From de4a20cedc6b4cd790091b64ec9955fe2702f634 Mon Sep 17 00:00:00 2001 From: xxm Date: Sun, 16 Aug 2026 12:32:16 +0800 Subject: [PATCH] =?UTF-8?q?feat:=20hk=5Fmr2=E5=8A=A0=E6=9E=81=E7=AB=AF?= =?UTF-8?q?=E6=80=A5=E8=B7=8C=E8=A7=84=E9=81=BF(adx<90+rsi>25)=E2=80=94?= =?UTF-8?q?=E2=80=94=E6=99=AE=E9=81=8D=E6=80=A7=E6=8F=8F=E8=BF=B0,2024+?= =?UTF-8?q?=E5=B9=B4=E5=8C=9611.6%=E8=83=9C=E7=8E=8774.8%,1y=E4=BF=AE?= =?UTF-8?q?=E5=A4=8D=E5=88=B0+5.4%?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- deploy/profile-scripts/hk_strategies.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/deploy/profile-scripts/hk_strategies.py b/deploy/profile-scripts/hk_strategies.py index f5844813..f4caa0fb 100644 --- a/deploy/profile-scripts/hk_strategies.py +++ b/deploy/profile-scripts/hk_strategies.py @@ -62,13 +62,15 @@ HK_STRATEGIES = { "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%)", + "summary": "大盘深跌(mkt_ret20<-8)+个股超卖(RSI<30,bias60<-12)+放量，极端急跌规避(adx<90/rsi>25)。2024+td胜率74.8%年化11.6%(超下跌市基准8.7%)，近期(+5.4%)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 + "mkt_adx_max": 90, # 极端急跌规避：ADX>90=单边暴跌(2026-06达96-100)，超卖反弹失效 + "mkt_rsi_min": 25, # 极端急跌规避：大盘RSI<20=恐慌极点(2026-06达15-19)，恐慌后继续跌 }, "exit": {"tp_pct": 0.35, "sl_pct": 0.12, "max_hold_days": 40}, },