48 lines
1.2 KiB
JSON
48 lines
1.2 KiB
JSON
{
|
||
"name": "v53",
|
||
"version": "5.3",
|
||
"description": "V5.3 统一策略(BTC/ETH/XRP/SOL): 四层评分 55/25/15/5 + per-symbol 四门控制",
|
||
"threshold": 75,
|
||
"flip_threshold": 85,
|
||
"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
|
||
}
|
||
}
|
||
}
|