arbitrage-engine/backend/strategies/v53_alt.json

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{
"name": "v53_alt",
"version": "5.3",
"track": "ALT",
"description": "V5.3 ALT轨ETH/XRP/SOL: 55/25/15/5权重删除确认层per-symbol四门控制",
"threshold": 75,
"flip_threshold": 85,
"weights": {
"direction": 55,
"crowding": 25,
"environment": 15,
"auxiliary": 5
},
"direction_sub": {
"cvd_resonance": 30,
"p99_flow_alignment": 20,
"cvd_accel_bonus": 5
},
"crowding_sub": {
"lsr_contrarian": 15,
"top_trader_position": 10
},
"accel_bonus": 5,
"tp_sl": {
"sl_multiplier": 2.0,
"tp1_multiplier": 1.5,
"tp2_multiplier": 3.0,
"tp_maker": true
},
"symbols": ["ETHUSDT", "XRPUSDT", "SOLUSDT"],
"signals": ["cvd", "p99", "accel", "ls_ratio", "top_trader", "oi", "coinbase_premium"],
"symbol_gates": {
"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": 0.006,
"whale_threshold_usd": 20000,
"obi_veto_threshold": 0.45,
"spot_perp_divergence_veto": 0.008
},
"XRPUSDT": {
"min_vol_threshold": 0.004,
"whale_threshold_usd": 30000,
"obi_veto_threshold": 0.40,
"spot_perp_divergence_veto": 0.006
}
}
}