TSLL
P_TSLL_2026-06-05_2
SHORT
174
📌X SniperSell
B (-4)
$14.24
06/05 09:45
SL $14.57
TP $13.90
$13.94
Avg
06/05 10:40
+$41.55
Pro
1.68%
Webhook Signal
54m
Ticker: TSLL Action: sellTF: 5mPrice: $14.30Indicator: 📌X SniperSell MainTrend AI
Signal: B-4, WMvalue: -16.73, 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-1,pass, WMvalue: -4.01, 趋势强度: 64.7%
HTF动能一致性: 一致 (3/4)
HTF Momo State: 震荡偏空 (-2+1) | 15
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20.45%,1H压力下方13.09%｜支撑:4H支撑上方8.7%,1H支撑下方1.69%
Deviation: 84.5% → 仓位x0.4
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
ML: 0.313 bearish(caution) [XGB:0.291/RF:0.347]
多维综合评级: B-4 M-4 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 (-4)
ETFQTY
1000
obData
Timeframe: ; Bullish OB: 14.3 - 14.3; Bearish OB: 14.3 - 14.3
symbol
TSLL
MAtrend
-1
pmaText
PMA Strong Bearish
POCtrend
0
adxValue
20.0312860045
CVDsignal
cvdAboveMA
SQZsignal
no squeeze
MOMOsignal
bearishmomo
choppiness
30.3842175391
RSIHAsignal
BearishHA
poc_summary
Daily POC: 15.00; Prev DailyPOC: 14.00; Weekly POC: 15.00; Prev Weekly POC: 16.00; Monthly POC: 15.00; Prev Monthly POC: 16.00
AIbandsignal
red downtrend
center_trend
Strong Bearish
ratingstatus
Bearish-Strong-TrendDriven
HTFwave_signal
Bearish
TrendTracerHTF
-1
ewotrend_state
Strong Bearish
lastDemandText
14.64 - 14.6 | 5m
lastSupplyText
14.71 - 14.68 | 5m
FormattedScores
S:6 / L:0
rsi_state_trend
Bullish
wavemarket_state
Short Strong
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
no chopping
trend_change_volatility_stop
14.73
risk
1
indicator
📌X SniperSell MainTrend AI
Signal: B-4, WMvalue: -16.73, 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-1,pass, WMvalue: -4.01, 趋势强度: 64.7%
HTF动能一致性: 一致 (3/4)
HTF Momo State: 震荡偏空 (-2+1) | 15
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20.45%,1H压力下方13.09%｜支撑:4H支撑上方8.7%,1H支撑下方1.69%
Deviation: 84.5% → 仓位x0.4
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
ML: 0.313 bearish(caution) [XGB:0.291/RF:0.347]
多维综合评级: B-4 M-4 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
oscrating
85
timeframe
5m
trendrating
90
referencePrice
14.3
originalIndicator
X SniperSell MainTrend AI
SL: $14.57 TP: $13.90 Qty: 174
{
"data": {
"ETFQTY": "1000",
"obData": "Timeframe: ; Bullish OB: 14.3 - 14.3; Bearish OB: 14.3 - 14.3",
"symbol": "TSLL",
"MAtrend": "-1",
"pmaText": "PMA Strong Bearish",
"POCtrend": "0",
"adxValue": "20.0312860045",
"CVDsignal": "cvdAboveMA",
"SQZsignal": "no squeeze",
"MOMOsignal": "bearishmomo",
"choppiness": "30.3842175391",
"RSIHAsignal": "BearishHA",
"poc_summary": "Daily POC: 15.00; Prev DailyPOC: 14.00; Weekly POC: 15.00; Prev Weekly POC: 16.00; Monthly POC: 15.00; Prev Monthly POC: 16.00",
"AIbandsignal": "red downtrend",
"center_trend": "Strong Bearish",
"ratingstatus": "Bearish-Strong-TrendDriven",
"HTFwave_signal": "Bearish",
"TrendTracerHTF": "-1",
"ewotrend_state": "Strong Bearish",
"lastDemandText": "14.64 - 14.6 | 5m",
"lastSupplyText": "14.71 - 14.68 | 5m",
"FormattedScores": "S:6 / L:0",
"rsi_state_trend": "Bullish",
"wavemarket_state": "Short Strong",
"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": "no chopping",
"trend_change_volatility_stop": "14.73"
},
"action": "sell",
"extras": {
"risk": 1,
"indicator": "📌X SniperSell MainTrend AI\nSignal: B-4, WMvalue: -16.73, 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-1,pass, WMvalue: -4.01, 趋势强度: 64.7%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏空 (-2+1) | 15\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20.45%,1H压力下方13.09%｜支撑:4H支撑上方8.7%,1H支撑下方1.69%\nDeviation: 84.5% → 仓位x0.4\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.313 bearish(caution) [XGB:0.291/RF:0.347]\n多维综合评级: B-4 M-4 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",
"oscrating": 85,
"timeframe": "5m",
"trendrating": 90,
"referencePrice": 14.3,
"originalIndicator": "X SniperSell MainTrend AI"
},
"ticker": "TSLL",
"quantity": 174,
"stopLoss": {
"stopPrice": 14.57
},
"takeProfit": {
"limitPrice": 13.9
},
"timeframe": "5m",
"filter_result": {
"decision": "pass",
"rating": "B-4",
"final_rating": "📌X SniperSell MainTrend AI\nSignal: B-4, WMvalue: -16.73, 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-1,pass, WMvalue: -4.01, 趋势强度: 64.7%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏空 (-2+1) | 15\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20.45%,1H压力下方13.09%｜支撑:4H支撑上方8.7%,1H支撑下方1.69%\nDeviation: 84.5% → 仓位x0.4\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.313 bearish(caution) [XGB:0.291/RF:0.347]\n多维综合评级: B-4 M-4 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-4级 (总分-0.55, WMvalue: -16.73) | 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20.45%,1H压力下方13.09%｜支撑:4H支撑上方8.7%,1H支撑下方1.69% | POC空间: 100.0% | 乖离率: 84.5%(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=-16.73 > -38.5 (避免超卖)"
},
"tsi_value": -16.72506851869766
},
"htf_mismatch": true
},
"signal_type": "filtered",
"forwarded_at": "2026-06-05T13:45:50.967235"
}
TSLL
P_TSLL_2026-06-05_1
LONG
79
📌Trend Optimizer
B (4)
$14.84
06/05 08:45
SL $14.42
TP $16.00
$14.41
06/05 09:41
$-33.97
-2.90%
Trailing Stop
55m
Ticker: TSLL Action: buyTF: 15Price: $14.87Indicator: 📌Trend Optimizer Strategy
Signal: B+4, WMvalue: 23.5, 趋势强度: 70.6%
动能一致性: 强一致 (4/4)
Momo State: 共振多头 (2+2)
HTF: C-4,pass, WMvalue: -13.42, 趋势强度: 29.4%
HTF动能一致性: 一致 (3/4)
HTF Momo State: 共振空头 (-2+-2) | 60
Market Structure: V1 (UUUU)
🟢 OB: pass(+1) - 做多信号在1H Bullish OB区域内，支撑反弹｜支撑:4H支撑上方12.63%,1H支撑内｜阻力:距4H阻力15.27%,距1H阻力8.22%
Deviation: 30.1% → 仓位x0.8
MarketRegime: NESTED_BULL
Squeeze: ✅双重爆点 pass, HTF[挤压中,有pass]+Cur[挤压中,有pass]
ML: 0.195 bearish(caution) [XGB:0.215/RF:0.166]
多维综合评级: B+4 M+4 V1
Final Decision: STRONGPASS - 正常通过
--- TDIndicator过滤 ---
TDIndicator LONG → full_check ✅
HTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=1)
最终仓位: 50%Grade:
B (4)
indicator
📌Trend Optimizer Strategy
Signal: B+4, WMvalue: 23.5, 趋势强度: 70.6%
动能一致性: 强一致 (4/4)
Momo State: 共振多头 (2+2)
HTF: C-4,pass, WMvalue: -13.42, 趋势强度: 29.4%
HTF动能一致性: 一致 (3/4)
HTF Momo State: 共振空头 (-2+-2) | 60
Market Structure: V1 (UUUU)
🟢 OB: pass(+1) - 做多信号在1H Bullish OB区域内，支撑反弹｜支撑:4H支撑上方12.63%,1H支撑内｜阻力:距4H阻力15.27%,距1H阻力8.22%
Deviation: 30.1% → 仓位x0.8
MarketRegime: NESTED_BULL
Squeeze: ✅双重爆点 pass, HTF[挤压中,有pass]+Cur[挤压中,有pass]
ML: 0.195 bearish(caution) [XGB:0.215/RF:0.166]
多维综合评级: B+4 M+4 V1
Final Decision: STRONGPASS - 正常通过
--- TDIndicator过滤 ---
TDIndicator LONG → full_check ✅
HTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=1)
最终仓位: 50%
timeframe
15
initialSlPct
2
trailingStop
ladder: [{'profitPct': 2.2, 'newStopPct': 1}, {'profitPct': 3.5, 'newStopPct': 2.1}, {'profitPct': 4.5, 'newStopPct': 3.5}, {'profitPct': 5.3, 'newStopPct': 3.8}], trailPct: 2, activationPct: 5.3
originalIndicator
Trend Optimizer Strategy
SL: $14.42 TP: $16.00 Qty: 79
{
"action": "buy",
"extras": {
"indicator": "📌Trend Optimizer Strategy\nSignal: B+4, WMvalue: 23.5, 趋势强度: 70.6%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: C-4,pass, WMvalue: -13.42, 趋势强度: 29.4%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+1) - 做多信号在1H Bullish OB区域内，支撑反弹｜支撑:4H支撑上方12.63%,1H支撑内｜阻力:距4H阻力15.27%,距1H阻力8.22%\nDeviation: 30.1% → 仓位x0.8\nMarketRegime: NESTED_BULL\nSqueeze: ✅双重爆点 pass, HTF[挤压中,有pass]+Cur[挤压中,有pass]\nML: 0.195 bearish(caution) [XGB:0.215/RF:0.166]\n多维综合评级: B+4 M+4 V1\nFinal Decision: STRONGPASS - 正常通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_check ✅\nHTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=1)\n最终仓位: 50%",
"timeframe": "15",
"initialSlPct": 2,
"trailingStop": {
"ladder": [
{
"profitPct": 2.2,
"newStopPct": 1
},
{
"profitPct": 3.5,
"newStopPct": 2.1
},
{
"profitPct": 4.5,
"newStopPct": 3.5
},
{
"profitPct": 5.3,
"newStopPct": 3.8
}
],
"trailPct": 2,
"activationPct": 5.3
},
"originalIndicator": "Trend Optimizer Strategy"
},
"ticker": "TSLL",
"quantity": 79,
"stopLoss": {
"stopPrice": 14.42
},
"takeProfit": {
"limitPrice": 16.0
},
"referencePrice": 14.87,
"timeframe": "15",
"filter_result": {
"decision": "strongpass",
"rating": "B+4",
"final_rating": "📌Trend Optimizer Strategy\nSignal: B+4, WMvalue: 23.5, 趋势强度: 70.6%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: C-4,pass, WMvalue: -13.42, 趋势强度: 29.4%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+1) - 做多信号在1H Bullish OB区域内，支撑反弹｜支撑:4H支撑上方12.63%,1H支撑内｜阻力:距4H阻力15.27%,距1H阻力8.22%\nDeviation: 30.1% → 仓位x0.8\nMarketRegime: NESTED_BULL\nSqueeze: ✅双重爆点 pass, HTF[挤压中,有pass]+Cur[挤压中,有pass]\nML: 0.195 bearish(caution) [XGB:0.215/RF:0.166]\n多维综合评级: B+4 M+4 V1\nFinal Decision: STRONGPASS - 正常通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_check ✅\nHTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=1)\n最终仓位: 50%",
"reason": "阶段1: B+4级 (总分0.45, WMvalue: 23.5) | 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): 正常通过：6维度pass + V评级V1 | 阶段5(OB): 做多信号在1H Bullish OB区域内，支撑反弹｜支撑:4H支撑上方12.63%,1H支撑内｜阻力:距4H阻力15.27%,距1H阻力8.22% | 乖离率: 30.1%(x1.35)→仓位x0.8 | 阶段6(MRC): [MRC强] NESTED_BULL+B+4级+HTF通过，强势做多",
"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": 0.45,
"momentum_check": {
"passed": true,
"aligned_count": 4,
"details": "4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend",
"wavematrix_status": "强一致",
"wavematrix_value": 2
},
"tsi_check": {
"passed": true,
"threshold": 40.0,
"details": "TSI=23.50 < 40.0 (避免超买)"
},
"tsi_value": 23.498147656570936
},
"htf_mismatch": true
},
"signal_type": "filtered",
"forwarded_at": "2026-06-05T12:45:29.713048"
}
ORCX
加仓
P_ORCX_2026-06-05_1
LONG
78
📌algo X
A (1)
$63.37
06/05 06:36
SL $63.04
TP $65.00
$62.83
Avg
06/05 07:00
$-5.21
Pro
-0.11%
Trailing Stop
23m
Ticker: ORCX Action: buyTF: 5mPrice: $63.59Indicator: 📌algo X SniperBuy MainTrend AI
Signal: A++1, WMvalue: 35.97, 趋势强度: 82.4%
动能一致性: 强一致 (4/4)
Momo State: 震荡偏多 (-1+2)
HTF: C+0,pass, WMvalue: 9.82, 趋势强度: 58.8%
HTF动能一致性: 一致 (3/4)
HTF Momo State: 中性/冲突 (2+-2) | 15
Market Structure: V3 (UUDU)
🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方32.22%,1H支撑上方33.71%｜阻力:距4H阻力5.64%,距1H阻力2.7%
Deviation: 18.2% → 仓位x1.0
Squeeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]
ML: 0.214 bearish(caution) [XGB:0.215/RF:0.212]
多维综合评级: A++1 M+1 V3
Final Decision: PASS - 正常通过
--- Claude AI 过滤 (14.81s) ---
Claude LONG → PASS [high]
8层 ✅ | 最终仓位: 100%
判断: A组核心动量全面顺势（TSIHA=+1，Wave=+2，TSI=35.97），B组finaltotalScore=14强看涨背景，偏离度仅0.25无追高风险；日线Leading×15m Leading大级别强顺势触发RRG +10%加成，60m Lagging但ratio/mom均↑修正为入场中性不降仓，综合仓位100%。Grade:
A (1)
ETFQTY
1000
obData
Timeframe: ; Bullish OB: 63.59 - 63.59; Bearish OB: 63.59 - 63.59
symbol
ORCX
MAtrend
1
pmaText
PMA Trendless
POCtrend
2
adxValue
18.3119114702
CVDsignal
cvdAboveMA
SQZsignal
no squeeze
MOMOsignal
bullishmomo
choppiness
15.6906728211
RSIHAsignal
BullishHA
poc_summary
Daily POC: 63.00; Prev DailyPOC: 62.00; Weekly POC: 62.00; Prev Weekly POC: 43.00; Monthly POC: 62.00; Prev Monthly POC: 43.86
AIbandsignal
green uptrend
center_trend
Strong Bullish
ratingstatus
Bullish-Strong-TrendDriven
HTFwave_signal
Neutral
TrendTracerHTF
1
ewotrend_state
Strong Bullish
lastDemandText
60.7 - 60.39 | 5m
lastSupplyText
62.67 - 62.36 | 5m
FormattedScores
S:0 / L:5
rsi_state_trend
Neutral
wavemarket_state
Long Strong
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
no chopping
trend_change_volatility_stop
60.85
risk
1
indicator
📌algo X SniperBuy MainTrend AI
Signal: A++1, WMvalue: 35.97, 趋势强度: 82.4%
动能一致性: 强一致 (4/4)
Momo State: 震荡偏多 (-1+2)
HTF: C+0,pass, WMvalue: 9.82, 趋势强度: 58.8%
HTF动能一致性: 一致 (3/4)
HTF Momo State: 中性/冲突 (2+-2) | 15
Market Structure: V3 (UUDU)
🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方32.22%,1H支撑上方33.71%｜阻力:距4H阻力5.64%,距1H阻力2.7%
Deviation: 18.2% → 仓位x1.0
Squeeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]
ML: 0.214 bearish(caution) [XGB:0.215/RF:0.212]
多维综合评级: A++1 M+1 V3
Final Decision: PASS - 正常通过
--- Claude AI 过滤 (14.81s) ---
Claude LONG → PASS [high]
8层 ✅ | 最终仓位: 100%
判断: A组核心动量全面顺势（TSIHA=+1，Wave=+2，TSI=35.97），B组finaltotalScore=14强看涨背景，偏离度仅0.25无追高风险；日线Leading×15m Leading大级别强顺势触发RRG +10%加成，60m Lagging但ratio/mom均↑修正为入场中性不降仓，综合仓位100%。
oscrating
85
timeframe
5m
trendrating
110
referencePrice
63.59
originalIndicator
algo X SniperBuy MainTrend AI
SL: $63.04 TP: $65.00 Qty: 78
{
"data": {
"ETFQTY": "1000",
