61 lines
1.5 KiB
JSON
61 lines
1.5 KiB
JSON
{
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"name": "v53_fast",
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"version": "5.3-fast",
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"description": "V5.3 Fast 实验变体: CVD 5m/30m 短窗口 + OBI正向加分 + accel独立触发。对照组: v53(30m/4h)。",
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"threshold": 75,
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"flip_threshold": 85,
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"cvd_window_fast_ms": 300000,
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"cvd_window_mid_ms": 1800000,
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"weights": {
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"direction": 55,
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"crowding": 25,
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"environment": 15,
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"auxiliary": 5
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},
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"obi_scoring": {
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"strong_threshold": 0.30,
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"weak_threshold": 0.15,
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"strong_score": 5,
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"weak_score": 3
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},
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"accel_independent": {
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"enabled": true,
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"accel_percentile_threshold": 0.95,
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"min_direction_score": 35
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},
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"tp_sl": {
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"sl_multiplier": 2.0,
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"tp1_multiplier": 1.5,
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"tp2_multiplier": 3.0,
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"tp_maker": true
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},
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"symbols": ["BTCUSDT", "ETHUSDT", "XRPUSDT", "SOLUSDT"],
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"symbol_gates": {
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"BTCUSDT": {
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"min_vol_threshold": 0.002,
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"whale_threshold_usd": 100000,
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"whale_flow_threshold_pct": 0.5,
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"obi_veto_threshold": 0.30,
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"spot_perp_divergence_veto": 0.003
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},
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"ETHUSDT": {
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"min_vol_threshold": 0.003,
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"whale_threshold_usd": 50000,
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"obi_veto_threshold": 0.35,
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"spot_perp_divergence_veto": 0.005
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},
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"SOLUSDT": {
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"min_vol_threshold": 0.006,
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"whale_threshold_usd": 20000,
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"obi_veto_threshold": 0.45,
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"spot_perp_divergence_veto": 0.008
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},
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"XRPUSDT": {
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"min_vol_threshold": 0.004,
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"whale_threshold_usd": 30000,
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"obi_veto_threshold": 0.40,
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"spot_perp_divergence_veto": 0.006
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}
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}
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}
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