41 lines
1.4 KiB
YAML
41 lines
1.4 KiB
YAML
defaults:
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atr_period: 14
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min_grid_pct: 0.5
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max_grid_span_pct: 40 # 跨度健康度告警线（非闸门）
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channel_period: 20
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channel_pct: 15
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rebound_pct: 0.5 # 反弹确认阈值（建仓与补仓共用）
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add_pct: 3.0 # 补仓：自上一档再跌该百分比即触发（需配合反弹确认）
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max_adds: 9 # 补仓次数上限（底仓另计，共 10 档）
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watch_seconds: 600
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min_profit_pct: 1.0 # 主出口：盈亏率 >= 该值即整仓清掉
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inner_grids: 2.0 # 副出口：峰值至少抬到第 N 格才允许回撤卖出
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min_hold_days: 1
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max_hold_days: 0 # 0 = 不止损
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commission_rate: 0.0003
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min_commission: 5.0
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max_tick_age_seconds: 90
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# ---------- 标的白名单（键即标的，顺序即资金优先级）----------
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# 键必须与接口返回的 ts_code 完全一致（588000.SH / 159915.SZ）
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symbols:
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"588000.SH":
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is_t0: false
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buy_shares: 10000
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max_shares: 100000 # 10 个价位 × 1000 股
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atr_multiplier: 0.5 # 该标的 ATR 相对价格偏高，必须收窄
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inner_step: 0.9
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"510300.SH":
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is_t0: false
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buy_shares: 4000
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max_shares: 20000
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atr_multiplier: 1.0
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inner_step: 0.7
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"518880.SH":
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is_t0: true # 黄金 ETF 支持当日回转
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buy_shares: 2000
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max_shares: 10000
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atr_multiplier: 1.0
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inner_step: 0.8 |