"obData": "Timeframe: ; Bullish OB: 63.59 - 63.59; Bearish OB: 63.59 - 63.59",
"symbol": "ORCX",
"MAtrend": "1",
"pmaText": "PMA Trendless",
"POCtrend": "2",
"adxValue": "18.3119114702",
"CVDsignal": "cvdAboveMA",
"SQZsignal": "no squeeze",
"MOMOsignal": "bullishmomo",
"choppiness": "15.6906728211",
"RSIHAsignal": "BullishHA",
"poc_summary": "Daily POC: 63.00; Prev DailyPOC: 62.00; Weekly POC: 62.00; Prev Weekly POC: 43.00; Monthly POC: 62.00; Prev Monthly POC: 43.86",
"AIbandsignal": "green uptrend",
"center_trend": "Strong Bullish",
"ratingstatus": "Bullish-Strong-TrendDriven",
"HTFwave_signal": "Neutral",
"TrendTracerHTF": "1",
"ewotrend_state": "Strong Bullish",
"lastDemandText": "60.7 - 60.39 | 5m",
"lastSupplyText": "62.67 - 62.36 | 5m",
"FormattedScores": "S:0 / L:5",
"rsi_state_trend": "Neutral",
"wavemarket_state": "Long Strong",
"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": "no chopping",
"trend_change_volatility_stop": "60.85"
},
"action": "buy",
"extras": {
"risk": 1,
"indicator": "📌algo X SniperBuy MainTrend AI\nSignal: A++1, WMvalue: 35.97, 趋势强度: 82.4%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: C+0,pass, WMvalue: 9.82, 趋势强度: 58.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 中性/冲突 (2+-2) | 15\nMarket Structure: V3 (UUDU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方32.22%,1H支撑上方33.71%｜阻力:距4H阻力5.64%,距1H阻力2.7%\nDeviation: 18.2% → 仓位x1.0\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\nML: 0.214 bearish(caution) [XGB:0.215/RF:0.212]\n多维综合评级: A++1 M+1 V3\nFinal Decision: PASS - 正常通过\n--- Claude AI 过滤 (14.81s) ---\nClaude LONG → PASS [high]\n8层 ✅ | 最终仓位: 100%\n判断: A组核心动量全面顺势（TSIHA=+1，Wave=+2，TSI=35.97），B组finaltotalScore=14强看涨背景，偏离度仅0.25无追高风险；日线Leading×15m Leading大级别强顺势触发RRG +10%加成，60m Lagging但ratio/mom均↑修正为入场中性不降仓，综合仓位100%。",
"oscrating": 85,
"timeframe": "5m",
"trendrating": 110,
"referencePrice": 63.59,
"originalIndicator": "algo X SniperBuy MainTrend AI"
},
"ticker": "ORCX",
"quantity": 78,
"stopLoss": {
"stopPrice": 63.04
},
"takeProfit": {
"limitPrice": 65.0
},
"timeframe": "5m",
"filter_result": {
"decision": "pass",
"rating": "A++1",
"final_rating": "📌algo X SniperBuy MainTrend AI\nSignal: A++1, WMvalue: 35.97, 趋势强度: 82.4%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: C+0,pass, WMvalue: 9.82, 趋势强度: 58.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 中性/冲突 (2+-2) | 15\nMarket Structure: V3 (UUDU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方32.22%,1H支撑上方33.71%｜阻力:距4H阻力5.64%,距1H阻力2.7%\nDeviation: 18.2% → 仓位x1.0\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\nML: 0.214 bearish(caution) [XGB:0.215/RF:0.212]\n多维综合评级: A++1 M+1 V3\nFinal Decision: PASS - 正常通过\n--- Claude AI 过滤 (14.81s) ---\nClaude LONG → PASS [high]\n8层 ✅ | 最终仓位: 100%\n判断: A组核心动量全面顺势（TSIHA=+1，Wave=+2，TSI=35.97），B组finaltotalScore=14强看涨背景，偏离度仅0.25无追高风险；日线Leading×15m Leading大级别强顺势触发RRG +10%加成，60m Lagging但ratio/mom均↑修正为入场中性不降仓，综合仓位100%。",
"reason": "阶段1: A++1级 (总分0.6, WMvalue: 35.97) | 阶段2: HTF规则pass | 阶段3(6维度): 当前A级+HTF规则pass | 阶段4(V评级): 正常通过：6维度pass + V评级V3 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方32.22%,1H支撑上方33.71%｜阻力:距4H阻力5.64%,距1H阻力2.7% | POC空间: 100.0% | 乖离率: 18.2%(x1.35)→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": 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": 0.6,
"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": 2
},
"tsi_check": {
"passed": true,
"threshold": 40.0,
"details": "TSI=35.97 < 40.0 (避免超买)"
},
"tsi_value": 35.97059913464044
},
"htf_mismatch": false
},
"signal_type": "filtered",
"forwarded_at": "2026-06-05T10:36:06.186136"
}
GDXU
P_GDXU_2026-06-05_1
LONG
72
market wave
C
$138.07
06/05 06:31
SL $134.08
TP $145.14
$134.10
06/05 08:51
$-285.84
-2.88%
Trailing Stop
2h 20m
Ticker: GDXU Action: buyPrice: $138.23Indicator: market waveGrade:
C
SL: $134.08 TP: $145.14 Qty: 72
{
"close": 138.23,
"action": "buy",
"ticker": "GDXU",
"exchange": "BATS",
"quantity": 72,
"stopLoss": {
"stopPrice": 134.08
},
"indicator": "market wave pro",
"timeframe": "15 M",
"alert_name": "Buy Signals",
"takeProfit": {
"limitPrice": 145.14
},
"referencePrice": 138.23,
"filter_result": {
"decision": "reject",
"rating": "C+0",
"final_rating": "Signal: C+0, WMvalue: -39.64, 趋势强度: 64.7%\n动能一致性: 分歧 (1/4)\nMomo State: 中性/冲突 (2+-2)\nHTF: C+0,reject, WMvalue: -15.12, 趋势强度: 52.9%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: VOID (DUDD)\n🟢 OB: strongpass(+2) - 做多信号在4H Bullish OB区域内，强支撑反弹｜支撑:4H支撑内,1H支撑上方22.63%｜阻力:距4H阻力53.91%,距1H阻力10.0%\nDeviation: 28.7% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.396 bearish(caution) [XGB:0.460/RF:0.300]\n多维综合评级: C+0 M0 VOID\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID)\n--- Claude AI 过滤 (15.17s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 50%\n判断: 核心动量A组TSIHA=-1且Wavematrixtrend=-2双重逆势，B/D/E组全面空头背景（finaltotalScore=-11，MarketRegimeCode=-6），日线EMA强空排列斜率急跌，决策框架下仓位已降至最低档50%。M组大级别为日线=改善×1H=改善=中性分歧（0%调整），15m=Lagging且双向↓为入场逆势，不触发额外降仓但不改善仓位，最终维持50%底限。",
"reason": "阶段1: C+0级 (总分-0.6, WMvalue: -39.64) | 阶段2: HTF规则reject | 阶段3(6维度): 当前动能分歧(1/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=VOID) | 阶段5(OB): 做多信号在4H Bullish OB区域内，强支撑反弹｜支撑:4H支撑内,1H支撑上方22.63%｜阻力:距4H阻力53.91%,距1H阻力10.0% | 乖离率: 28.7%→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": -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": 0
},
"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": false,
"aligned_count": 1,
"details": "1/4个指标看涨: RSIHA",
"wavematrix_status": "分歧",
"wavematrix_value": -2
},
"tsi_check": {
"passed": true,
"threshold": 40.0,
"details": "TSI=-39.64 < 40.0 (避免超买)"
},
"tsi_value": -39.642564238189244
},
"htf_mismatch": false
},
"signal_type": "filtered",
"forwarded_at": "2026-06-05T10:31:28.560331"
}
ORCX
P_ORCX_2026-06-05_1
LONG
70
📌algo X
B (1)
$62.36
06/05 05:16
SL $61.81
TP $64.25
$62.83
Avg
06/05 07:00
$-4.61
Pro
-0.11%
Trailing Stop
1h 43m
Ticker: ORCX Action: buyTF: 5mPrice: $62.50Indicator: 📌algo X SniperBuy TrendTracer
Signal: B+1, WMvalue: -6.66, 趋势强度: 35.3%
动能一致性: 强一致 (4/4)
Momo State: 震荡偏多 (-1+2)
HTF: C+0,reject, WMvalue: -2.0, 趋势强度: 11.8%
HTF动能一致性: 分歧 (1/4)
HTF Momo State: 中性/冲突 (2+-2) | 15
Market Structure: V3 (UUDD)
🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方31.35%,1H支撑上方32.86%｜阻力:距4H阻力6.99%,距1H阻力4.02%
Deviation: 18.9% → 仓位x1.0
Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]
ML: 0.348 bearish(caution) [XGB:0.367/RF:0.319]
多维综合评级: B+1 M+1 V3
Final Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V3)
--- Claude AI 过滤 (17.76s) ---
Claude LONG → PASS [medium]
8层 ❌ | 最终仓位: 88%
判断: A组核心动量TSIHA/Wave/RSIHA全部顺势且TSI加速, 日线K组强多排列+斜率加速, 长周期momo=+2形成支撑; 但15m/1H市场结构逆势、趋势强度仅35%处于震荡区间、价格位于Bearish_OB阻力区触发-15%减仓, J组1H数据缺失无法跨周期验证, 综合仓位从基准100%经Bearish_OB阻力区(-15%)、momo≤2(-5%)、结构分歧调整至88%。Grade:
B (1)
ETFQTY
1000
obData
Timeframe: ; Bullish OB: 62.5 - 62.5; Bearish OB: 62.5 - 62.5
symbol
ORCX
MAtrend
0
pmaText
PMA Trendless
POCtrend
2
adxValue
18.9783008776
CVDsignal
cvdAboveMA
SQZsignal
no squeeze
MOMOsignal
bearishmomo
choppiness
33.8851536861
RSIHAsignal
BullishHA
poc_summary
Daily POC: 61.00; Prev DailyPOC: 62.00; Weekly POC: 62.00; Prev Weekly POC: 43.00; Monthly POC: 62.00; Prev Monthly POC: 43.86
AIbandsignal
red downtrend
center_trend
Weak Bearish
ratingstatus
Bullish-Weak-TrendDriven
HTFwave_signal
Bearish
TrendTracerHTF
-1
ewotrend_state
Weak Bearish
lastDemandText
60.7 - 60.39 | 5m
lastSupplyText
62.67 - 62.36 | 5m
FormattedScores
S:2 / L:3
rsi_state_trend
Neutral
wavemarket_state
Short Strong
Current_timeframe
5
TrendTracersignal
1
MAtrend_timeframe1
2
MAtrend_timeframe2
1
Middle_smooth_trend
Bearish +
adaptive_timeframe_1
15
adaptive_timeframe_2
60
choppingrange_signal
no chopping
trend_change_volatility_stop
63.85
risk
2
indicator
📌algo X SniperBuy TrendTracer
Signal: B+1, WMvalue: -6.66, 趋势强度: 35.3%
动能一致性: 强一致 (4/4)
Momo State: 震荡偏多 (-1+2)
HTF: C+0,reject, WMvalue: -2.0, 趋势强度: 11.8%
HTF动能一致性: 分歧 (1/4)
HTF Momo State: 中性/冲突 (2+-2) | 15
Market Structure: V3 (UUDD)
🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方31.35%,1H支撑上方32.86%｜阻力:距4H阻力6.99%,距1H阻力4.02%
Deviation: 18.9% → 仓位x1.0
Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]
ML: 0.348 bearish(caution) [XGB:0.367/RF:0.319]
多维综合评级: B+1 M+1 V3
Final Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V3)
--- Claude AI 过滤 (17.76s) ---
Claude LONG → PASS [medium]
8层 ❌ | 最终仓位: 88%
判断: A组核心动量TSIHA/Wave/RSIHA全部顺势且TSI加速, 日线K组强多排列+斜率加速, 长周期momo=+2形成支撑; 但15m/1H市场结构逆势、趋势强度仅35%处于震荡区间、价格位于Bearish_OB阻力区触发-15%减仓, J组1H数据缺失无法跨周期验证, 综合仓位从基准100%经Bearish_OB阻力区(-15%)、momo≤2(-5%)、结构分歧调整至88%。
oscrating
50
timeframe
5m
trendrating
70
referencePrice
62.5
originalIndicator
algo X SniperBuy TrendTracer
SL: $61.81 TP: $64.25 Qty: 70
{
"data": {
"ETFQTY": "1000",
"obData": "Timeframe: ; Bullish OB: 62.5 - 62.5; Bearish OB: 62.5 - 62.5",
"symbol": "ORCX",
"MAtrend": "0",
"pmaText": "PMA Trendless",
"POCtrend": "2",
"adxValue": "18.9783008776",
"CVDsignal": "cvdAboveMA",
"SQZsignal": "no squeeze",
"MOMOsignal": "bearishmomo",
"choppiness": "33.8851536861",
"RSIHAsignal": "BullishHA",
"poc_summary": "Daily POC: 61.00; Prev DailyPOC: 62.00; Weekly POC: 62.00; Prev Weekly POC: 43.00; Monthly POC: 62.00; Prev Monthly POC: 43.86",
"AIbandsignal": "red downtrend",
"center_trend": "Weak Bearish",
"ratingstatus": "Bullish-Weak-TrendDriven",
"HTFwave_signal": "Bearish",
"TrendTracerHTF": "-1",
"ewotrend_state": "Weak Bearish",
"lastDemandText": "60.7 - 60.39 | 5m",
"lastSupplyText": "62.67 - 62.36 | 5m",
"FormattedScores": "S:2 / L:3",
"rsi_state_trend": "Neutral",
"wavemarket_state": "Short Strong",
"Current_timeframe": "5",
"TrendTracersignal": "1",
"MAtrend_timeframe1": "2",
"MAtrend_timeframe2": "1",
"Middle_smooth_trend": "Bearish +",
"adaptive_timeframe_1": "15",
"adaptive_timeframe_2": "60",
"choppingrange_signal": "no chopping",
"trend_change_volatility_stop": "63.85"
},
"action": "buy",
"extras": {
"risk": 2,
"indicator": "📌algo X SniperBuy TrendTracer\nSignal: B+1, WMvalue: -6.66, 趋势强度: 35.3%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: C+0,reject, WMvalue: -2.0, 趋势强度: 11.8%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 中性/冲突 (2+-2) | 15\nMarket Structure: V3 (UUDD)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方31.35%,1H支撑上方32.86%｜阻力:距4H阻力6.99%,距1H阻力4.02%\nDeviation: 18.9% → 仓位x1.0\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.348 bearish(caution) [XGB:0.367/RF:0.319]\n多维综合评级: B+1 M+1 V3\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V3)\n--- Claude AI 过滤 (17.76s) ---\nClaude LONG → PASS [medium]\n8层 ❌ | 最终仓位: 88%\n判断: A组核心动量TSIHA/Wave/RSIHA全部顺势且TSI加速, 日线K组强多排列+斜率加速, 长周期momo=+2形成支撑; 但15m/1H市场结构逆势、趋势强度仅35%处于震荡区间、价格位于Bearish_OB阻力区触发-15%减仓, J组1H数据缺失无法跨周期验证, 综合仓位从基准100%经Bearish_OB阻力区(-15%)、momo≤2(-5%)、结构分歧调整至88%。",
"oscrating": 50,
"timeframe": "5m",
"trendrating": 70,
"referencePrice": 62.5,
"originalIndicator": "algo X SniperBuy TrendTracer"
},
"ticker": "ORCX",
"quantity": 70,
"stopLoss": {
"stopPrice": 61.81
},
"takeProfit": {
"limitPrice": 64.25
},
"timeframe": "5m",
"filter_result": {
"decision": "reject",
"rating": "B+1",
"final_rating": "📌algo X SniperBuy TrendTracer\nSignal: B+1, WMvalue: -6.66, 趋势强度: 35.3%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: C+0,reject, WMvalue: -2.0, 趋势强度: 11.8%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 中性/冲突 (2+-2) | 15\nMarket Structure: V3 (UUDD)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方31.35%,1H支撑上方32.86%｜阻力:距4H阻力6.99%,距1H阻力4.02%\nDeviation: 18.9% → 仓位x1.0\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.348 bearish(caution) [XGB:0.367/RF:0.319]\n多维综合评级: B+1 M+1 V3\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V3)\n--- Claude AI 过滤 (17.76s) ---\nClaude LONG → PASS [medium]\n8层 ❌ | 最终仓位: 88%\n判断: A组核心动量TSIHA/Wave/RSIHA全部顺势且TSI加速, 日线K组强多排列+斜率加速, 长周期momo=+2形成支撑; 但15m/1H市场结构逆势、趋势强度仅35%处于震荡区间、价格位于Bearish_OB阻力区触发-15%减仓, J组1H数据缺失无法跨周期验证, 综合仓位从基准100%经Bearish_OB阻力区(-15%)、momo≤2(-5%)、结构分歧调整至88%。",
"reason": "阶段1: B+1级 (总分0.4, WMvalue: -6.66) | 阶段2: HTF规则reject | 阶段3(6维度): 未匹配任何通过规则：cur_T2/strong/neutral, htf_T3/divergent/neutral, htf_rule=reject | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V3) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方31.35%,1H支撑上方32.86%｜阻力:距4H阻力6.99%,距1H阻力4.02% | POC空间: 100.0% | 乖离率: 18.9%(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": -2.0,
