交易悟道2026年5月6日· 约 1 分钟· 11 次阅读

鲲侯交易入场检查清单

把大周期授权、中周期地形、模型触发和风险仓位压成一套入场裁决清单

0. 总裁决

Action \in {Trade, NoTrade, Wait (x)}

ValidEntry = A_{HTF} \land T_{Mid} \land M_{3} \land G_{Model} \land R_{Risk}

\neg Clear (AnyLayer) \Rightarrow NoTrade

flowchart TD
    S["0 开始"] --> M["1 定模型"]
    M --> A{"2 大周期授权？"}
    A -->|"否"| N["NoTrade"]
    A -->|"不清"| W["Wait: 三态明确"]
    A -->|"是"| T{"3 中周期支持？"}
    T -->|"否"| N
    T -->|"撞墙"| W2["Wait: 突破/跌破/失败确认"]
    T -->|"是"| Q{"4 动能三层成立？"}
    Q -->|"否"| N
    Q -->|"降级"| W3["Wait / 降预期"]
    Q -->|"是"| G{"5 模型触发？"}
    G -->|"否"| W4["Wait: 触发完成"]
    G -->|"是"| R{"6 风险成立？"}
    R -->|"否"| N
    R -->|"是"| E["Trade"]

1. 大周期授权

A_{HTF} = (OpenRiver \land DirectionMatch) \lor StructuralReversal_{Complete}

QuantumState \Rightarrow NoTrade

ReverseAllowed = HTFEdge \land OpenRiverFailure \land StructuralReversal_{Complete}

flowchart TD
    A["WEEK"] --> B{"方向明确？"}
    B -->|"否"| Q["QuantumState"]
    Q --> N["NoTrade"]
    B -->|"是"| C["DAY"]
    C --> D{"顺 WEEK？"}
    D -->|"否"| Q
    D -->|"是"| E{"三态"}

    E -->|"Open River"| F{"入场方向顺势？"}
    F -->|"是"| P["HTF Pass"]
    F -->|"否"| N

    E -->|"Structural Reversal"| G{"反转完成？"}
    G -->|"是"| P
    G -->|"否"| W["Wait"]

    E -->|"Quantum"| N

    P --> H{"是否反向交易？"}
    H -->|"否"| OK["继续"]
    H -->|"是"| I{"Open River 失败 + SR 完成？"}
    I -->|"是"| OK
    I -->|"否"| N

2. 中周期地形

T_{Mid} = Position_{4 H /8 H} \land Space_{8 H} \land \neg WallAhead \land RoleConfirm

MidTFConflict \Rightarrow LTFSignal_{Downgrade}

flowchart TD
    A["4H / 8H"] --> B{"月线 P 位置清楚？"}
    B -->|"否"| W["Wait"]
    B -->|"是"| C{"方向支持？"}
    C -->|"冲突"| D["LTF 降级"]
    D --> N["NoTrade"]
    C -->|"支持"| E{"8H 有空间？"}
    E -->|"否"| N
    E -->|"是"| F{"前方有墙？"}
    F -->|"否"| G{"角色转换确认？"}
    F -->|"是"| H{"已突破/跌破并确认？"}
    H -->|"否"| W2["Wait: 确认"]
    H -->|"是"| G
    G -->|"否"| W3["Wait: 回踩/反抽"]
    G -->|"是"| P["MidTF Pass"]

$WallAhead = P \lor \pm 0.382 \lor \pm 0.618 \lor \pm 1 \lor 8H Edge \lor DAY High/Low$

3. 动能堆积三层

M_{3} = F_{Form} \land S_{Space} \land H_{Health}

F_{Form} \Rightarrow 有弹簧 S_{Space} \Rightarrow 有路 H_{Health} \Rightarrow 路顺

flowchart TD
    A["动能检查"] --> F{"形态成立？"}
    F -->|"否"| N["NoTrade"]
    F -->|"是"| S{"空间足够？"}
    S -->|"否"| N
    S -->|"是"| H{"健康度支持？"}
    H -->|"否"| D["Downgrade / Wait"]
    H -->|"是"| P["Momentum Pass"]

    F -.-> F1["非普通波动"]
    F -.-> F2["非单次触带"]
    F -.-> F3["非单周期孤警"]

    S -.-> S1["不撞墙"]
    S -.-> S2["未靠近兑现区"]
    S -.-> S3["RR 成立"]

    H -.-> H1["磁力线支持"]
    H -.-> H2["TEMA 支持"]
    H -.-> H3["方向过滤支持"]

