auto_trade_sys/config/my_batch_volatility_pullback.json

[
  {
    "key": "VOLATILITY_PULLBACK_ENABLED",
    "value": true,
    "type": "boolean",
    "category": "strategy",
    "description": "启用波动回调策略：4H+1H同向，1H区间极值，15m波动触发"
  },
  {
    "key": "VOLATILITY_PULLBACK_AUTO_ONLY",
    "value": true,
    "type": "boolean",
    "category": "strategy",
    "description": "自动交易仅使用VP信号，不fallback MACD趋势"
  },
  {
    "key": "VOLATILITY_PULLBACK_SKIP_REGIME_GATE",
    "value": true,
    "type": "boolean",
    "category": "strategy",
    "description": "VP信号跳过 ranging/trending 门禁"
  },
  {
    "key": "VP_INSTANT_FLUSH_ENABLED",
    "value": true,
    "type": "boolean",
    "category": "strategy",
    "description": "即时模式：进行中1H快速波动+前结构低/高点入场"
  },
  {
    "key": "VP_PRIOR_STRUCTURE_BARS",
    "value": 12,
    "type": "number",
    "category": "strategy",
    "description": "前结构位：已完成1H K线根数(不含当前进行中一根)"
  },
  {
    "key": "VP_1H_FLUSH_MIN_PCT",
    "value": 0.005,
    "type": "number",
    "category": "strategy",
    "description": "进行中1H从开盘下冲/上冲至少0.5%"
  },
  {
    "key": "VP_NEAR_PRIOR_LOW_PCT",
    "value": 0.008,
    "type": "number",
    "category": "strategy",
    "description": "做多：现价在前低上方0.8%内"
  },
  {
    "key": "VP_MAX_BELOW_PRIOR_LOW_PCT",
    "value": 0.004,
    "type": "number",
    "category": "strategy",
    "description": "做多：允许刺破前低0.4%仍算入场区"
  },
  {
    "key": "VP_NEAR_PRIOR_HIGH_PCT",
    "value": 0.008,
    "type": "number",
    "category": "strategy"
  },
  {
    "key": "VP_MAX_ABOVE_PRIOR_HIGH_PCT",
    "value": 0.004,
    "type": "number",
    "category": "strategy"
  },
  {
    "key": "VP_VOL_LOOKBACK_BARS",
    "value": 3,
    "type": "number",
    "category": "strategy",
    "description": "15m波动：近3根(约45分钟)"
  },
  {
    "key": "VP_LONG_MIN_DROP_PCT",
    "value": 0.006,
    "type": "number",
    "category": "strategy",
    "description": "15m合计跌0.6%可作为辅助触发"
  },
  {
    "key": "VP_SHORT_MIN_RISE_PCT",
    "value": 0.006,
    "type": "number",
    "category": "strategy"
  },
  {
    "key": "VP_SCAN_INTERVAL_SEC",
    "value": 180,
    "type": "number",
    "category": "scan",
    "description": "VP启用时扫描间隔180秒(3分钟)"
  },
  {
    "key": "SCAN_INTERVAL",
    "value": 180,
    "type": "number",
    "category": "scan",
    "description": "与VP_SCAN一致，提高抓取频率"
  },
  {
    "key": "VP_REQUIRE_1H_4H_ALIGN",
    "value": false,
    "type": "boolean",
    "category": "strategy",
    "description": "即时模式下仅4H定方向(急跌抄底不要求1H同向)"
  },
  {
    "key": "VP_RANGE_INTERVAL",
    "value": "1h",
    "type": "string",
    "category": "strategy",
    "description": "区间锚定周期"
  },
  {
    "key": "VP_RANGE_LOOKBACK_BARS",
    "value": 24,
    "type": "number",
    "category": "strategy",
    "description": "1H区间回看根数"
  },
  {
    "key": "VP_MAX_LONG_IN_RANGE",
    "value": 0.42,
    "type": "number",
    "category": "strategy",
    "description": "做多：1H区间位置上限(靠近前低)"
  },
  {
    "key": "VP_MIN_SHORT_IN_RANGE",
    "value": 0.58,
    "type": "number",
    "category": "strategy",
    "description": "做空：1H区间位置下限(靠近前高)"
  },
  {
    "key": "VP_VOL_INTERVAL",
    "value": "15m",
    "type": "string",
    "category": "strategy",
    "description": "瞬时波动观察周期"
  },
  {
    "key": "VP_VOL_LOOKBACK_BARS",
    "value": 5,
    "type": "number",
    "category": "strategy",
    "description": "15m波动计算根数"
  },
  {
    "key": "VP_LONG_MIN_DROP_PCT",
    "value": 0.008,
    "type": "number",
    "category": "strategy",
    "description": "做多：15m合计跌幅≥0.8%"
  },
  {
    "key": "VP_SHORT_MIN_RISE_PCT",
    "value": 0.008,
    "type": "number",
    "category": "strategy",
    "description": "做空：15m合计涨幅≥0.8%"
  },
  {
    "key": "VP_SIGNAL_STRENGTH",
    "value": 8,
    "type": "number",
    "category": "strategy",
    "description": "VP信号强度(用于杠杆/日志)"
  },
  {
    "key": "VP_ATR_STOP_MULTIPLIER",
    "value": 1.2,
    "type": "number",
    "category": "risk",
    "description": "VP止损：ATR倍数(相对1H ATR)"
  },
  {
    "key": "VP_STRUCTURE_STOP_BUFFER_PCT",
    "value": 0.003,
    "type": "number",
    "category": "risk",
    "description": "结构止损：1H前低/前高外缓冲0.3%"
  },
  {
    "key": "AUTO_TRADE_SYMBOL_WHITELIST",
    "value": "BTCUSDT,ETHUSDT,BNBUSDT,SOLUSDT,LINKUSDT,DOGEUSDT,AVAXUSDT,XRPUSDT",
    "type": "string",
    "category": "strategy",
    "description": "混合白名单"
  },
  {
    "key": "MANUAL_REDUCED_SYMBOLS",
    "value": "LINKUSDT,DOGEUSDT,AVAXUSDT,XRPUSDT",
    "type": "string",
    "category": "strategy",
    "description": "山寨减仓名单"
  },
  {
    "key": "MANUAL_REDUCED_SYMBOL_POSITION_FACTOR",
    "value": 0.5,
    "type": "number",
    "category": "strategy"
  },
  {
    "key": "MANUAL_REDUCED_SYMBOL_SIGNAL_BOOST",
    "value": 1,
    "type": "number",
    "category": "strategy"
  },
  {
    "key": "AUTO_TRADE_ONLY_TRENDING",
    "value": false,
    "type": "boolean",
    "category": "strategy"
  },
  {
    "key": "AUTO_TRADE_ALLOW_RANGING",
    "value": true,
    "type": "boolean",
    "category": "strategy"
  },
  {
    "key": "BETA_FILTER_ENABLED",
    "value": true,
    "type": "boolean",
    "category": "strategy"
  },
  {
    "key": "USE_TREND_ENTRY_FILTER",
    "value": false,
    "type": "boolean",
    "category": "strategy",
    "description": "VP模式下关闭趋势追价过滤"
  },
  {
    "key": "NO_OPEN_HOURS_BJ",
    "value": "",
    "type": "string",
    "category": "risk"
  },
  {
    "key": "NIGHT_HOURS_NO_OPEN_ENABLED",
    "value": false,
    "type": "boolean",
    "category": "risk"
  }
]