"structural_normalized": -1.0,
"structural_weighted": -0.1,
"total_score": 0.4,
"momentum_check": {
"passed": true,
"aligned_count": 4,
"details": "4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend",
"wavematrix_status": "强一致",
"wavematrix_value": 1
},
"tsi_check": {
"passed": true,
"threshold": 40.0,
"details": "TSI=-6.66 < 40.0 (避免超买)"
},
"tsi_value": -6.659571996098726
},
"htf_mismatch": false
},
"signal_type": "filtered",
"forwarded_at": "2026-06-05T09:16:36.981896"
}
MDB
加仓
P_MDB_2026-06-04_1
LONG
10
market wave
C (1)
$382.00
06/05 05:16
SL $370.54
TP $404.92
$380.53
Avg
06/05 09:46
$-32.04
Pro
-0.84%
Trailing Stop
4h 29m
Ticker: MDB Action: buyPrice: $382.00Indicator: market waveGrade:
C (1)
SL: $370.54 TP: $404.92 Qty: 10
{
"close": 382,
"action": "buy",
"ticker": "MDB",
"exchange": "BATS",
"quantity": 10,
"stopLoss": {
"stopPrice": 370.54
},
"indicator": "market wave pro",
"timeframe": "15",
"alert_name": "FlowTrend Bullish + Buy",
"takeProfit": {
"limitPrice": 404.92
},
"referencePrice": 382.0,
"filter_result": {
"decision": "reject",
"rating": "C+1",
"final_rating": "Signal: C+1, WMvalue: 0.94, 趋势强度: 5.9%\n动能一致性: 分歧 (1/4)\nMomo State: 震荡偏多 (2+-1)\nHTF: B+4,strongpass, WMvalue: 4.57, 趋势强度: 64.7%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: V3 (UUDD)\n🟢 OB: strongpass(+2) - 做多信号在4H Bullish OB区域内，强支撑反弹｜支撑:4H支撑内,1H支撑上方12.14%｜阻力:距4H阻力9.81%,距1H阻力9.99%\nDeviation: 7.3% → 仓位x1.0\nMarketRegime: VELOCITY_BULL\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\nML: 0.241 bearish(caution) [XGB:0.236/RF:0.249]\n多维综合评级: C+1 M+1 V3\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (14.05s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 62%\n判断: A组TSIHA=-1且Wavematrixtrend=-1双逆势为最高警示，叠加Squeeze激活且sqzPassLONG=0明确不利做多；唯一支撑来自1H_TSIHA=+1和1H强动量，但当前TF核心动量全面逆势、价格紧贴阻力区、趋势强度极弱，综合仓位大幅压缩至62%。",
"reason": "阶段1: C+1级 (总分-0.31, WMvalue: 0.94) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前动能分歧(1/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V3) | 阶段5(OB): 做多信号在4H Bullish OB区域内，强支撑反弹｜支撑:4H支撑内,1H支撑上方12.14%｜阻力:距4H阻力9.81%,距1H阻力9.99% | 乖离率: 7.3%(x1.3)→仓位x1.0 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济",
"scores": {
"main_trend_raw": 0,
"main_trend_normalized": 0.0,
"main_trend_weighted": 0.0,
"wave_raw": -3.5999999999999996,
"wave_components": {
"wavematrixtrend": -1,
"momentum_state": -1,
"tsimastatus": -1,
"tsiha": -1,
"rsiha": 1,
"calculated": -3.6,
"limited": -3.6
},
"momo_indicators": {
"momo_swing_state": 2,
"momo_longswing_state": -1,
"momo_composite_score": 1
},
"wave_normalized": -0.72,
"wave_weighted": -0.36,
"structural_raw": 1.0,
"structural_normalized": 0.5,
"structural_weighted": 0.05,
"total_score": -0.31,
"momentum_check": {
"passed": false,
"aligned_count": 1,
"details": "1/4个指标看涨: RSIHA",
"wavematrix_status": "分歧",
"wavematrix_value": -1
},
"tsi_check": {
"passed": true,
"threshold": 40.0,
"details": "TSI=0.94 < 40.0 (避免超买)"
},
"tsi_value": 0.9377792460832437
},
"htf_mismatch": false
},
"signal_type": "filtered",
"forwarded_at": "2026-06-05T09:16:26.338932"
}
SMCI
P_SMCI_2026-06-05_1
SHORT
67
📌🏆 AIband
B (-1)
$45.33
06/05 04:21
SL $47.49
TP $39.94
$44.53
06/05 09:35
+$53.60
1.76%
Trailing Stop
5h 13m
Ticker: SMCI Action: sellTF: 15Price: $45.33Indicator: 📌🏆 AIband Strategy Optimizer
Signal: B-1, WMvalue: -28.06, 趋势强度: 82.4%
动能一致性: 强一致 (4/4)
Momo State: 震荡偏空 (1+-2)
HTF: B+0,strongpass, WMvalue: -8.28, 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) | 60
Market Structure: V5 (UUDD)
🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方13.61%,1H压力下方10.11%｜支撑:4H支撑上方25.46%,1H支撑上方17.25%
Deviation: 63.0% → 仓位x0.6
MarketRegime: CORRECTION_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:0.442]
多维综合评级: B-1 M-1 V5
Final Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告
--- Claude AI 过滤 (17.49s) ---
Claude SHORT → PASS [medium]
8层 ✅ | 最终仓位: 88%
判断: 做空核心动量全面顺势: TSIHA=-1, Wavematrixtrend=-2, 1H_TSIHA=-1, 1H_Wave=-2双层共振, L组1H强空排列(score=-3)死叉加速, finaltotalScore=-14极端空头背景, 支撑pass做空决策。主要担忧为MomoSwingState=+1短周期逆势、1H_momo=0中性分歧以及日线RRG=Leading对做空的潜在反压, 叠加RSI接近超卖, 综合降仓至88%中等置信度。Grade:
B (-1)
indicator
📌🏆 AIband Strategy Optimizer
Signal: B-1, WMvalue: -28.06, 趋势强度: 82.4%
动能一致性: 强一致 (4/4)
Momo State: 震荡偏空 (1+-2)
HTF: B+0,strongpass, WMvalue: -8.28, 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) | 60
Market Structure: V5 (UUDD)
🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方13.61%,1H压力下方10.11%｜支撑:4H支撑上方25.46%,1H支撑上方17.25%
Deviation: 63.0% → 仓位x0.6
MarketRegime: CORRECTION_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:0.442]
多维综合评级: B-1 M-1 V5
Final Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告
--- Claude AI 过滤 (17.49s) ---
Claude SHORT → PASS [medium]
8层 ✅ | 最终仓位: 88%
判断: 做空核心动量全面顺势: TSIHA=-1, Wavematrixtrend=-2, 1H_TSIHA=-1, 1H_Wave=-2双层共振, L组1H强空排列(score=-3)死叉加速, finaltotalScore=-14极端空头背景, 支撑pass做空决策。主要担忧为MomoSwingState=+1短周期逆势、1H_momo=0中性分歧以及日线RRG=Leading对做空的潜在反压, 叠加RSI接近超卖, 综合降仓至88%中等置信度。
timeframe
15
initialSlPct
2.5
trailingStop
ladder: [{'profitPct': 2.2, 'newStopPct': 1}, {'profitPct': 2.6, 'newStopPct': 1.9}, {'profitPct': 4.2, 'newStopPct': 2.9}, {'profitPct': 5.3, 'newStopPct': 4.3}], trailPct: 2, activationPct: 5.3
originalIndicator
🏆 AIband Strategy Optimizer
SL: $47.49 TP: $39.94 Qty: 67
{
"action": "sell",
"extras": {
"indicator": "📌🏆 AIband Strategy Optimizer\nSignal: B-1, WMvalue: -28.06, 趋势强度: 82.4%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏空 (1+-2)\nHTF: B+0,strongpass, WMvalue: -8.28, 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) | 60\nMarket Structure: V5 (UUDD)\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13.61%,1H压力下方10.11%｜支撑:4H支撑上方25.46%,1H支撑上方17.25%\nDeviation: 63.0% → 仓位x0.6\nMarketRegime: CORRECTION_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:0.442]\n多维综合评级: B-1 M-1 V5\nFinal Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告\n--- Claude AI 过滤 (17.49s) ---\nClaude SHORT → PASS [medium]\n8层 ✅ | 最终仓位: 88%\n判断: 做空核心动量全面顺势: TSIHA=-1, Wavematrixtrend=-2, 1H_TSIHA=-1, 1H_Wave=-2双层共振, L组1H强空排列(score=-3)死叉加速, finaltotalScore=-14极端空头背景, 支撑pass做空决策。主要担忧为MomoSwingState=+1短周期逆势、1H_momo=0中性分歧以及日线RRG=Leading对做空的潜在反压, 叠加RSI接近超卖, 综合降仓至88%中等置信度。",
"timeframe": "15",
"initialSlPct": 2.5,
"trailingStop": {
"ladder": [
{
"profitPct": 2.2,
"newStopPct": 1
},
{
"profitPct": 2.6,
"newStopPct": 1.9
},
{
"profitPct": 4.2,
"newStopPct": 2.9
},
{
"profitPct": 5.3,
"newStopPct": 4.3
}
],
"trailPct": 2,
"activationPct": 5.3
},
"originalIndicator": "🏆 AIband Strategy Optimizer"
},
"ticker": "SMCI",
"quantity": 67,
"stopLoss": {
"stopPrice": 47.49
},
"takeProfit": {
"limitPrice": 39.94
},
"referencePrice": 45.33,
"timeframe": "15",
"filter_result": {
"decision": "pass",
"rating": "B-1",
"final_rating": "📌🏆 AIband Strategy Optimizer\nSignal: B-1, WMvalue: -28.06, 趋势强度: 82.4%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏空 (1+-2)\nHTF: B+0,strongpass, WMvalue: -8.28, 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) | 60\nMarket Structure: V5 (UUDD)\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13.61%,1H压力下方10.11%｜支撑:4H支撑上方25.46%,1H支撑上方17.25%\nDeviation: 63.0% → 仓位x0.6\nMarketRegime: CORRECTION_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:0.442]\n多维综合评级: B-1 M-1 V5\nFinal Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告\n--- Claude AI 过滤 (17.49s) ---\nClaude SHORT → PASS [medium]\n8层 ✅ | 最终仓位: 88%\n判断: 做空核心动量全面顺势: TSIHA=-1, Wavematrixtrend=-2, 1H_TSIHA=-1, 1H_Wave=-2双层共振, L组1H强空排列(score=-3)死叉加速, finaltotalScore=-14极端空头背景, 支撑pass做空决策。主要担忧为MomoSwingState=+1短周期逆势、1H_momo=0中性分歧以及日线RRG=Leading对做空的潜在反压, 叠加RSI接近超卖, 综合降仓至88%中等置信度。",
"reason": "阶段1: B-1级 (总分-0.4, WMvalue: -28.06) | 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V5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13.61%,1H压力下方10.11%｜支撑:4H支撑上方25.46%,1H支撑上方17.25% | 乖离率: 63.0%(x1.4)→仓位x0.6 | 阶段6(MRC): [MRC顺势] CORRECTION_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": 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=-28.06 > -38.5 (避免超卖)"
},
"tsi_value": -28.064974105884904
},
"htf_mismatch": true
},
"signal_type": "filtered",
"forwarded_at": "2026-06-05T08:16:02.455037"
}
SOXL
加仓
P_SOXL_2026-06-05_1
SHORT
71
market wave
A (-4)
$239.38
06/05 04:17
SL $246.55
TP $227.40
$244.84
Avg
06/05 06:30
$-387.66
Pro
-2.28%
Webhook Signal
2h 12m
Ticker: SOXL Action: sellPrice: $239.37Indicator: market waveGrade:
A (-4)
SL: $246.55 TP: $227.40 Qty: 71
{
"close": 239.37,
"action": "sell",
"ticker": "SOXL",
"exchange": "BATS",
"quantity": 71,
"stopLoss": {
"stopPrice": 246.55
},
"indicator": "market wave pro",
"timeframe": "15",
"alert_name": "FlowTrend Bearish + Sell",
"takeProfit": {
"limitPrice": 227.4
},
"referencePrice": 239.37,
"filter_result": {
"decision": "reject",
"rating": "A-4",
"final_rating": "Signal: A-4, WMvalue: -35.94, 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: -9.38, 趋势强度: 58.8%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: VOID (UUUU)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑3.94%,距1H支撑5.66%\nDeviation: 98.2% → 仓位x0.2\nMarketRegime: BULL_TRAP\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.331 bearish(caution) [XGB:0.291/RF:0.392]\n多维综合评级: A-4 M-4 VOID\nFinal Decision: REJECT - [MRC规则] MRC=1(BULL_TRAP)与做空方向冲突\n--- Claude AI 过滤 (17.74s) ---\nClaude SHORT → PASS [medium]\n8层 ❌ | 最终仓位: 85%\n判断: A组双核心TSIHA=-1+Wave=-2完全顺势，C组momo=-4极强共振，J组1H双核心均顺势，L组1H强空排列加速，核心动量与中期均线全面支持做空；但K组日线强多排列score=+3构成宏观逆势背景，M组RRG大级别为分歧（0%调整），Marketstr四框架均+1结构背离需警惕，叠加deviation_ratio=1.42做空有利但RSI接近超卖，综合仓位定于85%。",
"reason": "阶段1: A-4级 (总分-0.4, WMvalue: -35.94) | 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): VOID豁免通过：当前A-级、6维度strongpass、HTF规则strongpass | 阶段5(OB): OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑3.94%,距1H支撑5.66% | 乖离率: 98.2%(x1.45)→仓位x0.2 | 阶段6(MRC): [MRC规则] MRC=1(BULL_TRAP)与做空方向冲突",
"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": true,
"threshold": -38.5,
"details": "TSI=-35.94 > -38.5 (避免超卖)"
},
"tsi_value": -35.93868399547735
},
"htf_mismatch": false
},
"signal_type": "filtered",
"forwarded_at": "2026-06-05T08:15:41.710304"
}
SOXL
P_SOXL_2026-06-05_1
SHORT
71
market wave
A (-4)
$239.38
06/05 04:17
SL $246.55
TP $227.40
$244.84
Avg
06/05 06:30
$-387.66
Pro
-2.28%
Webhook Signal
2h 12m
Ticker: SOXL Action: sellPrice: $239.37Indicator: market waveGrade:
A (-4)
SL: $246.55 TP: $227.40 Qty: 71
{
"close": 239.37,
"action": "sell",
"ticker": "SOXL",
"exchange": "BATS",
"quantity": 71,
"stopLoss": {
"stopPrice": 246.55
},
"indicator": "market wave pro",
"timeframe": "15",
"alert_name": "VectorShift Bearish",
"takeProfit": {
"limitPrice": 227.4
},
"referencePrice": 239.37,
"filter_result": {
"decision": "reject",
"rating": "A-4",
"final_rating": "Signal: A-4, WMvalue: -35.95, 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: B+0,strongpass, WMvalue: -9.38, 趋势强度: 58.8%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: VOID (UUUU)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑3.94%,距1H支撑5.66%\nDeviation: 98.8% → 仓位x0.2\nMarketRegime: BULL_TRAP\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.331 bearish(caution) [XGB:0.291/RF:0.392]\n多维综合评级: A-4 M-4 VOID\nFinal Decision: REJECT - [MRC规则] MRC=1(BULL_TRAP)与做空方向冲突\n--- Claude AI 过滤 (17.2s) ---\nClaude SHORT → PASS [medium]\n8层 ❌ | 最终仓位: 85%\n判断: A组双核心TSIHA=-1+Wave=-2完全顺势，C组momo=-4极强共振，J组1H双核心均顺势，L组1H强空排列加速，核心动量与中期均线全面支持做空；但K组日线强多排列score=+3构成宏观逆势背景，M组RRG大级别为分歧（0%调整），Marketstr四框架均+1结构背离需警惕，叠加deviation_ratio=1.42做空有利但RSI接近超卖，综合仓位定于85%。",
"reason": "阶段1: A-4级 (总分-0.4, WMvalue: -35.95) | 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): VOID豁免通过：当前A-级、6维度strongpass、HTF规则strongpass | 阶段5(OB): OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑3.94%,距1H支撑5.66% | 乖离率: 98.8%(x1.45)→仓位x0.2 | 阶段6(MRC): [MRC规则] MRC=1(BULL_TRAP)与做空方向冲突",
"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": true,
"threshold": -38.5,
"details": "TSI=-35.95 > -38.5 (避免超卖)"
},
"tsi_value": -35.94789226453354
},
"htf_mismatch": false
},
"signal_type": "filtered",
"forwarded_at": "2026-06-05T08:15:41.682660"
}
OKLO
