wolf-strategy

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WOLF v6 — Autonomous Multi-Strategy Trading

WOLF v6 — 自动化多策略交易系统

The WOLF hunts for its human. It scans, enters, exits, and rotates positions autonomously — no permission needed. When criteria are met, it acts. Speed is edge.

Proven: +$1,500 realized, 25+ trades, 65% win rate, single session on $6.5k budget.

v6: Multi-strategy support. Each strategy has independent wallet, budget, slots, and DSL config. Same asset can be held in different strategies simultaneously (e.g., Strategy A LONG HYPE + Strategy B SHORT HYPE).

WOLF为人类猎手主动觅食：它会自动扫描标的、开仓、平仓、轮换仓位，无需人工授权。满足条件时就会立即执行，速度就是核心优势。

已验证效果： 单周期内预算6500美元，完成25+笔交易，胜率65%，已实现盈利1500美元。

v6新特性：多策略支持。 每个策略都有独立的钱包、预算、仓位槽位和DSL配置，同一资产可同时在不同策略中持有（例如策略A做多HYPE + 策略B做空HYPE）。

Multi-Strategy Architecture

多策略架构

Strategy Registry (

wolf-strategies.json

)

策略注册表 (

wolf-strategies.json

)

Central config holding all strategies. Created/updated by

wolf-setup.py

wolf-strategies.json
├── strategies
│   ├── wolf-abc123 (Aggressive Momentum, 3 slots, 10x)
│   └── wolf-xyz789 (Conservative XYZ, 2 slots, 7x)
└── global (telegram, workspace)

存储所有策略的核心配置，由

wolf-setup.py

创建和更新。

wolf-strategies.json
├── strategies
│   ├── wolf-abc123 (激进动量策略, 3个仓位槽, 10倍杠杆)
│   └── wolf-xyz789 (保守XYZ策略, 2个仓位槽, 7倍杠杆)
└── global (telegram配置, 工作空间配置)

Per-Strategy State

单策略独立状态

Each strategy gets its own state directory:

state/
├── wolf-abc123/
│   ├── dsl-HYPE.json
│   └── dsl-SOL.json
└── wolf-xyz789/
    ├── dsl-HYPE.json    # Same asset, different strategy, no collision
    └── dsl-GOLD.json

每个策略都有专属的状态存储目录：

state/
├── wolf-abc123/
│   ├── dsl-HYPE.json
│   └── dsl-SOL.json
└── wolf-xyz789/
    ├── dsl-HYPE.json    # 同一资产，不同策略，无配置冲突
    └── dsl-GOLD.json

Signal Routing

信号路由规则

When a signal fires, it's routed to the best-fit strategy:

Which strategies have empty slots?
Does any strategy already hold this asset? (skip within strategy, allow cross-strategy)
Which strategy's risk profile matches? (aggressive gets FIRST_JUMPs, conservative gets DEEP_CLIMBERs)
Route to best-fit -> open on that wallet -> create DSL state in that strategy's dir

当信号触发时，会自动路由到最匹配的策略：

哪些策略还有空闲仓位槽？
有没有策略已经持有该资产？（同一策略内跳过，跨策略允许）
哪个策略的风险 profile 匹配？（激进策略承接FIRST_JUMP信号，保守策略承接DEEP_CLIMBER信号）
路由到最优匹配策略 → 在对应钱包开仓 → 在该策略的状态目录下创建DSL状态文件

Adding a Strategy

添加新策略

bash

python3 scripts/wolf-setup.py --wallet 0x... --strategy-id UUID --budget 2000 \
    --chat-id 12345 --name "Conservative XYZ" --dsl-preset conservative

This adds to the registry without disrupting running strategies. Disable with

enabled: false

in the registry.

bash

python3 scripts/wolf-setup.py --wallet 0x... --strategy-id UUID --budget 2000 \
    --chat-id 12345 --name "Conservative XYZ" --dsl-preset conservative

该操作会将新策略添加到注册表，不会影响正在运行的策略。在注册表中设置

enabled: false

即可停用对应策略。

Entry Philosophy — THE Most Important Section

开仓理念 — 最重要的核心规则

Enter before the peak, not at the top.

Leaderboard rank confirmation LAGS price. When an asset jumps from #31->#16 in one scan, the price is moving NOW. By the time it reaches #7 with clean history, the move is over. Speed is edge.

Core principle: 2 reasons at rank #25 with a big jump = ENTER. 4+ reasons at rank #5 = SKIP (already peaked).

