order: 43485839403664384) Ticker: AMAT Action: sell TF: 60 Price: $479.04 Indicator: WaveMatrix diamondreversalsell Extras: timeframe 60 indicator WaveMatrix diamondreversalsell SL: $502.39 TP: $438.18 Qty: 10 Raw Webhook Payload `{ "ticker": "AMAT", "action": "sell", "quantity": 10, "referencePrice": 479.04, "takeProfit": { "limitPrice": 438.1786381168 }, "stopLoss": { "stopPrice": 502.3893496475 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix diamondreversalsell" } }`
ASML 加仓 P_ASML_2026-06-05_1	SHORT	2	WaveMatrix Top	B	$1688.94 06/05 10:30	SL $1755.51 TP $1488.59	$1677.45 Avg 06/08 04:00	+$24.21 Pro 0.72% +$96.89 (0.7%)	Trailing Stop	65h 29m
ASML Signal Details (Order: 43485839373649920) Ticker: ASML Action: sell TF: 60 Price: $1688.36 Indicator: WaveMatrix Top Grade: B Extras: timeframe 60 indicator WaveMatrix Top SL: $1755.51 TP: $1488.59 Qty: 2 Raw Webhook Payload `{ "ticker": "ASML", "action": "sell", "quantity": 2, "referencePrice": 1688.36, "takeProfit": { "limitPrice": 1488.5856230667 }, "stopLoss": { "stopPrice": 1755.51105107 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix Top" } }`
AMAT 加仓 P_AMAT_2026-06-04_2	SHORT	10	WaveMatrix diamondreversalsell	-	$479.20 06/05 10:30	SL $502.39 TP $438.18	$460.33 Avg 06/08 04:00	+$225.89 Pro 4.71% +$903.45 (4.3%)	Trailing Stop	65h 29m
AMAT Signal Details (Order: 43485839258830848) Ticker: AMAT Action: sell TF: 60 Price: $479.04 Indicator: WaveMatrix diamondreversalsell Extras: timeframe 60 indicator WaveMatrix diamondreversalsell SL: $502.39 TP: $438.18 Qty: 10 Raw Webhook Payload `{ "ticker": "AMAT", "action": "sell", "quantity": 10, "referencePrice": 479.04, "takeProfit": { "limitPrice": 438.1786381168 }, "stopLoss": { "stopPrice": 502.3893496475 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix diamondreversalsell" } }`
ASML P_ASML_2026-06-05_1	SHORT	2	WaveMatrix Top	B	$1689.29 06/05 10:30	SL $1755.51 TP $1488.59	$1677.45 Avg 06/08 04:00	+$24.22 Pro 0.72% +$96.89 (0.7%)	Trailing Stop	65h 29m
ASML Signal Details (Order: 43485838732444672) Ticker: ASML Action: sell TF: 60 Price: $1688.36 Indicator: WaveMatrix Top Grade: B Extras: timeframe 60 indicator WaveMatrix Top SL: $1755.51 TP: $1488.59 Qty: 2 Raw Webhook Payload `{ "ticker": "ASML", "action": "sell", "quantity": 2, "referencePrice": 1688.36, "takeProfit": { "limitPrice": 1488.5856230667 }, "stopLoss": { "stopPrice": 1755.51105107 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix Top" } }`
AMAT 加仓 P_AMAT_2026-06-04_2	SHORT	10	WaveMatrix diamondreversalsell	-	$479.10 06/05 10:30	SL $502.39 TP $438.18	$460.33 Avg 06/08 04:00	+$225.84 Pro 4.71% +$903.45 (4.3%)	Trailing Stop	65h 29m
AMAT Signal Details (Order: 43485838352599040) Ticker: AMAT Action: sell TF: 60 Price: $479.04 Indicator: WaveMatrix diamondreversalsell Extras: timeframe 60 indicator WaveMatrix diamondreversalsell SL: $502.39 TP: $438.18 Qty: 10 Raw Webhook Payload `{ "ticker": "AMAT", "action": "sell", "quantity": 10, "referencePrice": 479.04, "takeProfit": { "limitPrice": 438.1786381168 }, "stopLoss": { "stopPrice": 502.3893496475 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix diamondreversalsell" } }`
AMAT 加仓 P_AMAT_2026-06-04_2	SHORT	10	WaveMatrix diamondreversalsell	-	$479.10 06/05 10:30	SL $502.39 TP $438.18	$460.33 Avg 06/08 04:00	+$225.84 Pro 4.71% +$903.45 (4.3%)	Trailing Stop	65h 29m
AMAT Signal Details (Order: 43485838167002112) Ticker: AMAT Action: sell TF: 60 Price: $479.04 Indicator: WaveMatrix diamondreversalsell Extras: timeframe 60 indicator WaveMatrix diamondreversalsell SL: $502.39 TP: $438.18 Qty: 10 Raw Webhook Payload `{ "ticker": "AMAT", "action": "sell", "quantity": 10, "referencePrice": 479.04, "takeProfit": { "limitPrice": 438.1786381168 }, "stopLoss": { "stopPrice": 502.3893496475 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix diamondreversalsell" } }`
CRDO P_CRDO_2026-06-05_1	LONG	22	WaveMatrix starreversalbuy	-	$225.57 06/05 10:30	SL $199.77 TP $269.54	$225.41 06/05 10:34	$-3.52 -0.07%	Trailing Stop	4m
CRDO Signal Details (Order: 43485836900846592) Ticker: CRDO Action: buy TF: 60 Price: $225.14 Indicator: WaveMatrix starreversalbuy Extras: timeframe 60 indicator WaveMatrix starreversalbuy SL: $199.77 TP: $269.54 Qty: 22 Raw Webhook Payload `{ "ticker": "CRDO", "action": "buy", "quantity": 22, "referencePrice": 225.14, "takeProfit": { "limitPrice": 269.5441339731 }, "stopLoss": { "stopPrice": 199.7662091582 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix starreversalbuy" } }`