P_OKLO_2026-06-04_1
LONG
55
market wave
A (4)
$67.80
06/04 18:46
SL $65.77
TP $71.19
$65.45
Avg
06/05 04:00
$-129.37
-3.47%
Trailing Stop
9h 13m
Ticker: OKLO Action: buyPrice: $67.80Indicator: market waveGrade:
A (4)
SL: $65.77 TP: $71.19 Qty: 55
{
"close": 67.8,
"action": "buy",
"ticker": "OKLO",
"exchange": "BATS",
"quantity": 55,
"stopLoss": {
"stopPrice": 65.77
},
"indicator": "market wave pro",
"timeframe": "15",
"alert_name": "VectorShift Bullish",
"takeProfit": {
"limitPrice": 71.19
},
"referencePrice": 67.8,
"filter_result": {
"decision": "strongpass",
"rating": "A++4",
"final_rating": "Signal: A++4, WMvalue: 39.8, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: C+0,pass, WMvalue: -9.08, 趋势强度: 5.9%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: VOID (DDDU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方28.02%,1H支撑上方5.93%｜阻力:距4H阻力7.51%,距1H阻力6.53%\nDeviation: 39.1% → 仓位x0.8\nMarketRegime: NESTED_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.065 bearish(caution) [XGB:0.057/RF:0.077]\n多维综合评级: A++4 M+4 VOID\nFinal Decision: STRONGPASS - VOID豁免通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → ma_only ✅\nHTF评分: 4/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 75%",
"reason": "阶段1: A++4级 (总分0.6, WMvalue: 39.8) | 阶段2: HTF规则pass | 阶段3(6维度): 当前A级+HTF规则pass | 阶段4(V评级): VOID豁免通过：当前A+级、HTF规则pass(顺势) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方28.02%,1H支撑上方5.93%｜阻力:距4H阻力7.51%,距1H阻力6.53% | 乖离率: 39.1%(x1.35)→仓位x0.8 | 阶段6(MRC): [MRC强] NESTED_BULL+A++4级+HTF通过，强势做多",
"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": 0.6,
"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": 2
},
"tsi_check": {
"passed": true,
"threshold": 40.0,
"details": "TSI=39.80 < 40.0 (避免超买)"
},
"tsi_value": 39.80193640484384
},
"htf_mismatch": true
},
"signal_type": "filtered",
"forwarded_at": "2026-06-04T22:45:27.155751"
}
SOXL
P_SOXL_2026-06-04_4
SHORT
41
market wave
C
$265.55
06/04 15:15
SL $274.76
TP $253.42
$240.60
06/05 04:00
+$1023.10
9.40%
Trailing Stop
12h 45m
Ticker: SOXL Action: sellPrice: $266.76Indicator: market waveGrade:
C
SL: $274.76 TP: $253.42 Qty: 41
{
"close": 266.76,
"action": "sell",
"ticker": "SOXL",
"exchange": "BATS",
"quantity": 41,
"stopLoss": {
"stopPrice": 274.76
},
"indicator": "market wave pro",
"timeframe": "15 M",
"alert_name": "Sell Signals",
"takeProfit": {
"limitPrice": 253.42
},
"referencePrice": 266.76,
"filter_result": {
"decision": "reject",
"rating": "C+0",
"final_rating": "Signal: C+0, WMvalue: 31.14, 趋势强度: 23.5%\n动能一致性: 较弱 (2/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: B+4,reject, WMvalue: 55.32, 趋势强度: 88.2%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: VOID (UUUU)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑13.81%,距1H支撑29.07%\nDeviation: 41.1% → 仓位x0.8\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.470 weak(caution) [XGB:0.437/RF:0.519]\n多维综合评级: C+0 M0 VOID\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID)\n--- Claude AI 过滤 (16.49s) ---\nClaude SHORT → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: TSIHA=-1触发做空信号，但Wavematrixtrend=+2与之强烈冲突（A组一顺一逆），1H_TSIHA数据缺失按无数据处理，基础仓位落在60-70%区间取65%；叠加MomoSwingState=-2顺势但momoCompositeScore=0中性（不触发+5%双层共振），M组大级别轻弱势+15m入场逆势（做空方向：Leading为逆势）触发-5%，Wavematrixtrend逆势及4/4结构全多头背景对做空极为不利，综合压低至55%。",
"reason": "阶段1: C+0级 (总分0.51, WMvalue: 31.14) | 阶段2: HTF规则reject | 阶段3(6维度): 未匹配任何通过规则：cur_T3/weak/neutral, htf_T2/divergent/opposing, htf_rule=reject | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=VOID) | 阶段5(OB): OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑13.81%,距1H支撑29.07% | 乖离率: 41.1%→仓位x0.8 | 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": 0
},
"wave_normalized": 0.92,
"wave_weighted": 0.46,
"structural_raw": 1.0,
"structural_normalized": 0.5,
"structural_weighted": 0.05,
"total_score": 0.51,
"momentum_check": {
"passed": false,
"aligned_count": 2,
"details": "2/4个指标看跌: TSIHA, RSIHA",
"wavematrix_status": "较弱",
"wavematrix_value": 2
},
"tsi_check": {
"passed": true,
"threshold": -38.5,
"details": "TSI=31.14 > -38.5 (避免超卖)"
},
"tsi_value": 31.137854810737085
},
"htf_mismatch": false
},
"signal_type": "filtered",
"forwarded_at": "2026-06-04T19:15:54.034989"
}
KLAC
P_KLAC_2026-06-04_1
LONG
2
📌Strong Long
A
$2131.29
06/04 14:45
SL $2096.40
TP $2190.31
N/A
06/05 04:00
-
Trailing Stop
13h 14m
Ticker: KLAC Action: buyTF: 15Price: $2130.55Indicator: 📌Strong Long Signal
Signal: A++0, WMvalue: 30.1, 趋势强度: 76.5%
动能一致性: 强一致 (4/4)
Momo State: 中性/冲突 (-2+2)
HTF: A++4,strongpass, WMvalue: 26.04, 趋势强度: 88.2%
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(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方9.32%,1H支撑上方8.94%｜阻力:4H无阻力OB,1H无阻力OB
Deviation: 38.2% → 仓位x0.8
MarketRegime: APEX_BULL
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
ML: 0.189 bearish(caution) [XGB:0.183/RF:0.199]
多维综合评级: A++0 M0 V1
Final Decision: STRONGPASS - 正常通过
--- TDIndicator过滤 ---
TDIndicator LONG → full_bypass ✅
HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=1)
最终仓位: 100%Grade:
A
indicator
📌Strong Long Signal
Signal: A++0, WMvalue: 30.1, 趋势强度: 76.5%
动能一致性: 强一致 (4/4)
Momo State: 中性/冲突 (-2+2)
HTF: A++4,strongpass, WMvalue: 26.04, 趋势强度: 88.2%
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(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方9.32%,1H支撑上方8.94%｜阻力:4H无阻力OB,1H无阻力OB
Deviation: 38.2% → 仓位x0.8
MarketRegime: APEX_BULL
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
ML: 0.189 bearish(caution) [XGB:0.183/RF:0.199]
多维综合评级: A++0 M0 V1
Final Decision: STRONGPASS - 正常通过
--- TDIndicator过滤 ---
TDIndicator LONG → full_bypass ✅
HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=1)
最终仓位: 100%
timeframe
15
originalIndicator
Strong Long Signal
SL: $2096.40 TP: $2190.31 Qty: 2
{
"action": "buy",
"extras": {
"indicator": "📌Strong Long Signal\nSignal: A++0, WMvalue: 30.1, 趋势强度: 76.5%\n动能一致性: 强一致 (4/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: A++4,strongpass, WMvalue: 26.04, 趋势强度: 88.2%\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(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方9.32%,1H支撑上方8.94%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 38.2% → 仓位x0.8\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.189 bearish(caution) [XGB:0.183/RF:0.199]\n多维综合评级: A++0 M0 V1\nFinal Decision: STRONGPASS - 正常通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_bypass ✅\nHTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=1)\n最终仓位: 100%",
"timeframe": "15",
"originalIndicator": "Strong Long Signal"
},
"ticker": "KLAC",
"quantity": 2,
"stopLoss": {
"stopPrice": 2096.4
},
"takeProfit": {
"limitPrice": 2190.31
},
"referencePrice": 2130.55,
"timeframe": "15",
"filter_result": {
"decision": "strongpass",
"rating": "A++0",
"final_rating": "📌Strong Long Signal\nSignal: A++0, WMvalue: 30.1, 趋势强度: 76.5%\n动能一致性: 强一致 (4/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: A++4,strongpass, WMvalue: 26.04, 趋势强度: 88.2%\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(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方9.32%,1H支撑上方8.94%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 38.2% → 仓位x0.8\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.189 bearish(caution) [XGB:0.183/RF:0.199]\n多维综合评级: A++0 M0 V1\nFinal Decision: STRONGPASS - 正常通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_bypass ✅\nHTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=1)\n最终仓位: 100%",
"reason": "阶段1: A++0级 (总分0.6, WMvalue: 30.1) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前A级+HTF规则strongpass | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方9.32%,1H支撑上方8.94%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 38.2%(x1.4)→仓位x0.8 | 阶段6(MRC): [MRC极强] APEX_BULL+A++0级+HTF通过，强势做多",
"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": 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": 2
},
"tsi_check": {
"passed": true,
"threshold": 40.0,
"details": "TSI=30.10 < 40.0 (避免超买)"
},
"tsi_value": 30.09762054688207
},
"htf_mismatch": false
},
"signal_type": "filtered",
"forwarded_at": "2026-06-04T18:45:50.361750"
}
ALAB
加仓
P_ALAB_2026-06-04_4
LONG
12
📌AImonitor-wavematrix动能共振 Signal:
A (4)
$363.56
06/04 14:21
SL $351.50
TP $385.07
$353.55
Avg
06/04 19:57
$-94.08
Pro
-2.16%
Trailing Stop
5h 36m
Ticker: ALAB Action: buyPrice: $363.27Indicator: 📌AImonitor-wavematrix动能共振
Signal: A++4, WMvalue: 33.69, 趋势强度: 100%
动能一致性: 强一致 (4/4)
Momo State: 共振多头 (2+2)
HTF: A++4,strongpass, WMvalue: 37.26, 趋势强度: 100%
HTF动能一致性: 强一致 (4/4)
HTF Momo State: 共振多头 (2+2) | 15
Market Structure: V1 (UUUU)
OB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑13.88%,距1H支撑13.88%
MarketRegime: APEX_BULL
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
ML: 0.205 bearish(caution) [XGB:0.183/RF:0.239]
多维综合评级: A++4 M+4 V1
Final Decision: STRONGPASS - 完美确认
--- TDIndicator过滤 ---
TDIndicator LONG → full_bypass ✅
HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0)
最终仓位: 90%Grade:
A (4)
indicator
📌AImonitor-wavematrix动能共振
Signal: A++4, WMvalue: 33.69, 趋势强度: 100%
动能一致性: 强一致 (4/4)
Momo State: 共振多头 (2+2)
HTF: A++4,strongpass, WMvalue: 37.26, 趋势强度: 100%
HTF动能一致性: 强一致 (4/4)
HTF Momo State: 共振多头 (2+2) | 15
Market Structure: V1 (UUUU)
OB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑13.88%,距1H支撑13.88%
MarketRegime: APEX_BULL
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
ML: 0.205 bearish(caution) [XGB:0.183/RF:0.239]
多维综合评级: A++4 M+4 V1
Final Decision: STRONGPASS - 完美确认
--- TDIndicator过滤 ---
TDIndicator LONG → full_bypass ✅
HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0)
最终仓位: 90%
originalIndicator
AImonitor-wavematrix动能共振
SL: $351.50 TP: $385.07 Qty: 12
{
"ticker": "ALAB",
"action": "buy",
"price": 363.27,
"referencePrice": 363.27,
"timeframe": "5",
"extras": {
"indicator": "📌AImonitor-wavematrix动能共振\nSignal: A++4, WMvalue: 33.69, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: A++4,strongpass, WMvalue: 37.26, 趋势强度: 100%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振多头 (2+2) | 15\nMarket Structure: V1 (UUUU)\nOB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑13.88%,距1H支撑13.88%\n\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.205 bearish(caution) [XGB:0.183/RF:0.239]\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_bypass ✅\nHTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 90%",
"originalIndicator": "AImonitor-wavematrix动能共振"
},
"quantity": 12,
"takeProfit": {
"limitPrice": 385.07
},
"stopLoss": {
"stopPrice": 351.5
},
"filter_result": {
"decision": "strongpass",
"rating": "A++4",
"final_rating": "📌AImonitor-wavematrix动能共振\nSignal: A++4, WMvalue: 33.69, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: A++4,strongpass, WMvalue: 37.26, 趋势强度: 100%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振多头 (2+2) | 15\nMarket Structure: V1 (UUUU)\nOB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑13.88%,距1H支撑13.88%\n\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.205 bearish(caution) [XGB:0.183/RF:0.239]\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_bypass ✅\nHTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 90%",
"reason": "ABC:A++4(0.600) | HTF:strongpass | 6D:完美信号：双A级+双强动能+双Momo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:距4H支撑13.88%,距1H支撑13.88% | L6:[MRC极强] APEX_BULL+A++4级+HTF通过，强势做多",
"scores": {},
"htf_mismatch": false
},
"signal_type": "filtered",
"forwarded_at": "2026-06-04T18:21:18.010130"
}
ALAB
加仓
P_ALAB_2026-06-04_4
LONG
12
📌Momo Strong
A (4)
$363.27
06/04 14:16
SL $350.28
TP $395.77
$353.55
Avg
06/04 19:57
$-94.00
Pro
-2.16%
Trailing Stop
5h 41m
Ticker: ALAB Action: buyTF: 15Price: $364.55Indicator: 📌Momo Strong Entry
Signal: A++4, WMvalue: 46.16, 趋势强度: 88.2%
动能一致性: 一致 (3/4)
Momo State: 共振多头 (2+2)
HTF: C+1,reject, WMvalue: 10.66, 趋势强度: 35.3%
HTF动能一致性: 较弱 (2/4)
HTF Momo State: 震荡偏多 (-1+2) | 60
Market Structure: V1 (UUUU)
🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方14.19%,1H支撑上方14.19%｜阻力:4H无阻力OB,1H无阻力OB
Deviation: 72.8% → 仓位x0.4
MarketRegime: APEX_BULL
Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]
ML: 0.150 bearish(caution) [XGB:0.118/RF:0.199]
多维综合评级: A++4 M+4 V1
Final Decision: PASS - 正常通过
--- TDIndicator过滤 ---
TDIndicator LONG → full_bypass ✅
HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0)
