auto_trade_sys/config/my_batch_volatility_pullback.json
薇薇安 f09676bae1 1
2026-07-08 13:55:14 +08:00

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[
{
"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_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"
}
]