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Hermes Skills Manager 6770bc9b9d Initial commit: Hermes Agent skills collection

- Trading skills (OKX, dividend, lottery, quantitative)
- Creative skills (ASCII art, diagrams, video)
- Development skills (GitHub, debugging, TDD)
- Research skills (arXiv, blog monitoring)
- Productivity skills (email, documents, notes)
- MCP integration skills
- Custom user skills

2026-07-05 02:31:15 -04:00

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A+E+D 止盈止损策略

三合一套餐：多周期ATR融合(A) + 跟踪止损(E) + 自适应盈亏比(D)

第一层：入场止损 — 多周期ATR融合 (A)

SL距离 = (ATR_1H × 0.5 + ATR_4H × 0.3 + ATR_1D × 0.2) × 1.5
做多: SL = 入场价 - SL距离
做空: SL = 入场价 + SL距离

为什么用多周期： 1H(50%)应对短期波动，4H(30%)做主心骨，1D(20%)兜底。避免单根4H大K线拉偏ATR导致止损过宽。

第二层：跟踪止损 (E) — 持仓后动态调整

阶段1：初始SL = 第一层的SL距离
阶段2：浮盈 > ATR融合×1.0 → SL移到入场±ATR融合×0.3（保本）
阶段3：浮盈 > ATR融合×2.0 → SL跟踪，跟踪距离=ATR融合×1.2

实现方式：trading cron 定时轮询（15min间隔），reduceOnly模式。

第三层：自适应盈亏比 (D)

趋势强度判断（EMA12-EMA26斜率）：

斜率	趋势	R:R	策略
> +0.5	strong_up	3.0	强趋势多拿一会
< -0.5	strong_down	3.0	强趋势多拿一会
\|slope\| < 0.1	ranging	1.5	震荡见好就收
其他	weak_trend	2.0	正常

完整流程

def calc_tp_sl(entry, side, exchange, symbol):
    # A: 多周期ATR
    fused, _, _, _ = calc_multi_atr(exchange, symbol)
    sl_distance = fused if fused else entry * 0.03
    
    # D: 自适应R:R
    trend, slope = estimate_trend_strength(exchange, symbol)
    rr = {'strong_up':3.0,'strong_down':3.0,'ranging':1.5}.get(trend, 2.0)
    
    if side == 'sell':
        sl = entry + sl_distance
        tp = entry - sl_distance * rr
    else:
        sl = entry - sl_distance
        tp = entry + sl_distance * rr
    return tp, sl, rr, trend

# E: 跟踪止损（持仓后循环执行）
def update_trail(entry, current, side, fused):
    upl = abs(current - entry)  # 每张
    if upl > fused * 2.0:       # 阶段3
        trail = fused * 1.2
        return current - trail if side == 'buy' else current + trail
    if upl > fused * 1.0:       # 阶段2
        return entry + fused * 0.3 if side == 'sell' else entry - fused * 0.3
    return None  # 保持初始SL

参数调整

高波动币种 (ATR% > 5%)：×1.5 → ×2.0
低波动币种 (ATR% < 1%)：×1.5 → ×1.0
数据不足：退回到单4H ATR×1.5

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