最终仓位: 90%Grade:
A (4)
indicator
📌Momo Strong Entry
Signal: A++4, WMvalue: 46.16, 趋势强度: 88.2%
动能一致性: 一致 (3/4)
Momo State: 共振多头 (2+2)
HTF: C+1,reject, WMvalue: 10.66, 趋势强度: 35.3%
HTF动能一致性: 较弱 (2/4)
HTF Momo State: 震荡偏多 (-1+2) | 60
Market Structure: V1 (UUUU)
🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方14.19%,1H支撑上方14.19%｜阻力:4H无阻力OB,1H无阻力OB
Deviation: 72.8% → 仓位x0.4
MarketRegime: APEX_BULL
Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]
ML: 0.150 bearish(caution) [XGB:0.118/RF:0.199]
多维综合评级: A++4 M+4 V1
Final Decision: PASS - 正常通过
--- TDIndicator过滤 ---
TDIndicator LONG → full_bypass ✅
HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0)
最终仓位: 90%
timeframe
15
originalIndicator
Momo Strong Entry
SL: $350.28 TP: $395.77 Qty: 12
{
"action": "buy",
"extras": {
"indicator": "📌Momo Strong Entry\nSignal: A++4, WMvalue: 46.16, 趋势强度: 88.2%\n动能一致性: 一致 (3/4)\nMomo State: 共振多头 (2+2)\nHTF: C+1,reject, WMvalue: 10.66, 趋势强度: 35.3%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏多 (-1+2) | 60\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方14.19%,1H支撑上方14.19%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 72.8% → 仓位x0.4\nMarketRegime: APEX_BULL\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.150 bearish(caution) [XGB:0.118/RF:0.199]\n多维综合评级: A++4 M+4 V1\nFinal Decision: PASS - 正常通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_bypass ✅\nHTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 90%",
"timeframe": "15",
"originalIndicator": "Momo Strong Entry"
},
"ticker": "ALAB",
"quantity": 12,
"stopLoss": {
"stopPrice": 350.28
},
"takeProfit": {
"limitPrice": 395.77
},
"referencePrice": 364.55,
"timeframe": "15",
"filter_result": {
"decision": "pass",
"rating": "A++4",
"final_rating": "📌Momo Strong Entry\nSignal: A++4, WMvalue: 46.16, 趋势强度: 88.2%\n动能一致性: 一致 (3/4)\nMomo State: 共振多头 (2+2)\nHTF: C+1,reject, WMvalue: 10.66, 趋势强度: 35.3%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏多 (-1+2) | 60\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方14.19%,1H支撑上方14.19%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 72.8% → 仓位x0.4\nMarketRegime: APEX_BULL\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.150 bearish(caution) [XGB:0.118/RF:0.199]\n多维综合评级: A++4 M+4 V1\nFinal Decision: PASS - 正常通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_bypass ✅\nHTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 90%",
"reason": "阶段1: A++4级 (总分0.6, WMvalue: 46.16) | 阶段2: HTF规则reject | 阶段3(6维度): 当前A级强势覆盖HTF规则reject | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方14.19%,1H支撑上方14.19%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 72.8%(x1.1)→仓位x0.4 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济",
"scores": {
"main_trend_raw": 0,
"main_trend_normalized": 0.0,
"main_trend_weighted": 0.0,
"wave_raw": 5.0,
"wave_components": {
"wavematrixtrend": 2,
"momentum_state": 2,
"tsimastatus": -1,
"tsiha": 1,
"rsiha": 1,
"calculated": 5.0,
"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": 2.0,
"structural_normalized": 1.0,
"structural_weighted": 0.1,
"total_score": 0.6,
"momentum_check": {
"passed": true,
"aligned_count": 3,
"details": "3/4个指标看涨: TSIHA, RSIHA, Wavematrixtrend",
"wavematrix_status": "一致",
"wavematrix_value": 2
},
"tsi_check": {
"passed": false,
"threshold": 40.0,
"details": "TSI=46.16 < 40.0 (避免超买)"
},
"tsi_value": 46.156472459973116
},
"htf_mismatch": true
},
"signal_type": "filtered",
"forwarded_at": "2026-06-04T18:16:01.550681"
}
LRCX
P_LRCX_2026-06-04_1
LONG
13
📌WaveMatrix starreversalbuy
B (1)
$339.21
06/04 14:16
SL $333.66
TP $344.75
$335.04
06/04 16:24
$-54.27
-1.23%
Trailing Stop
2h 8m
Ticker: LRCX Action: buyTF: 15Price: $339.65Indicator: 📌WaveMatrix starreversalbuy
Signal: B+1, WMvalue: 14.19, 趋势强度: 52.9%
动能一致性: 强一致 (4/4)
Momo State: 震荡偏多 (-1+2)
HTF: C+1,reject, WMvalue: 5.16, 趋势强度: 23.5%
HTF动能一致性: 较弱 (2/4)
HTF Momo State: 震荡偏多 (-1+2) | 60
Market Structure: V3 (UUDD)
🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方8.17%,1H支撑上方7.44%｜阻力:4H无阻力OB,距1H阻力1.5%
Deviation: 49.3% → 仓位x0.8
MarketRegime: VELOCITY_BULL
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
ML: 0.154 bearish(caution) [XGB:0.120/RF:0.206]
多维综合评级: B+1 M+1 V3
Final Decision: PASS - 正常通过
--- TDIndicator过滤 ---
TDIndicator LONG → full_bypass ✅
HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=2)
最终仓位: 90%Grade:
B (1)
indicator
📌WaveMatrix starreversalbuy
Signal: B+1, WMvalue: 14.19, 趋势强度: 52.9%
动能一致性: 强一致 (4/4)
Momo State: 震荡偏多 (-1+2)
HTF: C+1,reject, WMvalue: 5.16, 趋势强度: 23.5%
HTF动能一致性: 较弱 (2/4)
HTF Momo State: 震荡偏多 (-1+2) | 60
Market Structure: V3 (UUDD)
🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方8.17%,1H支撑上方7.44%｜阻力:4H无阻力OB,距1H阻力1.5%
Deviation: 49.3% → 仓位x0.8
MarketRegime: VELOCITY_BULL
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
ML: 0.154 bearish(caution) [XGB:0.120/RF:0.206]
多维综合评级: B+1 M+1 V3
Final Decision: PASS - 正常通过
--- TDIndicator过滤 ---
TDIndicator LONG → full_bypass ✅
HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=2)
最终仓位: 90%
timeframe
15
originalIndicator
WaveMatrix starreversalbuy
SL: $333.66 TP: $344.75 Qty: 13
{
"action": "buy",
"extras": {
"indicator": "📌WaveMatrix starreversalbuy\nSignal: B+1, WMvalue: 14.19, 趋势强度: 52.9%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: C+1,reject, WMvalue: 5.16, 趋势强度: 23.5%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏多 (-1+2) | 60\nMarket Structure: V3 (UUDD)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方8.17%,1H支撑上方7.44%｜阻力:4H无阻力OB,距1H阻力1.5%\nDeviation: 49.3% → 仓位x0.8\nMarketRegime: VELOCITY_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.154 bearish(caution) [XGB:0.120/RF:0.206]\n多维综合评级: B+1 M+1 V3\nFinal Decision: PASS - 正常通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_bypass ✅\nHTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=2)\n最终仓位: 90%",
"timeframe": "15",
"originalIndicator": "WaveMatrix starreversalbuy"
},
"ticker": "LRCX",
"quantity": 13,
"stopLoss": {
"stopPrice": 333.66
},
"takeProfit": {
"limitPrice": 344.75
},
"referencePrice": 339.65,
"timeframe": "15",
"filter_result": {
"decision": "pass",
"rating": "B+1",
"final_rating": "📌WaveMatrix starreversalbuy\nSignal: B+1, WMvalue: 14.19, 趋势强度: 52.9%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: C+1,reject, WMvalue: 5.16, 趋势强度: 23.5%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏多 (-1+2) | 60\nMarket Structure: V3 (UUDD)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方8.17%,1H支撑上方7.44%｜阻力:4H无阻力OB,距1H阻力1.5%\nDeviation: 49.3% → 仓位x0.8\nMarketRegime: VELOCITY_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.154 bearish(caution) [XGB:0.120/RF:0.206]\n多维综合评级: B+1 M+1 V3\nFinal Decision: PASS - 正常通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_bypass ✅\nHTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=2)\n最终仓位: 90%",
"reason": "阶段1: B+1级 (总分0.45, WMvalue: 14.19) | 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V3 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方8.17%,1H支撑上方7.44%｜阻力:4H无阻力OB,距1H阻力1.5% | 乖离率: 49.3%(x1.15)→仓位x0.8 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济",
"scores": {
"main_trend_raw": 0,
"main_trend_normalized": 0.0,
"main_trend_weighted": 0.0,
"wave_raw": 5.0,
"wave_components": {
"wavematrixtrend": 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": -1.0,
"structural_normalized": -0.5,
"structural_weighted": -0.05,
"total_score": 0.45,
"momentum_check": {
"passed": true,
"aligned_count": 4,
"details": "4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend",
"wavematrix_status": "强一致",
"wavematrix_value": 2
},
"tsi_check": {
"passed": true,
"threshold": 40.0,
"details": "TSI=14.19 < 40.0 (避免超买)"
},
"tsi_value": 14.185662242508613
},
"htf_mismatch": true
},
"signal_type": "filtered",
"forwarded_at": "2026-06-04T18:15:59.728751"
}
ALAB
加仓
P_ALAB_2026-06-04_4
LONG
6
📌algo X
A (4)
$363.86
06/04 14:15
SL $350.28
TP $201.00
$353.55
Avg
06/04 19:57
$-47.08
Pro
-2.16%
Trailing Stop
5h 41m
Ticker: ALAB Action: buyTF: 15mPrice: $364.55Indicator: 📌algo X SniperBuy TrendTracer
Signal: A++4, WMvalue: 46.16, 趋势强度: 88.2%
动能一致性: 一致 (3/4)
Momo State: 共振多头 (2+2)
HTF: C+1,reject, WMvalue: 10.69, 趋势强度: 35.3%
HTF动能一致性: 较弱 (2/4)
HTF Momo State: 震荡偏多 (-1+2) | 60
Market Structure: V1 (UUUU)
⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB
Deviation: 72.8% → 仓位x0.4
Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]
ML: 0.135 bearish(caution) [XGB:0.118/RF:0.160]
多维综合评级: A++4 M+4 V1
Final Decision: PASS - 正常通过
HTF⚠️方向不一致Grade:
A (4)
ETFQTY
1000
obData
symbol
ALAB
MAtrend
1
pmaText
PMA Bullish
POCtrend
2
adxValue
27.8725245476
CVDsignal
cvdAboveMA
SQZsignal
no squeeze
MOMOsignal
bullishmomo
choppiness
40.1242331804
RSIHAsignal
BullishHA
poc_summary
Daily POC: 354.00; Prev DailyPOC: 357.00; Weekly POC: 325.00; Prev Weekly POC: 320.00; Monthly POC: 325.00; Prev Monthly POC: 201.00
AIbandsignal
red downtrend
center_trend
Strong Bullish
ratingstatus
Bullish-Strong-TrendDriven
TrendTracerHTF
-1
lastDemandText
lastSupplyText
FormattedScores
S:1 / L:4
rsi_state_trend
Neutral
Current_timeframe
15
TrendTracersignal
1
MAtrend_timeframe1
3
MAtrend_timeframe2
1
Middle_smooth_trend
Bullish +
adaptive_timeframe_1
60
adaptive_timeframe_2
240
choppingrange_signal
no chopping
trend_change_volatility_stop
366.24
risk
1
indicator
📌algo X SniperBuy TrendTracer
Signal: A++4, WMvalue: 46.16, 趋势强度: 88.2%
动能一致性: 一致 (3/4)
Momo State: 共振多头 (2+2)
HTF: C+1,reject, WMvalue: 10.69, 趋势强度: 35.3%
HTF动能一致性: 较弱 (2/4)
HTF Momo State: 震荡偏多 (-1+2) | 60
Market Structure: V1 (UUUU)
⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB
Deviation: 72.8% → 仓位x0.4
Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]
ML: 0.135 bearish(caution) [XGB:0.118/RF:0.160]
多维综合评级: A++4 M+4 V1
Final Decision: PASS - 正常通过
HTF⚠️方向不一致
oscrating
90
timeframe
15m
trendrating
90
referencePrice
364.55
originalIndicator
algo X SniperBuy TrendTracer
SL: $350.28 TP: $201.00 Qty: 6
{
"data": {
"ETFQTY": "1000",
"obData": "",
"symbol": "ALAB",
"MAtrend": "1",
"pmaText": "PMA Bullish",
"POCtrend": "2",
"adxValue": "27.8725245476",
"CVDsignal": "cvdAboveMA",
"SQZsignal": "no squeeze",
"MOMOsignal": "bullishmomo",
"choppiness": "40.1242331804",
"RSIHAsignal": "BullishHA",
"poc_summary": "Daily POC: 354.00; Prev DailyPOC: 357.00; Weekly POC: 325.00; Prev Weekly POC: 320.00; Monthly POC: 325.00; Prev Monthly POC: 201.00",
"AIbandsignal": "red downtrend",
"center_trend": "Strong Bullish",
"ratingstatus": "Bullish-Strong-TrendDriven",
"TrendTracerHTF": "-1",
"lastDemandText": "",
"lastSupplyText": "",
"FormattedScores": "S:1 / L:4",
"rsi_state_trend": "Neutral",
"Current_timeframe": "15",
"TrendTracersignal": "1",
"MAtrend_timeframe1": "3",
"MAtrend_timeframe2": "1",
"Middle_smooth_trend": "Bullish +",
"adaptive_timeframe_1": "60",
"adaptive_timeframe_2": "240",
"choppingrange_signal": "no chopping",
"trend_change_volatility_stop": "366.24"
},
"action": "buy",
"extras": {
"risk": 1,
"indicator": "📌algo X SniperBuy TrendTracer\nSignal: A++4, WMvalue: 46.16, 趋势强度: 88.2%\n动能一致性: 一致 (3/4)\nMomo State: 共振多头 (2+2)\nHTF: C+1,reject, WMvalue: 10.69, 趋势强度: 35.3%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏多 (-1+2) | 60\nMarket Structure: V1 (UUUU)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 72.8% → 仓位x0.4\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.135 bearish(caution) [XGB:0.118/RF:0.160]\n多维综合评级: A++4 M+4 V1\nFinal Decision: PASS - 正常通过\nHTF⚠️方向不一致",
"oscrating": 90,
"timeframe": "15m",
"trendrating": 90,
"referencePrice": 364.55,
"originalIndicator": "algo X SniperBuy TrendTracer"
},
"ticker": "ALAB",
"quantity": 6,
"stopLoss": {
"stopPrice": 350.28
},
"takeProfit": {
"limitPrice": 201.0
},
"timeframe": "15m",
"filter_result": {
"decision": "pass",
"rating": "A++4",
"final_rating": "📌algo X SniperBuy TrendTracer\nSignal: A++4, WMvalue: 46.16, 趋势强度: 88.2%\n动能一致性: 一致 (3/4)\nMomo State: 共振多头 (2+2)\nHTF: C+1,reject, WMvalue: 10.69, 趋势强度: 35.3%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏多 (-1+2) | 60\nMarket Structure: V1 (UUUU)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 72.8% → 仓位x0.4\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.135 bearish(caution) [XGB:0.118/RF:0.160]\n多维综合评级: A++4 M+4 V1\nFinal Decision: PASS - 正常通过\nHTF⚠️方向不一致",
