Macro & Bias
- Trend Analysis: H4=[BEAR], H1=[BEAR], M5=[BEAR] | Reason: 价格持续下跌，形成熊市趋势。
- Alignment Check: Alignment=[Full] | Logic: H4([BEAR]) vs H1([BEAR]) vs M5([BEAR])
- Major Bias Definition: Major_Bias = BEAR
Key Levels (Pivot + Confluence)
- R2: 5067.38 | 原因: 经典枢轴点计算
- R1: 5051.93 | 原因: 经典枢轴点计算
- PP: 5036.50 | 原因: 经典枢轴点计算
- S1: 5021.07 | 原因: 经典枢轴点计算
- S2: 5005.62 | 原因: 经典枢轴点计算
M5-First Engine
- Phase 1: Signal Scan
– Key Level Calculation: Dist_R1 = 1.81, Dist_S1 = 1.05 -> Key = S1 (5021.07)
– Scan Logic:
– Condition 1 (Structure): 价格跌破 Key – $1.00 [YES]
– Condition 2 (Candle Shape): Close < Open (Bearish) AND Wick_Upper < 0.6 * Body [YES]
– Output: Signal_Dir = BEAR, Signal_Type = Breakout
- Phase 2: Quality Scoring
– Momentum_Score: min(1.0, |42.07 – 50| / 25) = 0.31
– Volume_Score: min(1.0, max(0, (1.17 – 1.0) / 0.5)) = 0.34
– Context Multiplier (Ctx_Mod): Full Confluence -> +1.5
– Divergence Check (Div_Mod): Gap = 45.83 – 42.07 = 3.76 -> +0.5
– Extreme Action Bonus (Action_Bonus): 条件不满足 -> +0.0
– Raw_Score: (0.31 + 0.34) + 1.5 + 0.5 + 0.0 = 2.65
– Output: Raw_Score[2.65] (Mom:0.31 + Vol:0.34 + Ctx:1.5 + Div:0.5 + Act:0.0)
- Phase 3: Decision Gate
– Hard Veto Checks: Exhaustion [NO], Fakeout [NO]
– Dynamic Thresholds: Full Confluence -> 2.5
– Final Decision Logic: Raw_Score (2.65) >= threshold_val (2.5) -> EXECUTE
– Output: Status=[EXECUTE] | Reason=[Score 2.65 vs Thresh 2.5]
Risk & Execution
- Volatility Setup: ATR_H1_14 = 27.74 -> Mult = 3.0, Dist_Calc = 82.22
- SL Construction (Anti-Trap): Theo_SL = High_3M5 + 82.22 = 5020.12 + 82.22 = 5102.34
– Theo_SL > R2 -> SL = R3 + $1.00 = 5067.38 + 1.00 = 5068.38
- TP Construction (Dynamic RR): Theo_TP_Dist = 82.22 * 2.2 = 180.88
– Bear: Raw_TP = MAX(Entry – 180.88, S2) = MAX(5020.12 – 180.88, 5005.62) = 5005.62
- RR Override: TP 不等于 R2/S2 -> 保持 Base_MinRR
- Offset: 无需调整
Final Signal Output
- Direction Signal: BEAR
- Signal Strength: =>> -5 <<=
- Entry Price: >>> 5020.12 <<<
- Stop Loss: ->> 5068.38 <<-
- Take Profit: +>> 5005.62 <<+