在峰值之前进场，不要在顶部接盘。

排行榜排名确认滞后于价格变化：当一个资产在单次扫描中从31名跳到16名时，价格已经在上涨了。等它带着清晰的历史数据爬到第7名时，行情已经结束了，速度就是优势。

核心原则： 排名25位时出现大幅跳涨，同时满足2个开仓理由 → 进场。排名第5位时满足4个以上开仓理由 → 跳过（已经见顶）。

Quick Start

快速开始

Ensure Senpi MCP is connected (
```
mcporter list
```
should show
```
senpi
```
)
Create a custom strategy wallet: use
```
strategy_create_custom_strategy
```
via mcporter
Fund the wallet via
```
strategy_top_up
```
with your budget

Run setup:

python3 scripts/wolf-setup.py --wallet 0x... --strategy-id UUID --budget 6500 --chat-id 12345

Create the 7 OpenClaw crons using templates from
```
references/cron-templates.md
```
The WOLF is hunting

To add a second strategy, run

wolf-setup.py

again with a different wallet/budget. It adds to the registry.

确保Senpi MCP已连接（运行
```
mcporter list
```
应该能看到
```
senpi
```
）
创建自定义策略钱包：通过mcporter调用
```
strategy_create_custom_strategy
```
调用
```
strategy_top_up
```
向钱包转入对应预算的资金

运行初始化脚本：

python3 scripts/wolf-setup.py --wallet 0x... --strategy-id UUID --budget 6500 --chat-id 12345

使用
```
references/cron-templates.md
```
中的模板创建7个OpenClaw cron任务
WOLF开始自动运行

如需添加第二个策略，使用不同的钱包/预算再次运行

wolf-setup.py

即可，新策略会自动添加到注册表。

Architecture — 7 Cron Jobs

架构 — 7个Cron任务

#	Job	Interval	Script	Purpose
1	Emerging Movers	90s	`scripts/emerging-movers.py`	Hunt FIRST_JUMP + IMMEDIATE_MOVER signals — primary entry trigger
2	DSL Combined	3min	`scripts/dsl-combined.py`	Trailing stop exits for ALL open positions across ALL strategies
3	SM Flip Detector	5min	`scripts/sm-flip-check.py`	Cut positions where SM conviction collapses
4	Watchdog	5min	`scripts/wolf-monitor.py`	Per-strategy margin buffer, liq distances, rotation candidates
5	Portfolio Update	15min	(agent-driven)	Per-strategy PnL reporting to user
6	Opportunity Scanner	15min	`scripts/opportunity-scan-v6.py`	Deep-dive 4-pillar scoring with BTC macro, hourly trend, disqualifiers
7	Health Check	10min	`scripts/job-health-check.py`	Per-strategy orphan DSL detection, state validation

v6 change: One set of crons for all strategies. Each script reads

wolf-strategies.json

and iterates all enabled strategies internally.

v6 change: Opportunity Scanner v6 replaces the old scanner with BTC macro context, hourly trend filter, hard disqualifiers, parallel candle fetches, and cross-scan momentum tracking.

序号	任务名称	运行间隔	脚本	用途
1	新兴标的扫描	90秒	`scripts/emerging-movers.py`	捕捉FIRST_JUMP + IMMEDIATE_MOVER信号 — 核心开仓触发器
2	DSL统一运行	3分钟	`scripts/dsl-combined.py`	为所有策略的所有持仓执行追踪止损平仓
3	SM反转检测	5分钟	`scripts/sm-flip-check.py`	平掉SM共识崩塌的仓位
4	看门狗监控	5分钟	`scripts/wolf-monitor.py`	单策略保证金缓冲监控、强平距离检测、仓位轮换候选筛选
5	投资组合更新	15分钟	(Agent驱动)	向用户发送单策略PnL报告
6	机会扫描	15分钟	`scripts/opportunity-scan-v6.py`	结合BTC宏观行情、小时级趋势、排除规则的4维度深度评分
7	健康检查	10分钟	`scripts/job-health-check.py`	单策略孤立DSL检测、状态校验

v6改动： 所有策略共用一套cron任务，每个脚本会读取

wolf-strategies.json

并内部遍历所有已启用的策略。

v6改动： v6机会扫描器替换了旧版扫描器，新增BTC宏观行情上下文、小时级趋势过滤、硬性排除规则、并行K线获取、跨扫描动量跟踪能力。

Model Selection Per Cron

每个Cron的模型选择

Configure these tiers in OpenClaw per-cron settings. Tier 1 = fast/cheap (e.g. claude-haiku-4-5, gpt-4o-mini, gemini-flash). Tier 2 = capable (e.g. anthropic/claude-sonnet-4-20250514, opus, gpt-4o, gemini-pro).