4. 模型路由

G_{Model} \in {G_{SQ}, G_{DR}, G_{WOS}, G_{FBR-ReEntry}}

flowchart TD
    A["模型识别"] --> B{"低波动枪管？"}
    B -->|"是"| SQ["SQUEEZE"]
    B -->|"否"| C{"2H 宽稳炮筒？"}
    C -->|"是"| DR["DEEP RETRY"]
    C -->|"否"| D{"高周期墙体？"}
    D -->|"是"| WOS["Wall of Sighs"]
    D -->|"否"| E{"真突破后假回冲？"}
    E -->|"是"| FBR["FBR 补票/持仓"]
    E -->|"否"| N["NoTrade"]

5. SQUEEZE

G_{SQ} = A_{HTF} \land T_{Mid} \land MTF_{Confirm} \land Stream \land Barrel \land NC \land Filters \land RiskAnchor

flowchart TD
    A["SQUEEZE"] --> B{"多周期共振？"}
    B -->|"否: 单周期报警"| W["Wait"]
    B -->|"是"| C{"小溪成立？"}
    C -->|"否"| N["NoTrade"]
    C -->|"是"| D{"枪管成立？"}
    D -->|"否"| N
    D -->|"是"| E{"NC / 端点成立？"}
    E -->|"否"| W2["Wait: 端点"]
    E -->|"是"| F{"过滤一致？"}
    F -->|"否"| W3["Wait"]
    F -->|"是"| G{"结构区 + 风险锚？"}
    G -->|"真空带"| N
    G -->|"否"| N
    G -->|"是"| P["SQUEEZE Pass"]

$SingleAlert \lor SingleTouch \Rightarrow \neg G_{SQ}$

6. DEEP RETRY

G_{DR} = A_{HTF} \land Space_{8 H} \land SteelCannon_{2 H} \land Push_{3/4} \land FibBuffer \land LTFReverseFailure \land \neg OppositeAcceptance

flowchart TD
    A["DEEP RETRY"] --> B{"WEEK / DAY 同向？"}
    B -->|"否"| N["NoTrade"]
    B -->|"是"| C{"8H 顺势空间？"}
    C -->|"否"| N
    C -->|"是"| D{"2H 宽稳炮筒？"}
    D -->|"乱宽/喇叭口"| N
    D -->|"是"| E{"第 3 / 第 4 端点？"}
    E -->|"1-2 端点"| W["Wait: 端点"]
    E -->|"是"| F{"端点在结构区？"}
    F -->|"真空带"| N
    F -->|"是"| G{"逆向有效接受？"}
    G -->|"是"| N
    G -->|"否"| H{"15M / 30M 逆向失守？"}
    H -->|"否: 仍加速"| W2["Wait: 失守"]
    H -->|"是"| P["DEEP RETRY Pass"]

$Touch_{3/4} \neq = Entry Entry_{D R} = LTFReverseFailure$

7. Wall of Sighs

G_{WOS} = WEEK_{Bearish/Pressure} \land DAY_{Ceiling} \land Push_{D A Y \geq 3} \land Space_{D o w n} \land LTFRejection \land \neg Acceptance_{A b o v e W a l l} \land Stop_{B ey o n d W a l l}

flowchart TD
    A["Wall of Sighs"] --> B{"WEEK 看跌/受压？"}
    B -->|"否"| N["NoTrade"]
    B -->|"是"| C{"DAY 多月共同顶部？"}
    C -->|"否"| N
    C -->|"是"| D{"DAY 端点 >= 3？"}
    D -->|"否"| W["Wait: 更多端点"]
    D -->|"是"| E{"下方 8H / DAY 空间？"}
    E -->|"否"| N
    E -->|"是"| F{"小周期拒绝？"}
    F -->|"否"| W2["Wait: 双顶/M顶/假突破收回"]
    F -->|"是"| G{"墙上方有效接受？"}
    G -->|"是"| X["停止做空"]
    G -->|"否"| H{"止损在墙体失效外？"}
    H -->|"否"| N
    H -->|"是"| P["WOS Short Pass"]

$Acceptance_{A b o v e W a l l} \Rightarrow StopShort$

8. FAKE BACK RUSH

FBR_{Valid} = G_{SQ} \land Breakout \land CounterRush_{B o u n d a r y} \land HTFIntact \land \neg StopHit \land \neg OppositeAcceptance \land Resume

flowchart TD
    A["FBR"] --> B{"前面有合格 SQUEEZE？"}
    B -->|"否"| N["NoTrade: 不定义 FBR"]
    B -->|"是"| C{"已经真实突破？"}
    C -->|"否"| N
    C -->|"是"| D{"猛烈反向回冲？"}
    D -->|"否"| W["Wait"]
    D -->|"是"| E{"回冲落在结构边界？"}
    E -->|"否"| Dg["降级观察"]
    E -->|"是"| F{"WEEK / DAY / 8H 仍支持？"}
    F -->|"否"| X["Exit / NoTrade"]
    F -->|"是"| G{"止损触发？"}
    G -->|"是"| X2["交易结束"]
    G -->|"否"| H{"反向有效接受？"}
    H -->|"是"| X
    H -->|"否"| I{"原方向恢复？"}
    I -->|"否"| W2["观察: 不反手/不加仓"]
    I -->|"是"| P["FBR Valid"]

