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

2026-03-07 09:24:08 +00:00 · 2026-03-07 09:24:08 +00:00 · 4b0f30cab8
commit 4b0f30cab8
parent e515063809
1 changed files with 49 additions and 0 deletions
--- a/backend/strategies/v53_middle.json
+++ b/backend/strategies/v53_middle.json
@ -0,0 +1,49 @@
+{
+  "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
+    }
+  }
+}