🌊 LOB 订单流微观结构波浪研判终端 (Wave Alpha Terminal)

经典图表与交互展示 · K 线、量价结构、多因子分数与波浪机会 / Classic charts and interactions · candlesticks, price–volume structure, factor scores and wave opportunities

经典波浪展示 / Classic wave view 波浪方向分数 / Wave direction score Composite Alpha
数据依据: / Data basis:正在读取所选交易日… / Loading the selected trading session…
本页指标由 OHLCV 推导;方向百分比为模型或规则分数。真实 L1 数据在独立研究模块中展示。 / Indicators on this page are derived from OHLCV; directional percentages are model or rule scores. Actual L1 data are shown in the separate research module.
标的切换: / Select ticker:
交易日历史复盘 (Trading Day):
开盘价 (Open)
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最新价 (Close)
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日内最高 / 最低 / Session high / low
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价格涨跌幅(不是策略盈亏) / Price change (not strategy P&L)
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波浪标记数 / Wave marker count
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📈 TSLA 5分钟 K 线与历史规则标记 / TSLA 5-minute candles and historical rule markers
▲ 绿色三角:Wave Long | ▼ 红色倒三角:Wave Short · 防抖去重的经典波浪标记 / ▲ Green triangle: Wave Long | ▼ Red inverted triangle: Wave Short · debounced and deduplicated wave markers
⚡ OFI & Microprice Drift · 经典量价视图 / ⚡ OFI & Microprice Drift · classic price–volume view
柱状图:OFI 量价推导值 | 紫线:Microprice Drift 估计(bps) / Bars: OHLCV-derived OFI proxy | purple line: estimated microprice drift (bps)
🌊 影线实体失衡与量价活跃度 / 🌊 Wick/body imbalance and price–volume activity
黄线:Queue Imbalance 形态推导(-1 到 +1)| 蓝线:Sweep Velocity 量价活跃度 / Yellow: candle-derived queue-imbalance proxy (-1 to +1) | blue: price–volume activity proxy (sweep velocity)
🎯 Composite Alpha 打分与波浪方向分数 / 🎯 Composite Alpha and wave direction scores
绿线:上涨方向分数(%)| 区域:多因子评分(-100 到 +100) / Green line: upward direction score (%) | shaded area: factor score (-100 to +100)
📋 该交易日的 Saggese 波浪机会明细 / 📋 Saggese wave opportunities for this session
多空波浪标记与对应因子分数 · 展示记录 / Long/short wave markers and corresponding factor scores · display records
时间 / Time 方向 / Direction 价格 / Price 方向分数 / Direction score 规则幅度 / Rule magnitude OFI 代理值 / OFI proxy 偏移估计 (bps) / Drift estimate (bps) 规则评分 / Rule score 数据与模型依据 / Data and model basis