ReEntry_{FBR} = MissedEntry \land FBR_{Valid} \land ClearRiskAnchor \land Space_{8 H} \land Risk_{0.618}

flowchart TD
    A["FBR 补票"] --> B{"错过第一入场？"}
    B -->|"否"| H["Hold 原计划"]
    B -->|"是"| C{"FBR 有效？"}
    C -->|"否"| N["NoTrade"]
    C -->|"是"| D{"风险锚清晰？"}
    D -->|"否"| N
    D -->|"是"| E{"8H 空间仍在？"}
    E -->|"否"| N
    E -->|"是"| F{"0.618 风险框架？"}
    F -->|"否"| N
    F -->|"是"| G{"是否救亏加仓？"}
    G -->|"是"| N
    G -->|"否"| P["可选补票"]

9. 风险与仓位

R_{Risk} = StopAnchor \land PositionSize_{Calc} \land RR_{Valid} \land Cost_{OK}

PositionSize = \frac{AccountRisk}{StopDistance}

RR = \frac{TargetDistance}{StopDistance} \geq RR_{m i n}

flowchart TD
    A["风险"] --> B{"止损锚点清晰？"}
    B -->|"否"| N["NoTrade"]
    B -->|"是"| C{"止损在结构失效外？"}
    C -->|"否"| N
    C -->|"是"| D{"手数计算器通过？"}
    D -->|"否"| N
    D -->|"是"| E{"RR 成立？"}
    E -->|"否"| N
    E -->|"是"| F{"成本/流动性正常？"}
    F -->|"否"| N
    F -->|"是"| P["Risk Pass"]

10. 一票否决

\exists V_{i} = True \Rightarrow NoTrade

flowchart TD
    N["NoTrade"]

    subgraph HTF["HTF"]
        V1["QuantumState"] --> N
        V2["WEEK/DAY 无授权"] --> N
        V3["SR 未完成却反向"] --> N
        V4["Open River 未失败却反向"] --> N
    end

    subgraph MID["MidTF"]
        V5["中小周期冲突"] --> N
        V6["8H 无空间"] --> N
        V7["前方撞墙"] --> N
        V8["真空带"] --> N
    end

    subgraph MODEL["Model"]
        V9["单周期孤警"] --> N
        V10["单次触带"] --> N
        V11["SQUEEZE 无形态确认"] --> N
        V12["DR 只有 1-2 端点"] --> N
        V13["DR 2H 乱宽"] --> N
        V14["WOS 无 DAY 共同顶部"] --> N
        V15["WOS 端点少于3"] --> N
        V16["WOS 墙上接受"] --> N
        V17["FBR 无原始 SQUEEZE"] --> N
        V18["FBR 止损触发"] --> N
        V19["FBR 反向接受"] --> N
    end

    subgraph RISK["Risk"]
        V20["止损锚点不清"] --> N
        V21["手数计算不成立"] --> N
        V22["RR 不成立"] --> N
        V23["周期未扫完"] --> N
    end

11. 等待条件

Wait (x) = NoTradeNow \land NextObservableCondition (x)

flowchart TD
    A["Wait"] --> B{"大周期不清？"}
    B -->|"是"| B1["等三态明确"]
    B -->|"否"| C{"中周期撞墙？"}
    C -->|"是"| C1["等突破回踩 / 跌破反抽 / 失败收回"]
    C -->|"否"| D{"SQUEEZE 未完成？"}
    D -->|"是"| D1["等共振 / 端点 / 过滤一致"]
    D -->|"否"| E{"DEEP RETRY 未完成？"}
    E -->|"是"| E1["等第 3/4 端点 + 逆向失守"]
    E -->|"否"| F{"WOS 未完成？"}
    F -->|"是"| F1["等 DAY 端点 / 小周期拒绝"]
    F -->|"否"| G{"FBR 未恢复？"}
    G -->|"是"| G1["观察 / 不反手 / 不加仓"]
    G -->|"否"| H{"风险锚不清？"}
    H -->|"是"| H1["等清晰止损位"]
    H -->|"否"| I{"8H 无空间？"}
    I -->|"是"| I1["等更好起点"]
    I -->|"否"| J["重新扫描"]

12. 最短口令

Model \to A_{HTF} \to T_{Mid} \to M_{3} \to G_{Model} \to R_{Risk} \to Action

flowchart LR
    A["1 定模型"] --> B["2 大周期授权"]
    B --> C["3 中周期空间"]
    C --> D["4 三层动能"]
    D --> E["5 模型触发"]
    E --> F["6 止损手数"]
    F --> G["7 做 / 不做 / 等待"]