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feat: add v53_middle.json strategy config (CVD 15m/1h windows)

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root 2026-03-07 09:24:08 +00:00
parent e515063809
commit 4b0f30cab8
1 changed files with 49 additions and 0 deletions
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backend/strategies/v53_middle.json Normal file
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{
"name": "v53_middle",
"version": "5.3",
"description": "V5.3 Middle版（BTC/ETH/XRP/SOL）: CVD 15m/1h 窗口，适合1h信号时框",
"threshold": 75,
"flip_threshold": 85,
"cvd_fast_window": "15m",
"cvd_slow_window": "1h",
"weights": {
"direction": 55,
"crowding": 25,
"environment": 15,
"auxiliary": 5
},
"tp_sl": {
"sl_multiplier": 2.0,
"tp1_multiplier": 1.5,
"tp2_multiplier": 3.0,
"tp_maker": true
},
"symbols": ["BTCUSDT", "ETHUSDT", "XRPUSDT", "SOLUSDT"],
"symbol_gates": {
"BTCUSDT": {
"min_vol_threshold": 0.002,
"whale_threshold_usd": 100000,
"whale_flow_threshold_pct": 0.5,
"obi_veto_threshold": 0.30,
"spot_perp_divergence_veto": 0.003
},
"ETHUSDT": {
"min_vol_threshold": 0.003,
"whale_threshold_usd": 50000,
"obi_veto_threshold": 0.35,
"spot_perp_divergence_veto": 0.005
},
"SOLUSDT": {
"min_vol_threshold": 0.004,
"whale_threshold_usd": 20000,
"obi_veto_threshold": 0.45,
"spot_perp_divergence_veto": 0.008
},
"XRPUSDT": {
"min_vol_threshold": 0.0025,
"whale_threshold_usd": 30000,
"obi_veto_threshold": 0.40,
"spot_perp_divergence_veto": 0.006
}
}
}