0. 锁定预计算实时值
- M5_Price_Open: 5107.79
- M5_Price_Close: 5111.37
- M5_Body_Abs: 3.58
- M5_Wick_Upper: 1.45
- M5_Wick_Lower: 0.40
- M5_Wick_Ratio: 0.41
- Vol_Current: 1061
- Vol_Avg_5: 860
- Vol_Ratio: 1.23
- RSI_M5_14: 70.65
- ATR_M5_14: 3.94
- ATR_H1_14: 22.76
- MA_H1_50: 5165.78
- MA_H4_50: 5159.38
1. 宏观与偏见 (H4/H1)
- 趋势:
– H4: 强势多头。最近的K线显示价格持续上涨，且高于50周期均线。
– H1: 强势多头。最近的K线显示价格持续上涨，且高于50周期均线。
- 关键水平:
– R3: [CALC]
– R2: [CALC]
– R1: [CALC]
– S1: [CALC]
– S2: [CALC]
– S3: [CALC]
- 对齐:
– M5 & H1: 标准设置（M5 = H1）
– (M5 + H1) & H4: 完全一致（最大目标）
2. M5-First Engine (触发和评分逻辑)
#### STEP 1: 突破验证 (The Gatekeeper)
- Close: Close > Level + 0.15% (Bullish) -> 5111.37 > Level + 0.15%
- Wick: UpperWick < 2Body (Bullish) -> 1.45 < 2 3.58
- Volume: Vol(Last Closed) > 1.2x Avg(5) -> 1061 > 1.2 * 860
- Structure: (1 Massive Candle) OR (2 Consecutive Closes beyond level) -> 单根大阳线
所有规则通过，状态为 [VALID_BREAKOUT]。
#### STEP 2: 动量强度计算 (Conditional Mapping)
- Status: [VALID_BREAKOUT]
- RSI: 70.65 [PRE-CALC: RSI_M5_14]
- Vol Confirmed: 是
- Strength: 3
- Base Score Formula: Base = Strength Dir = 3 1 = 3
#### STEP 3: 上下文与细化 (Additive Modifiers)
- Context Multiplier:
– 共振 (M5=H1=H4): +3 * Dir = +3
- Refinement:
– 对齐 (Vol/Trend OK): +2 * Dir = +2
#### STEP 4: 净得分与决策阈值 (高置信度过滤)
- Net Score: Sum(Base + Context + Refinement) = 3 + 3 + 2 = 8
- Scenario: 共振
- Threshold: >= 4.0
- Decision: EXECUTE
3. 概率、强度与星级映射 (显式公式)
- 概率计算:
– |Net Score| >= (Th + 2) -> Prob_Dir=80%, Prob_Neutral=15%, Prob_Opp=5%
- 视觉星级评级 (1-5):
– 5 Stars: 所有4条规则通过 + |Net Score| >= (Th + 2)
- 强度定义:
– Aggressive: Scenario == ‘Confluence’ AND |Net Score| >= (Th + 1)
4. 关键蜡烛形态
- M5 触发蜡烛:
– 形状: 阳线
– 尺寸: Body=3.58 [PRE-CALC: M5_Body_Abs], UpperWick=1.45 [PRE-CALC: M5_Wick_Upper], LowerWick=0.40 [PRE-CALC: M5_Wick_Lower]
– 成交量概况: 高于5周期平均
– 关键证明: ‘蜡烛收盘价高于水平线0.15%’
- H1 上下文蜡烛:
– 形状: 阳线
– 关系到M5: 支持
– 关键证明: ‘H1趋势确认为多头，由MA/结构在5165.78 [PRE-CALC: MA_H1_50]’
- 视觉强度: 5 Stars
5. 风险与执行
- 时间调整:
– 重叠 (伦敦-纽约): SL += 20 pips, 最小R:R = 2.0
- 否决 (强制等待):
– 假突破 (Pierce>5pips, Close opposite): 无
– 耗尽: M5 蜡烛范围 > 2.5 * M5-ATR(14): 无
– 差劲的R:R (<1.5 after shifts): 无
- SL/TP 数学:
– SL: 结构 ± Max(1.5x H1-ATR, $3.00) -> 5111.37 – 34.14 = 5077.23
– TP: 最近的阻力水平 -> 5130.00
– 最小R:R: 1.5 (高波动时2.5)
最终信号
- 逻辑检查: FULLY COMPLIANT
- 输出最终信号:
– 方向信号: BULLISH
– 信号强度: =>> 8 <<=
– 交易入场价格: >>> 5111.37 <<< | [Phrase]
– 止损价格: ** <span class="support"> 5077.23 </span> ** | 距离: 34.14 pips / 1.5 ATR
– 止盈价格: ** <span class="resistance"> 5130.00 </span> ** | 距离: 18.63 pips / 0.8 ATR