MACD Divergence Ultimate

MACD Divergence Ultimate (V6) —— Structural Lock & Price Action Confirmation
📖 Strategy Overview
This is a sophisticated trend-reversal and pullback strategy specifically engineered for the 15-minute timeframe and above. Unlike generic divergence scripts, this strategy implements a "Triple-Filter" mechanism: Momentum Decay Thresholds, Dynamic Structural Refreshing, and Candle Color Confirmation. It doesn't just look for "Divergence"—it hunts for the exact moment of exhaustion and confirmed reversal.

🚀 Core Logic Highlights
1. Momentum Decay Threshold
The strategy goes beyond simple price/MACD decoupling. It introduces a decay_threshold parameter. A signal is only valid if the current MACD histogram peak has decayed to 60% (default) or less of the previous peak. This ensures we only trade when the trend’s momentum is significantly depleted.

2. "One Wave, One Trade" & Structural Reset
This is the strategy’s primary defensive layer:

Wave Locking: Within a single MACD wave (on one side of the zero line), the strategy allows only one entry attempt to prevent "catching a falling knife" during strong trending moves.

Structural Refresh: If the market achieves a "New Price High + New MACD High" (for bulls), the system recognizes a trend continuation. It immediately unlocks and resets, preparing for the next valid divergence setup.

3. Candle Confirmation & "Golden Pullback" Entry
Upon detecting a divergence (A-Bar), the system enters "Stalking Mode":

Bullish Divergence: Must wait for the first Bullish Candle (Close > Open).

Bearish Divergence: Must wait for the first Bearish Candle (Close < Open).

Entry Optimization: Once confirmed, the system places a Limit Order at the 75% retracement level of that confirmation candle. We never chase; we only enter on high-probability pullbacks to maximize the Reward-to-Risk (RR) ratio.

4. New York Open Protection
Built-in Time Filtering (defaulting to 08:30-10:30 New York Time) helps avoid the high-volatility "whipsaws" typical of the market open, which often create trap-like divergence signals.



MACD 背离策略

📖 策略概述
这是一款专为 15分钟周期（及以上）设计的趋势反转/回调策略。与市面上平庸的背离脚本不同，本策略引入了动量衰减阈值、价格结构刷新锁以及K线行为确认三重过滤机制。它不只是在寻找“背离”，而是在寻找“力竭”且“确认反转”的黄金入场点。

🚀 核心逻辑亮点
1. 动量衰减阈值 (Momentum Decay)
本策略不仅要求 MACD 柱状图不创新高/新低，更引入了 decay_threshold 参数。只有当当前的 MACD 波峰衰减至前波的 60%（默认）以下时，系统才认为趋势动能已实质性枯竭，从而排除无效的微弱波动。

2. “一波一单”与结构刷新锁
这是本策略最强大的防御机制：

单波锁定：在 MACD 柱状图同属于零轴一侧的波动中，策略默认只进行一次交易尝试，避免在阴跌行情中反复抄底。

结构同步重置：如果行情出现“价格新高 + MACD新高”（多头能量增强），系统会判定之前的背离逻辑失效，并即刻解除锁定，重新捕捉下一个背离机会。

3. K线颜色确认与“黄金回撤”入场
系统在捕捉到背离信号（A柱）后，不会盲目入场，而是进入**“蹲守模式”**：

看涨背离：必须等到出现第一根阳线。

看跌背离：必须等到出现第一根阴线。

入场位优化：确认 K 线出现后，系统会挂出该 K 线 3/4 位置的回调单。这意味着我们始终在追求极致的盈亏比，不追高，只做高确定性的回调切入。

4. 纽约开盘保护
针对 15 分钟线，策略内置了时间过滤逻辑（默认避开纽约开盘 08:30-10:30），有效规避了开盘初期剧烈双向扫单带来的虚假背离信号。