"reason": "阶段1: A++4级 (总分0.6, WMvalue: 46.16) | 阶段2: HTF规则reject | 阶段3(6维度): 当前A级强势覆盖HTF规则reject | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 72.8%(x1.1)→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": 5.0,
"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": 2.0,
"structural_normalized": 1.0,
"structural_weighted": 0.1,
"total_score": 0.6,
"momentum_check": {
"passed": true,
"aligned_count": 3,
"details": "3/4个指标看涨: TSIHA, RSIHA, Wavematrixtrend",
"wavematrix_status": "一致",
"wavematrix_value": 2
},
"tsi_check": {
"passed": false,
"threshold": 40.0,
"details": "TSI=46.16 < 40.0 (避免超买)"
},
"tsi_value": 46.156472459973116
},
"htf_mismatch": true
},
"signal_type": "filtered",
"forwarded_at": "2026-06-04T18:15:48.247610"
}
SOXL
加仓
P_SOXL_2026-06-04_3
LONG
11
📌Momo Strong
B (4)
$272.40
06/04 14:15
SL $255.51
TP $305.31
$267.71
Avg
06/04 15:15
$-15.54
Pro
-0.52%
Trailing Stop
59m
Ticker: SOXL Action: buyTF: 15Price: $273.62Indicator: 📌Momo Strong Entry
Signal: B+4, WMvalue: 32.4, 趋势强度: 82.4%
动能一致性: 强一致 (4/4)
Momo State: 共振多头 (2+2)
HTF: A++4,pass, WMvalue: 53.03, 趋势强度: 88.2%
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(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方15.97%,1H支撑上方30.85%｜阻力:4H无阻力OB,1H无阻力OB
Deviation: 98.5% → 仓位x0.2
MarketRegime: APEX_BULL
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
ML: 0.182 bearish(caution) [XGB:0.183/RF:0.180]
多维综合评级: B+4 M+4 V1
Final Decision: STRONGPASS - 正常通过
--- Claude AI 过滤 (16.48s) ---
Claude LONG → REDUCE [medium]
8层 ✅ | 最终仓位: 62%
判断: 核心动量(A/J组)和市场结构(B组)高度顺势，但deviation_ratio=1.33严重超过0.85做多拒绝阈值，参考SOXL历史统计deviation≥0.85时胜率反而+8.3pp，不触发硬拒但仍须降仓；1H_RSI=72.34超买强制-15%，价格接近Bearish_OB阻力区上方空间仅2%触发-15%，1H EMA score=+1中性整理触发降仓，三项叠加后综合仓位约62%。Grade:
B (4)
indicator
📌Momo Strong Entry
Signal: B+4, WMvalue: 32.4, 趋势强度: 82.4%
动能一致性: 强一致 (4/4)
Momo State: 共振多头 (2+2)
HTF: A++4,pass, WMvalue: 53.03, 趋势强度: 88.2%
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(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方15.97%,1H支撑上方30.85%｜阻力:4H无阻力OB,1H无阻力OB
Deviation: 98.5% → 仓位x0.2
MarketRegime: APEX_BULL
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
ML: 0.182 bearish(caution) [XGB:0.183/RF:0.180]
多维综合评级: B+4 M+4 V1
Final Decision: STRONGPASS - 正常通过
--- Claude AI 过滤 (16.48s) ---
Claude LONG → REDUCE [medium]
8层 ✅ | 最终仓位: 62%
判断: 核心动量(A/J组)和市场结构(B组)高度顺势，但deviation_ratio=1.33严重超过0.85做多拒绝阈值，参考SOXL历史统计deviation≥0.85时胜率反而+8.3pp，不触发硬拒但仍须降仓；1H_RSI=72.34超买强制-15%，价格接近Bearish_OB阻力区上方空间仅2%触发-15%，1H EMA score=+1中性整理触发降仓，三项叠加后综合仓位约62%。
timeframe
15
originalIndicator
Momo Strong Entry
SL: $255.51 TP: $305.31 Qty: 11
{
"action": "buy",
"extras": {
"indicator": "📌Momo Strong Entry\nSignal: B+4, WMvalue: 32.4, 趋势强度: 82.4%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: A++4,pass, WMvalue: 53.03, 趋势强度: 88.2%\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(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方15.97%,1H支撑上方30.85%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 98.5% → 仓位x0.2\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.182 bearish(caution) [XGB:0.183/RF:0.180]\n多维综合评级: B+4 M+4 V1\nFinal Decision: STRONGPASS - 正常通过\n--- Claude AI 过滤 (16.48s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 62%\n判断: 核心动量(A/J组)和市场结构(B组)高度顺势，但deviation_ratio=1.33严重超过0.85做多拒绝阈值，参考SOXL历史统计deviation≥0.85时胜率反而+8.3pp，不触发硬拒但仍须降仓；1H_RSI=72.34超买强制-15%，价格接近Bearish_OB阻力区上方空间仅2%触发-15%，1H EMA score=+1中性整理触发降仓，三项叠加后综合仓位约62%。",
"timeframe": "15",
"originalIndicator": "Momo Strong Entry"
},
"ticker": "SOXL",
"quantity": 11,
"stopLoss": {
"stopPrice": 255.51
},
"takeProfit": {
"limitPrice": 305.31
},
"referencePrice": 273.62,
"timeframe": "15",
"filter_result": {
"decision": "strongpass",
"rating": "B+4",
"final_rating": "📌Momo Strong Entry\nSignal: B+4, WMvalue: 32.4, 趋势强度: 82.4%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: A++4,pass, WMvalue: 53.03, 趋势强度: 88.2%\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(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方15.97%,1H支撑上方30.85%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 98.5% → 仓位x0.2\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.182 bearish(caution) [XGB:0.183/RF:0.180]\n多维综合评级: B+4 M+4 V1\nFinal Decision: STRONGPASS - 正常通过\n--- Claude AI 过滤 (16.48s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 62%\n判断: 核心动量(A/J组)和市场结构(B组)高度顺势，但deviation_ratio=1.33严重超过0.85做多拒绝阈值，参考SOXL历史统计deviation≥0.85时胜率反而+8.3pp，不触发硬拒但仍须降仓；1H_RSI=72.34超买强制-15%，价格接近Bearish_OB阻力区上方空间仅2%触发-15%，1H EMA score=+1中性整理触发降仓，三项叠加后综合仓位约62%。",
"reason": "阶段1: B+4级 (总分0.45, WMvalue: 32.4) | 阶段2: HTF规则pass | 阶段3(6维度): 当前B级但动能Momo强+HTFA++4支持+HTF规则pass | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方15.97%,1H支撑上方30.85%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 98.5%(x1.35)→仓位x0.2 | 阶段6(MRC): [MRC极强] APEX_BULL+B+4级+HTF通过，强势做多",
"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": 0.45,
"momentum_check": {
"passed": true,
"aligned_count": 4,
"details": "4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend",
"wavematrix_status": "强一致",
"wavematrix_value": 2
},
"tsi_check": {
"passed": true,
"threshold": 40.0,
"details": "TSI=32.40 < 40.0 (避免超买)"
},
"tsi_value": 32.398956955723655
},
"htf_mismatch": false
},
"signal_type": "filtered",
"forwarded_at": "2026-06-04T18:15:45.511235"
}
SOXL
加仓
P_SOXL_2026-06-04_3
LONG
53
market wave
B (4)
$272.63
06/04 14:15
SL $265.41
TP $287.30
$267.71
Avg
06/04 15:15
$-74.92
Pro
-0.52%
Trailing Stop
59m
Ticker: SOXL Action: buyPrice: $273.62Indicator: market waveGrade:
B (4)
SL: $265.41 TP: $287.30 Qty: 53
{
"close": 273.615,
"action": "buy",
"ticker": "SOXL",
"exchange": "BATS",
"quantity": 53,
"stopLoss": {
"stopPrice": 265.41
},
"indicator": "market wave pro",
"timeframe": "15",
"alert_name": "FlowTrend Bullish + Buy+",
"takeProfit": {
"limitPrice": 287.3
},
"referencePrice": 273.62,
"filter_result": {
"decision": "strongpass",
"rating": "B+4",
"final_rating": "Signal: B+4, WMvalue: 32.4, 趋势强度: 82.4%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: A++4,pass, WMvalue: 53.03, 趋势强度: 88.2%\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(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方15.97%,1H支撑上方30.85%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 98.6% → 仓位x0.2\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.182 bearish(caution) [XGB:0.183/RF:0.180]\n多维综合评级: B+4 M+4 V1\nFinal Decision: STRONGPASS - 正常通过\n--- Claude AI 过滤 (15.11s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 72%\n判断: 核心动量A/C/J组高度顺势（TSIHA+Wave+momo全面共振），日线K组强多，但deviation_ratio=1.33严重过度延伸叠加价格逼近Bearish_OB阻力区（仅2%上行空间），两项独立触发仓位减扣（-10%-15%）；1H EMA仍死叉（L组+1中性）、1H_TSIMASTATUS=-1动量减速、1H_RSI超买，综合判断仍pass但须大幅减仓。",
"reason": "阶段1: B+4级 (总分0.45, WMvalue: 32.4) | 阶段2: HTF规则pass | 阶段3(6维度): 当前B级但动能Momo强+HTFA++4支持+HTF规则pass | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方15.97%,1H支撑上方30.85%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 98.6%(x1.35)→仓位x0.2 | 阶段6(MRC): [MRC极强] APEX_BULL+B+4级+HTF通过，强势做多",
"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": 0.45,
"momentum_check": {
"passed": true,
"aligned_count": 4,
"details": "4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend",
"wavematrix_status": "强一致",
"wavematrix_value": 2
},
"tsi_check": {
"passed": true,
"threshold": 40.0,
"details": "TSI=32.40 < 40.0 (避免超买)"
},
"tsi_value": 32.40212590231598
},
"htf_mismatch": false
},
"signal_type": "filtered",
"forwarded_at": "2026-06-04T18:15:43.935361"
}
ALAB
加仓
P_ALAB_2026-06-04_4
LONG
12
📌AImonitor-动能全面共振 Signal:
A (4)
$363.48
06/04 14:04
SL $352.33
TP $385.02
$353.55
Avg
06/04 19:57
$-94.06
Pro
-2.16%
Trailing Stop
5h 52m
Ticker: ALAB Action: buyPrice: $363.23Indicator: 📌AImonitor-动能全面共振
Signal: A++4, WMvalue: 34.93, 趋势强度: 100%
动能一致性: 强一致 (4/4)
Momo State: 共振多头 (2+2)
HTF: C+1,reject, WMvalue: 10.48, 趋势强度: 35.3%
HTF动能一致性: 较弱 (2/4)
HTF Momo State: 震荡偏多 (-1+2) | 60
Market Structure: V1 (UUUU)
OB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑13.87%,距1H支撑13.87%
MarketRegime: APEX_BULL
Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]
ML: 0.204 bearish(caution) [XGB:0.183/RF:0.235]
多维综合评级: A++4 M+4 V1
Final Decision: PASS - 正常通过
--- TDIndicator过滤 ---
TDIndicator LONG → full_bypass ✅
HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0)
最终仓位: 90%Grade:
A (4)
indicator
📌AImonitor-动能全面共振
Signal: A++4, WMvalue: 34.93, 趋势强度: 100%
动能一致性: 强一致 (4/4)
Momo State: 共振多头 (2+2)
HTF: C+1,reject, WMvalue: 10.48, 趋势强度: 35.3%
HTF动能一致性: 较弱 (2/4)
HTF Momo State: 震荡偏多 (-1+2) | 60
Market Structure: V1 (UUUU)
OB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑13.87%,距1H支撑13.87%
MarketRegime: APEX_BULL
Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]
ML: 0.204 bearish(caution) [XGB:0.183/RF:0.235]
多维综合评级: A++4 M+4 V1
Final Decision: PASS - 正常通过
--- TDIndicator过滤 ---
TDIndicator LONG → full_bypass ✅
HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0)
最终仓位: 90%
originalIndicator
AImonitor-动能全面共振
SL: $352.33 TP: $385.02 Qty: 12
{
"ticker": "ALAB",
"action": "buy",
"price": 363.23,
"referencePrice": 363.23,
"timeframe": "15",
"extras": {
"indicator": "📌AImonitor-动能全面共振\nSignal: A++4, WMvalue: 34.93, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: C+1,reject, WMvalue: 10.48, 趋势强度: 35.3%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏多 (-1+2) | 60\nMarket Structure: V1 (UUUU)\nOB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑13.87%,距1H支撑13.87%\n\nMarketRegime: APEX_BULL\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.204 bearish(caution) [XGB:0.183/RF:0.235]\n多维综合评级: A++4 M+4 V1\nFinal Decision: PASS - 正常通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_bypass ✅\nHTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 90%",
"originalIndicator": "AImonitor-动能全面共振"
},
"quantity": 12,
"takeProfit": {
"limitPrice": 385.02
},
"stopLoss": {
"stopPrice": 352.33
},
"filter_result": {
"decision": "pass",
"rating": "A++4",
"final_rating": "📌AImonitor-动能全面共振\nSignal: A++4, WMvalue: 34.93, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: C+1,reject, WMvalue: 10.48, 趋势强度: 35.3%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏多 (-1+2) | 60\nMarket Structure: V1 (UUUU)\nOB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑13.87%,距1H支撑13.87%\n\nMarketRegime: APEX_BULL\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.204 bearish(caution) [XGB:0.183/RF:0.235]\n多维综合评级: A++4 M+4 V1\nFinal Decision: PASS - 正常通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_bypass ✅\nHTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 90%",
"reason": "ABC:A++4(0.600) | HTF:reject | 6D:当前A级强势覆盖HTF规则reject | L4:正常通过：6维度pass + V评级V1 | L5:OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑13.87%,距1H支撑13.87% | L6:[6D/HTF拒绝] 不触发MRC救济",
"scores": {},
"htf_mismatch": false
},
"signal_type": "filtered",
"forwarded_at": "2026-06-04T18:04:32.937469"
}
ASML
P_ASML_2026-06-04_1
LONG
2
📌Strong Long
A (4)
$1753.87
06/04 13:46
SL $1727.84
TP $1800.20
$1722.25
06/05 04:00
$-63.24
-1.80%
Trailing Stop
14h 13m
Ticker: ASML Action: buyTF: 15Price: $1754.15Indicator: 📌Strong Long Signal
Signal: A++4, WMvalue: 47.58, 趋势强度: 100%
动能一致性: 强一致 (4/4)
Momo State: 共振多头 (2+2)
HTF: A++4,strongpass, WMvalue: 17.44, 趋势强度: 88.2%
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(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方7.26%,1H支撑上方3.48%｜阻力:4H无阻力OB,1H无阻力OB
Deviation: 82.8% → 仓位x0.4
MarketRegime: APEX_BULL
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
ML: 0.180 bearish(caution) [XGB:0.179/RF:0.183]
多维综合评级: A++4 M+4 V1
Final Decision: STRONGPASS - 完美确认
--- TDIndicator过滤 ---
TDIndicator LONG → full_bypass ✅
HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0)
最终仓位: 100%Grade:
A (4)
indicator
📌Strong Long Signal
Signal: A++4, WMvalue: 47.58, 趋势强度: 100%
动能一致性: 强一致 (4/4)
Momo State: 共振多头 (2+2)
HTF: A++4,strongpass, WMvalue: 17.44, 趋势强度: 88.2%
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(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方7.26%,1H支撑上方3.48%｜阻力:4H无阻力OB,1H无阻力OB
Deviation: 82.8% → 仓位x0.4
MarketRegime: APEX_BULL
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
