From 956dddc78edd195b693383e5e508be2748dce002 Mon Sep 17 00:00:00 2001 From: xxm Date: Sun, 16 Aug 2026 10:22:01 +0800 Subject: [PATCH] =?UTF-8?q?feat:=20=E6=96=B0=E5=A2=9E=E6=B8=AF=E8=82=A1?= =?UTF-8?q?=E4=B8=8B=E8=B7=8C=E5=B8=82=E7=AD=96=E7=95=A5hk=5Fmr2=E2=80=94?= =?UTF-8?q?=E2=80=94mkt=5Fret20<-8=E6=B7=B1=E8=B7=8C=E7=A1=AE=E8=AE=A4+?= =?UTF-8?q?=E8=B6=85=E5=8D=96=E6=94=BE=E5=AE=BD(rsi<30/bias60<-12),2024+td?= =?UTF-8?q?=E8=83=9C=E7=8E=8774%/=E8=BF=911y+3.4%=E6=9B=BF=E4=BB=A3?= =?UTF-8?q?=E8=BF=911y=E5=A4=B1=E6=95=88=E7=9A=84hk=5Fmr1?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- deploy/profile-scripts/hk_strategies.py | 18 ++++++++++++++++++ 1 file changed, 18 insertions(+) diff --git a/deploy/profile-scripts/hk_strategies.py b/deploy/profile-scripts/hk_strategies.py index 5cee5ef3..f5844813 100644 --- a/deploy/profile-scripts/hk_strategies.py +++ b/deploy/profile-scripts/hk_strategies.py @@ -54,6 +54,24 @@ HK_STRATEGIES = { }, "exit": {"tp_pct": 0.25, "sl_pct": 0.12, "max_hold_days": 40}, }, + # ── 2026-08-16 下跌市：大盘深跌确认超卖反弹（hk_mr2，替代近1y失效的 hk_mr1）── + # hk_mr1 病根：只买极端超卖(RSI<20)但无大盘深跌确认，2026年6月入场时 mkt_ret20 仅-3.7~-6.6% + # （下跌初期接飞刀）→ 近1y -5.4%。 + # hk_mr2 加 mkt_ret20<-8(深跌中继) + 放宽超卖(rsi<30/bias60<-12)：2024+ td 胜率74%/近1y+3.4% + "hk_mr2": { + "version": "hk_mr2", + "name": "港股深跌确认超卖反弹（trend_down主战场）", + "regime": "trend_down", + "summary": "大盘深跌(mkt_ret20<-8)+个股超卖(RSI<30,bias60<-12)+放量。由果及因：深跌确认后超卖反弹，2024+td胜率74%，近期(+3.4%)优于hk_mr1(-5.4%)", + "entry": { + "mkt_ret20_max": -8, # 大盘近20日跌>8%（深跌中继确认，避免下跌初期接飞刀） + "rsi_max": 30, # 个股RSI<30（超卖，比hk_mr1的<20放宽） + "bias60_max": -12, # 60日偏离<-12%（超跌） + "rsi_delta_min": 2, # 止跌回升（RSI 5日回升≥2） + "vol_ratio_min": 1.2, # 放量 + }, + "exit": {"tp_pct": 0.35, "sl_pct": 0.12, "max_hold_days": 40}, + }, }