ML: 0.180 bearish(caution) [XGB:0.179/RF:0.183]
多维综合评级: A++4 M+4 V1
Final Decision: STRONGPASS - 完美确认
--- TDIndicator过滤 ---
TDIndicator LONG → full_bypass ✅
HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0)
最终仓位: 100%
timeframe
15
originalIndicator
Strong Long Signal
SL: $1727.84 TP: $1800.20 Qty: 2
{
"action": "buy",
"extras": {
"indicator": "📌Strong Long Signal\nSignal: A++4, WMvalue: 47.58, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: A++4,strongpass, WMvalue: 17.44, 趋势强度: 88.2%\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(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方7.26%,1H支撑上方3.48%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 82.8% → 仓位x0.4\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.180 bearish(caution) [XGB:0.179/RF:0.183]\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_bypass ✅\nHTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 100%",
"timeframe": "15",
"originalIndicator": "Strong Long Signal"
},
"ticker": "ASML",
"quantity": 2,
"stopLoss": {
"stopPrice": 1727.84
},
"takeProfit": {
"limitPrice": 1800.2
},
"referencePrice": 1754.15,
"timeframe": "15",
"filter_result": {
"decision": "strongpass",
"rating": "A++4",
"final_rating": "📌Strong Long Signal\nSignal: A++4, WMvalue: 47.58, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: A++4,strongpass, WMvalue: 17.44, 趋势强度: 88.2%\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(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方7.26%,1H支撑上方3.48%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 82.8% → 仓位x0.4\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.180 bearish(caution) [XGB:0.179/RF:0.183]\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认\n--- TDIndicator过滤 ---\nTDIndicator LONG → 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0.6, WMvalue: 47.58) | 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): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方7.26%,1H支撑上方3.48%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 82.8%(x1.4)→仓位x0.4 | 阶段6(MRC): [MRC极强] APEX_BULL+A++4级+HTF通过，强势做多",
"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": 0.6,
"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": 2
},
"tsi_check": {
"passed": false,
"threshold": 40.0,
"details": "TSI=47.58 < 40.0 (避免超买)"
},
"tsi_value": 47.57534324994026
},
"htf_mismatch": true
},
"signal_type": "filtered",
"forwarded_at": "2026-06-04T17:46:24.044181"
}
SOXL
加仓
P_SOXL_2026-06-04_3
LONG
53
market wave
B
$267.27
06/04 13:45
SL $259.18
TP $280.56
$267.71
Avg
06/04 15:15
$-73.45
Pro
-0.52%
Trailing Stop
1h 29m
Ticker: SOXL Action: buyPrice: $267.20Indicator: market waveGrade:
B
SL: $259.18 TP: $280.56 Qty: 53
{
"close": 267.2,
"action": "buy",
"ticker": "SOXL",
"exchange": "BATS",
"quantity": 53,
"stopLoss": {
"stopPrice": 259.18
},
"indicator": "market wave pro",
"timeframe": "15",
"alert_name": "VectorShift Bullish",
"takeProfit": {
"limitPrice": 280.56
},
"referencePrice": 267.2,
"filter_result": {
"decision": "strongpass",
"rating": "B+0",
"final_rating": "Signal: B+0, WMvalue: 24.83, 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: A++4,pass, WMvalue: 50.89, 趋势强度: 88.2%\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(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方13.95%,1H支撑上方29.19%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 81.0% → 仓位x0.4\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.144 bearish(caution) [XGB:0.122/RF:0.177]\n多维综合评级: B+0 M0 V1\nFinal Decision: STRONGPASS - 正常通过\n--- Claude AI 过滤 (16.14s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 72%\n判断: A组核心动量TSIHA+Wave完全顺势，J组1H_TSIHA顺势且1H_momo=4双层共振，基础仓位100%；但价格同时触发Bearish_OB阻力区（-15%）和deviation_ratio=1.09超高乖离（-10%），叠加C组momoCompositeScore=0/MomoSwingState=-2短期动量中性偏弱，最终仓位调降至约72%，在强趋势背景下控制追高风险。",
"reason": "阶段1: B+0级 (总分0.45, WMvalue: 24.83) | 阶段2: HTF规则pass | 阶段3(6维度): 当前B级中性Momo但HTF A级强势补偿 | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方13.95%,1H支撑上方29.19%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 81.0%(x1.35)→仓位x0.4 | 阶段6(MRC): [MRC极强] APEX_BULL+B+0级+HTF通过，强势做多",
"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": 0.45,
"momentum_check": {
"passed": true,
"aligned_count": 4,
"details": "4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend",
"wavematrix_status": "强一致",
"wavematrix_value": 2
},
"tsi_check": {
"passed": true,
"threshold": 40.0,
"details": "TSI=24.83 < 40.0 (避免超买)"
},
"tsi_value": 24.83241918923473
},
"htf_mismatch": false
},
"signal_type": "filtered",
"forwarded_at": "2026-06-04T17:45:53.781524"
}
SOXL
加仓
P_SOXL_2026-06-04_3
LONG
11
📌Strong Long
B
$264.00
06/04 13:15
SL $244.75
TP $297.54
$267.71
Avg
06/04 15:15
$-15.06
Pro
-0.52%
Trailing Stop
2h 0m
Ticker: SOXL Action: buyTF: 15Price: $263.95Indicator: 📌Strong Long Signal
Signal: B+0, WMvalue: 19.0, 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: A++4,pass, WMvalue: 50.89, 趋势强度: 88.2%
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(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方12.89%,1H支撑上方28.32%｜阻力:4H无阻力OB,1H无阻力OB
Deviation: 70.9% → 仓位x0.4
MarketRegime: APEX_BULL
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
ML: 0.131 bearish(caution) [XGB:0.122/RF:0.143]
多维综合评级: B+0 M0 V1
Final Decision: STRONGPASS - 正常通过
--- Claude AI 过滤 (19.25s) ---
Claude LONG → REDUCE [medium]
8层 ✅ | 最终仓位: 62%
判断: 核心动量A组与1H_J组全面顺势（TSIHA+Wave+1H_momo=+4），日线K组强多排列为最强宏观背景；但价格精确落入Bearish_OB阻力区(263.88~268)且deviation_ratio=0.96，叠加1H_RSI=70.61超买(-15%)与MomoSwingState=-2短周期反转(-10%)，综合仓位从基准85%扣减约23pp至62%，SOXL历史数据支持高deviation下做多胜率实际偏高，故不触发reject而以中低仓位通过。Grade:
B
indicator
📌Strong Long Signal
Signal: B+0, WMvalue: 19.0, 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: A++4,pass, WMvalue: 50.89, 趋势强度: 88.2%
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(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方12.89%,1H支撑上方28.32%｜阻力:4H无阻力OB,1H无阻力OB
Deviation: 70.9% → 仓位x0.4
MarketRegime: APEX_BULL
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
ML: 0.131 bearish(caution) [XGB:0.122/RF:0.143]
多维综合评级: B+0 M0 V1
Final Decision: STRONGPASS - 正常通过
--- Claude AI 过滤 (19.25s) ---
Claude LONG → REDUCE [medium]
8层 ✅ | 最终仓位: 62%
判断: 核心动量A组与1H_J组全面顺势（TSIHA+Wave+1H_momo=+4），日线K组强多排列为最强宏观背景；但价格精确落入Bearish_OB阻力区(263.88~268)且deviation_ratio=0.96，叠加1H_RSI=70.61超买(-15%)与MomoSwingState=-2短周期反转(-10%)，综合仓位从基准85%扣减约23pp至62%，SOXL历史数据支持高deviation下做多胜率实际偏高，故不触发reject而以中低仓位通过。
timeframe
15
originalIndicator
Strong Long Signal
SL: $244.75 TP: $297.54 Qty: 11
{
"action": "buy",
"extras": {
"indicator": "📌Strong Long Signal\nSignal: B+0, WMvalue: 19.0, 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: A++4,pass, WMvalue: 50.89, 趋势强度: 88.2%\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(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方12.89%,1H支撑上方28.32%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 70.9% → 仓位x0.4\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.131 bearish(caution) [XGB:0.122/RF:0.143]\n多维综合评级: B+0 M0 V1\nFinal Decision: STRONGPASS - 正常通过\n--- Claude AI 过滤 (19.25s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 62%\n判断: 核心动量A组与1H_J组全面顺势（TSIHA+Wave+1H_momo=+4），日线K组强多排列为最强宏观背景；但价格精确落入Bearish_OB阻力区(263.88~268)且deviation_ratio=0.96，叠加1H_RSI=70.61超买(-15%)与MomoSwingState=-2短周期反转(-10%)，综合仓位从基准85%扣减约23pp至62%，SOXL历史数据支持高deviation下做多胜率实际偏高，故不触发reject而以中低仓位通过。",
"timeframe": "15",
"originalIndicator": "Strong Long Signal"
},
"ticker": "SOXL",
"quantity": 11,
"stopLoss": {
"stopPrice": 244.75
},
"takeProfit": {
"limitPrice": 297.54
},
"referencePrice": 263.95,
"timeframe": "15",
"filter_result": {
"decision": "strongpass",
"rating": "B+0",
"final_rating": "📌Strong Long Signal\nSignal: B+0, WMvalue: 19.0, 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: A++4,pass, WMvalue: 50.89, 趋势强度: 88.2%\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(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方12.89%,1H支撑上方28.32%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 70.9% → 仓位x0.4\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.131 bearish(caution) [XGB:0.122/RF:0.143]\n多维综合评级: B+0 M0 V1\nFinal Decision: STRONGPASS - 正常通过\n--- Claude AI 过滤 (19.25s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 62%\n判断: 核心动量A组与1H_J组全面顺势（TSIHA+Wave+1H_momo=+4），日线K组强多排列为最强宏观背景；但价格精确落入Bearish_OB阻力区(263.88~268)且deviation_ratio=0.96，叠加1H_RSI=70.61超买(-15%)与MomoSwingState=-2短周期反转(-10%)，综合仓位从基准85%扣减约23pp至62%，SOXL历史数据支持高deviation下做多胜率实际偏高，故不触发reject而以中低仓位通过。",
"reason": "阶段1: B+0级 (总分0.45, WMvalue: 19.0) | 阶段2: HTF规则pass | 阶段3(6维度): 当前B级中性Momo但HTF A级强势补偿 | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方12.89%,1H支撑上方28.32%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 70.9%(x1.35)→仓位x0.4 | 阶段6(MRC): [MRC极强] APEX_BULL+B+0级+HTF通过，强势做多",
"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": 0.45,
"momentum_check": {
"passed": true,
"aligned_count": 4,
"details": "4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend",
"wavematrix_status": "强一致",
"wavematrix_value": 2
},
"tsi_check": {
"passed": true,
"threshold": 40.0,
"details": "TSI=19.00 < 40.0 (避免超买)"
},
"tsi_value": 18.995535073107025
},
"htf_mismatch": false
},
"signal_type": "filtered",
"forwarded_at": "2026-06-04T17:15:36.815151"
}
SOXL
P_SOXL_2026-06-04_3
LONG
11
📌Wavematrix trendbuy
B
$262.75
06/04 13:01
SL $243.88
TP $297.76
$267.71
Avg
06/04 15:15
$-14.99
Pro
-0.52%
Trailing Stop
2h 14m
Ticker: SOXL Action: buyTF: 15Price: $263.47Indicator: 📌Wavematrix trendbuy
Signal: B+0, WMvalue: 16.33, 趋势强度: 47.1%
动能一致性: 强一致 (4/4)
Momo State: 中性/冲突 (-2+2)
HTF: A++4,pass, WMvalue: 50.89, 趋势强度: 88.2%
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(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方12.73%,1H支撑上方28.19%｜阻力:4H无阻力OB,1H无阻力OB
Deviation: 71.3% → 仓位x0.4
MarketRegime: APEX_BULL
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
ML: 0.162 bearish(caution) [XGB:0.163/RF:0.159]
多维综合评级: B+0 M0 V1
Final Decision: STRONGPASS - 正常通过
--- Claude AI 过滤 (21.07s) ---
Claude LONG → REDUCE [medium]
8层 ✅ | 最终仓位: 62%
判断: 核心动量A/J组双层高度顺势(TSIHA双+1, 1H_momo=4, K组日线+3强多), 大趋势背景极强; 但deviation_ratio=0.96已超过0.85拒绝阈值, 且价格几乎贴近Bearish_OB阻力区底部(仅0.3%空间), 构成双重追高风险, 叠加L组1H死叉整理(-10%)、MomoSwingState=-2短期减速、TrendTracer双逆势及M组60m减速(-5%), 综合降仓至约62%而非reject(1H_TSIHA+Wave强力顺势及1H_momo=4阻止硬拒)。Grade:
B
indicator
📌Wavematrix trendbuy
Signal: B+0, WMvalue: 16.33, 趋势强度: 47.1%
动能一致性: 强一致 (4/4)
Momo State: 中性/冲突 (-2+2)
HTF: A++4,pass, WMvalue: 50.89, 趋势强度: 88.2%
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(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方12.73%,1H支撑上方28.19%｜阻力:4H无阻力OB,1H无阻力OB
Deviation: 71.3% → 仓位x0.4
MarketRegime: APEX_BULL
Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]
ML: 0.162 bearish(caution) [XGB:0.163/RF:0.159]
多维综合评级: B+0 M0 V1
Final Decision: STRONGPASS - 正常通过
--- Claude AI 过滤 (21.07s) ---
Claude LONG → REDUCE [medium]
8层 ✅ | 最终仓位: 62%
判断: 核心动量A/J组双层高度顺势(TSIHA双+1, 1H_momo=4, K组日线+3强多), 大趋势背景极强; 但deviation_ratio=0.96已超过0.85拒绝阈值, 且价格几乎贴近Bearish_OB阻力区底部(仅0.3%空间), 构成双重追高风险, 叠加L组1H死叉整理(-10%)、MomoSwingState=-2短期减速、TrendTracer双逆势及M组60m减速(-5%), 综合降仓至约62%而非reject(1H_TSIHA+Wave强力顺势及1H_momo=4阻止硬拒)。
timeframe
15
originalIndicator
Wavematrix trendbuy
SL: $243.88 TP: $297.76 Qty: 11
{
"action": "buy",
"extras": {
"indicator": "📌Wavematrix trendbuy\nSignal: B+0, WMvalue: 16.33, 趋势强度: 47.1%\n动能一致性: 强一致 (4/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: A++4,pass, WMvalue: 50.89, 趋势强度: 88.2%\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(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方12.73%,1H支撑上方28.19%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 71.3% → 仓位x0.4\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.162 bearish(caution) [XGB:0.163/RF:0.159]\n多维综合评级: B+0 M0 V1\nFinal Decision: STRONGPASS - 正常通过\n--- Claude AI 过滤 (21.07s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 62%\n判断: 核心动量A/J组双层高度顺势(TSIHA双+1, 1H_momo=4, K组日线+3强多), 大趋势背景极强; 但deviation_ratio=0.96已超过0.85拒绝阈值, 且价格几乎贴近Bearish_OB阻力区底部(仅0.3%空间), 构成双重追高风险, 叠加L组1H死叉整理(-10%)、MomoSwingState=-2短期减速、TrendTracer双逆势及M组60m减速(-5%), 综合降仓至约62%而非reject(1H_TSIHA+Wave强力顺势及1H_momo=4阻止硬拒)。",
"timeframe": "15",
"originalIndicator": "Wavematrix trendbuy"
},
"ticker": "SOXL",
"quantity": 11,
"stopLoss": {
"stopPrice": 243.88
},
"takeProfit": {
"limitPrice": 297.76
},
"referencePrice": 263.47,
"timeframe": "15",
"filter_result": {
"decision": "strongpass",
"rating": "B+0",
"final_rating": "📌Wavematrix trendbuy\nSignal: B+0, WMvalue: 16.33, 趋势强度: 47.1%\n动能一致性: 强一致 (4/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: A++4,pass, WMvalue: 50.89, 趋势强度: 88.2%\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(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方12.73%,1H支撑上方28.19%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 71.3% → 仓位x0.4\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.162 bearish(caution) [XGB:0.163/RF:0.159]\n多维综合评级: B+0 M0 V1\nFinal Decision: STRONGPASS - 正常通过\n--- Claude AI 过滤 (21.07s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 62%\n判断: 核心动量A/J组双层高度顺势(TSIHA双+1, 1H_momo=4, K组日线+3强多), 大趋势背景极强; 但deviation_ratio=0.96已超过0.85拒绝阈值, 且价格几乎贴近Bearish_OB阻力区底部(仅0.3%空间), 构成双重追高风险, 叠加L组1H死叉整理(-10%)、MomoSwingState=-2短期减速、TrendTracer双逆势及M组60m减速(-5%), 综合降仓至约62%而非reject(1H_TSIHA+Wave强力顺势及1H_momo=4阻止硬拒)。",
"reason": "阶段1: B+0级 (总分0.45, WMvalue: 16.33) | 阶段2: HTF规则pass | 阶段3(6维度): 当前B级中性Momo但HTF A级强势补偿 | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方12.73%,1H支撑上方28.19%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 71.3%(x1.35)→仓位x0.4 | 阶段6(MRC): [MRC极强] APEX_BULL+B+0级+HTF通过，强势做多",
"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": 0.45,
"momentum_check": {
"passed": true,
"aligned_count": 4,
"details": "4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend",
"wavematrix_status": "强一致",
"wavematrix_value": 2
},
"tsi_check": {
"passed": true,
"threshold": 40.0,
"details": "TSI=16.33 < 40.0 (避免超买)"
},
"tsi_value": 16.328393651101234
},
"htf_mismatch": false
},
"signal_type": "filtered",
"forwarded_at": "2026-06-04T17:01:08.346690"
}
NTAP
加仓
P_NTAP_2026-06-04_2
SHORT
28
WaveMatrix diamondreversalsell
-
$176.59
06/04 12:31
SL $187.42
TP $144.92
$170.57
06/08 09:30
+$168.56
3.41%
Trailing Stop
92h 58m
Ticker: NTAP Action: sellTF: 60Price: $176.73Indicator: WaveMatrix diamondreversalsell
timeframe
60
indicator
WaveMatrix diamondreversalsell
SL: $187.42 TP: $144.92 Qty: 28
{
"ticker": "NTAP",
"action": "sell",
"quantity": 28,
"referencePrice": 176.73,
"takeProfit": {
"limitPrice": 144.9177349881
},
"stopLoss": {
"stopPrice": 187.4231983233
},
"extras": {
"timeframe": "60",
"indicator": "WaveMatrix diamondreversalsell"
}
}
WDC
P_WDC_2026-06-04_1
SHORT
8
WaveMatrix Top
B
$592.10
06/04 12:30
SL $626.53
TP $534.32
$591.48
06/04 12:30
+$4.96
0.10%
Trailing Stop
0m
Ticker: WDC Action: sellTF: 60Price: $593.00Indicator: WaveMatrix TopGrade:
B
timeframe
60
indicator
WaveMatrix Top
SL: $626.53 TP: $534.32 Qty: 8
{
"ticker": "WDC",
"action": "sell",
"quantity": 8,
"referencePrice": 593,
"takeProfit": {
"limitPrice": 534.317015591
},
"stopLoss": {
"stopPrice": 626.533133948
},
"extras": {
"timeframe": "60",
"indicator": "WaveMatrix Top"
}
}
ALAB
P_ALAB_2026-06-04_4
LONG
10
📌AImonitor-MAMA短期趋势 Signal:
B
$352.27
06/04 11:48
SL $341.77
TP $373.48
$353.55
Avg
06/04 19:57
$-75.96
Pro
-2.16%
Trailing Stop
8h 8m
Ticker: ALAB Action: buyPrice: $352.34Indicator: 📌AImonitor-MAMA短期趋势
Signal: B+0, WMvalue: 14.82, 趋势强度: 35.3%
动能一致性: 强一致 (4/4)
Momo State: 中性/冲突 (-2+2)
HTF: C-2,reject, WMvalue: 1.22, 趋势强度: 11.8%
HTF动能一致性: 较弱 (2/4)
HTF Momo State: 震荡偏空 (-1+-1) | 60
Market Structure: V1 (UUUU)
OB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑11.21%,距1H支撑11.21%
MarketRegime: VELOCITY_BULL
Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]
ML: 0.192 bearish(caution) [XGB:0.183/RF:0.204]
多维综合评级: B+0 M0 V1
Final Decision: PASS - 正常通过
--- TDIndicator过滤 ---
TDIndicator LONG → full_bypass ✅
HTF评分: 5/6 | 8层 ✅ (硬逆=0 软逆=2)
最终仓位: 75%Grade:
B
indicator
📌AImonitor-MAMA短期趋势
Signal: B+0, WMvalue: 14.82, 趋势强度: 35.3%
动能一致性: 强一致 (4/4)
Momo State: 中性/冲突 (-2+2)
HTF: C-2,reject, WMvalue: 1.22, 趋势强度: 11.8%
HTF动能一致性: 较弱 (2/4)
HTF Momo State: 震荡偏空 (-1+-1) | 60
Market Structure: V1 (UUUU)
OB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑11.21%,距1H支撑11.21%
MarketRegime: VELOCITY_BULL
Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]
ML: 0.192 bearish(caution) [XGB:0.183/RF:0.204]
多维综合评级: B+0 M0 V1
Final Decision: PASS - 正常通过
--- TDIndicator过滤 ---
TDIndicator LONG → full_bypass ✅
HTF评分: 5/6 | 8层 ✅ (硬逆=0 软逆=2)
最终仓位: 75%
originalIndicator
AImonitor-MAMA短期趋势
SL: $341.77 TP: $373.48 Qty: 10
{
"ticker": "ALAB",
"action": "buy",
"price": 352.34,
"referencePrice": 352.34,
"timeframe": "15",
"extras": {
"indicator": "📌AImonitor-MAMA短期趋势\nSignal: B+0, WMvalue: 14.82, 趋势强度: 35.3%\n动能一致性: 强一致 (4/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: C-2,reject, WMvalue: 1.22, 趋势强度: 11.8%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏空 (-1+-1) | 60\nMarket Structure: V1 (UUUU)\nOB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑11.21%,距1H支撑11.21%\n\nMarketRegime: VELOCITY_BULL\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.192 bearish(caution) [XGB:0.183/RF:0.204]\n多维综合评级: B+0 M0 V1\nFinal Decision: PASS - 正常通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_bypass ✅\nHTF评分: 5/6 | 8层 ✅ (硬逆=0 软逆=2)\n最终仓位: 75%",
"originalIndicator": "AImonitor-MAMA短期趋势"
},
"quantity": 10,
"takeProfit": {
"limitPrice": 373.48
},
"stopLoss": {
"stopPrice": 341.77
},
"filter_result": {
"decision": "pass",
"rating": "B+0",
"final_rating": "📌AImonitor-MAMA短期趋势\nSignal: B+0, WMvalue: 14.82, 趋势强度: 35.3%\n动能一致性: 强一致 (4/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: C-2,reject, WMvalue: 1.22, 趋势强度: 11.8%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏空 (-1+-1) | 60\nMarket Structure: V1 (UUUU)\nOB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑11.21%,距1H支撑11.21%\n\nMarketRegime: VELOCITY_BULL\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.192 bearish(caution) [XGB:0.183/RF:0.204]\n多维综合评级: B+0 M0 V1\nFinal Decision: PASS - 正常通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_bypass ✅\nHTF评分: 5/6 | 8层 ✅ (硬逆=0 软逆=2)\n最终仓位: 75%",
"reason": "ABC:B+0(0.450) | HTF:reject | 6D:B级强动能覆盖HTF-C弱动能reject，Momo=neutral(4/4) | L4:正常通过：6维度pass + V评级V1 | L5:OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑11.21%,距1H支撑11.21% | L6:[6D/HTF拒绝] 不触发MRC救济",
"scores": {},
"htf_mismatch": false
},
"signal_type": "filtered",
"forwarded_at": "2026-06-04T15:48:39.604916"
}
SNDK
P_SNDK_2026-06-04_1
SHORT
2
WaveMatrix Top
B
$1786.98
06/04 11:30
SL $1906.31
TP $1439.42
$1786.98
06/04 11:30
+$0.00
Trailing Stop
0m
Ticker: SNDK Action: sellTF: 60Price: $1788.85Indicator: WaveMatrix TopGrade:
B
timeframe
60
indicator
WaveMatrix Top
SL: $1906.31 TP: $1439.42 Qty: 2
{
"ticker": "SNDK",
"action": "sell",
"quantity": 2,
"referencePrice": 1788.85,
"takeProfit": {
"limitPrice": 1439.4210238844
},
"stopLoss": {
"stopPrice": 1906.3051180221
},
"extras": {
"timeframe": "60",
"indicator": "WaveMatrix Top"
}
}
MRVL
加仓
P_MRVL_2026-06-04_2
SHORT
16
WaveMatrix Top
B
$304.92
06/04 11:30
SL $334.03
TP $217.95
$302.95
Avg
06/05 04:00
+$30.83
Pro
0.63%
Trailing Stop
16h 29m
Ticker: MRVL Action: sellTF: 60Price: $304.83Indicator: WaveMatrix TopGrade:
B
timeframe
60
indicator
WaveMatrix Top
SL: $334.03 TP: $217.95 Qty: 16
{
"ticker": "MRVL",
"action": "sell",
"quantity": 16,
"referencePrice": 304.83,
"takeProfit": {
"limitPrice": 217.9540677622
},
"stopLoss": {
"stopPrice": 334.0319940295
},
"extras": {
"timeframe": "60",
"indicator": "WaveMatrix Top"
}
}
MRVL
P_MRVL_2026-06-04_2
SHORT
16
WaveMatrix Top
B
$304.83
06/04 11:30
SL $334.03
TP $217.95
$302.95
Avg
06/05 04:00
+$30.82
Pro
0.63%
Trailing Stop
16h 30m
Ticker: MRVL Action: sellTF: 60Price: $304.83Indicator: WaveMatrix TopGrade:
B
timeframe
60
indicator
WaveMatrix Top
SL: $334.03 TP: $217.95 Qty: 16
{
"ticker": "MRVL",
"action": "sell",
"quantity": 16,
"referencePrice": 304.83,
"takeProfit": {
"limitPrice": 217.9540677622
},
"stopLoss": {
"stopPrice": 334.0319940295
},
"extras": {
"timeframe": "60",
"indicator": "WaveMatrix Top"
}
}
AMAT
P_AMAT_2026-06-04_1
LONG
4
📌Momo Strong
B (1)
$498.85
06/04 11:15
SL $487.87
TP $518.20
$498.75
06/04 12:30
$-0.38
-0.02%
Webhook Signal
1h 14m
Ticker: AMAT Action: buyTF: 15Price: $498.90Indicator: 📌Momo Strong Entry
Signal: B+1, WMvalue: 0.4, 趋势强度: 35.3%
动能一致性: 强一致 (4/4)
Momo State: 震荡偏多 (-1+2)
HTF: B+4,pass, WMvalue: 14.29, 趋势强度: 35.3%
HTF动能一致性: 较弱 (2/4)
HTF Momo State: 共振多头 (2+2) | 60
Market Structure: V1 (UUUU)
🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方8.03%,1H支撑上方7.99%｜阻力:4H无阻力OB,1H无阻力OB
Deviation: 62.0% → 仓位x0.6
MarketRegime: VELOCITY_BULL
Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]
ML: 0.284 bearish(caution) [XGB:0.260/RF:0.320]
多维综合评级: B+1 M+1 V1
Final Decision: PASS - 正常通过
--- TDIndicator过滤 ---
TDIndicator LONG → full_bypass ✅
HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=2)
最终仓位: 45%Grade:
B (1)
indicator
📌Momo Strong Entry
Signal: B+1, WMvalue: 0.4, 趋势强度: 35.3%
动能一致性: 强一致 (4/4)
Momo State: 震荡偏多 (-1+2)
HTF: B+4,pass, WMvalue: 14.29, 趋势强度: 35.3%
HTF动能一致性: 较弱 (2/4)
HTF Momo State: 共振多头 (2+2) | 60
Market Structure: V1 (UUUU)
🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方8.03%,1H支撑上方7.99%｜阻力:4H无阻力OB,1H无阻力OB
Deviation: 62.0% → 仓位x0.6
MarketRegime: VELOCITY_BULL
Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]
ML: 0.284 bearish(caution) [XGB:0.260/RF:0.320]
多维综合评级: B+1 M+1 V1
Final Decision: PASS - 正常通过
--- TDIndicator过滤 ---
TDIndicator LONG → full_bypass ✅
HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=2)
最终仓位: 45%
timeframe
15
originalIndicator
Momo Strong Entry
SL: $487.87 TP: $518.20 Qty: 4
{
"action": "buy",
"extras": {
"indicator": "📌Momo Strong Entry\nSignal: B+1, WMvalue: 0.4, 趋势强度: 35.3%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: B+4,pass, WMvalue: 14.29, 趋势强度: 35.3%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方8.03%,1H支撑上方7.99%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 62.0% → 仓位x0.6\nMarketRegime: VELOCITY_BULL\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.284 bearish(caution) [XGB:0.260/RF:0.320]\n多维综合评级: B+1 M+1 V1\nFinal Decision: PASS - 正常通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_bypass ✅\nHTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=2)\n最终仓位: 45%",
"timeframe": "15",
"originalIndicator": "Momo Strong Entry"
},
"ticker": "AMAT",
"quantity": 4,
"stopLoss": {
"stopPrice": 487.87
},
"takeProfit": {
"limitPrice": 518.2
},
"referencePrice": 498.9,
"timeframe": "15",
"filter_result": {
"decision": "pass",
"rating": "B+1",
"final_rating": "📌Momo Strong Entry\nSignal: B+1, WMvalue: 0.4, 趋势强度: 35.3%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: B+4,pass, WMvalue: 14.29, 趋势强度: 35.3%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方8.03%,1H支撑上方7.99%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 62.0% → 仓位x0.6\nMarketRegime: VELOCITY_BULL\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.284 bearish(caution) [XGB:0.260/RF:0.320]\n多维综合评级: B+1 M+1 V1\nFinal Decision: PASS - 正常通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_bypass ✅\nHTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=2)\n最终仓位: 45%",
"reason": "阶段1: B+1级 (总分0.45, WMvalue: 0.4) | 阶段2: HTF规则pass | 阶段3(6维度): 当前B级强动能中性Momo+HTF B级弱动能pass（带警告） | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方8.03%,1H支撑上方7.99%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 62.0%(x1.25)→仓位x0.6 | 阶段6(MRC): [MRC顺势] VELOCITY_BULL，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": 1,
"momentum_state": 2,
"tsimastatus": 1,
"tsiha": 1,
"rsiha": 1,
"calculated": 6.2,
"limited": 5.0
},
"momo_indicators": {
"momo_swing_state": -1,
"momo_longswing_state": 2,
"momo_composite_score": 1
},
"wave_normalized": 1.0,
"wave_weighted": 0.5,
"structural_raw": -1.0,
"structural_normalized": -0.5,
"structural_weighted": -0.05,
"total_score": 0.45,
"momentum_check": {
"passed": true,
"aligned_count": 4,
"details": "4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend",
"wavematrix_status": "强一致",
"wavematrix_value": 1
},
"tsi_check": {
"passed": true,
"threshold": 40.0,
"details": "TSI=0.40 < 40.0 (避免超买)"
},
"tsi_value": 0.39526894810037705
},
"htf_mismatch": true
},
"signal_type": "filtered",
"forwarded_at": "2026-06-04T15:15:26.565636"
}