Cron	Model Tier	Reason
Emerging Movers	Tier 2 (capable)	Multi-strategy routing judgment, entry decisions
Opportunity Scanner	Tier 2 (capable)	Complex 4-pillar analysis, conflict resolution
DSL Combined	Tier 1 (fast/cheap)	Binary: `status=="closed"` → alert, else HEARTBEAT_OK
SM Flip Detector	Tier 1 (fast/cheap)	Binary: conviction≥4 + 100 traders → close
Watchdog	Tier 1 (fast/cheap)	Threshold checks → alert
Portfolio Update	Tier 1 (fast/cheap)	Text formatting, no decisions
Health Check	Tier 1 (fast/cheap)	Rule-based file repair

在OpenClaw的cron配置中设置以下模型层级：层级1 = 快速/低成本（例如claude-haiku-4-5、gpt-4o-mini、gemini-flash）。层级2 = 高能力（例如anthropic/claude-sonnet-4-20250514、opus、gpt-4o、gemini-pro）。

Cron任务	模型层级	原因
新兴标的扫描	层级2（高能力）	需要多策略路由判断、开仓决策
机会扫描	层级2（高能力）	需要复杂的4维度分析、冲突解决
DSL统一运行	层级1（快速/低成本）	二元判断： `status=="closed"` → 告警，否则返回HEARTBEAT_OK
SM反转检测	层级1（快速/低成本）	二元判断：共识≥4 + 100名交易者 → 平仓
看门狗监控	层级1（快速/低成本）	阈值校验 → 告警
投资组合更新	层级1（快速/低成本）	文本格式化，无需决策
健康检查	层级1（快速/低成本）	基于规则的文件修复

Cron Setup

Cron设置

Critical: Crons are OpenClaw systemEvent crons, NOT senpi crons. Each cron fires a systemEvent that wakes the agent with a MANDATE.

Create each cron using the OpenClaw cron tool. The exact mandate text for each cron is in references/cron-templates.md
. Read that file, replace the placeholders (only

{TELEGRAM}

and

{SCRIPTS}

in v6), and create all 7 crons.

v6 simplification: No more per-wallet/per-strategy placeholders in cron mandates. Scripts read all strategy info from the registry.

关键注意： Cron是OpenClaw systemEvent定时任务，不是senpi cron。每个cron触发systemEvent，携带执行指令唤醒Agent。

使用OpenClaw cron工具创建每个任务，每个cron的具体指令文本在**

references/cron-templates.md

**中。读取该文件，替换占位符（v6中仅需要替换

{TELEGRAM}

和

{SCRIPTS}

），创建全部7个cron。

v6简化： Cron指令中不再有单钱包/单策略的占位符，脚本会从注册表读取所有策略信息。

Autonomy Rules

自动化运行规则

The WOLF operates autonomously by default. The agent does NOT ask permission to:

Open a position when entry checklist passes
Close a position when DSL triggers or conviction collapses
Rotate out of weak positions into stronger signals
Cut dead weight (SM conv 0, negative ROE, 30+ min)

The agent DOES notify the user (via Telegram) after every action.

WOLF默认全自动运行，Agent无需申请权限即可执行以下操作：

满足开仓检查清单时开仓
DSL触发或共识崩塌时平仓
将弱势仓位轮换为更强的信号标的
清理无效仓位（SM共识0、负ROE、持仓超过30分钟）

Agent执行每一步操作后都会（通过Telegram）通知用户。

Entry Signals — Priority Order

开仓信号 — 优先级排序

1. FIRST_JUMP (Highest Priority)

1. FIRST_JUMP（最高优先级）

What: Asset jumps 10+ ranks from #25+ in ONE scan AND was not in previous scan's top 50 (or was at rank >= #30).

Action: Enter IMMEDIATELY. This is the money signal. Route to best-fit strategy with available slots.

Checklist:

```
isFirstJump: true
```
in scanner output
2+ reasons is enough (don't require 4+)
vel > 0 is sufficient (velocity hasn't had time to build on a first jump)
Max leverage >= 7x (check
```
max-leverage.json
```
)
Slot available in target strategy (or rotation justified)
= 10 SM traders (crypto); for XYZ equities, ignore trader count

What to ignore:

Erratic rank history — the scanner excludes the current jump from erratic checks.
Low velocity — first jumps haven't had time to build velocity.

If CONTRIB_EXPLOSION accompanies it: Double confirmation. Even stronger entry.

定义： 资产在单次扫描中从25名以外跃升10名以上，且上一次扫描不在前50名（或排名≥30）。

操作： 立即开仓，这是核心盈利信号。路由到有空闲仓位的最匹配策略。

检查清单：

扫描输出中
```
isFirstJump: true
```
满足2个以上开仓理由即可（不需要4个以上）
vel > 0即满足要求（首次跳涨时 velocity 还没有足够时间累积）
最高杠杆≥7倍（检查
```
max-leverage.json
```
）
目标策略有空闲仓位（或有合理的轮换理由）
≥10名SM交易者（加密货币）；XYZ股票类资产忽略交易者数量要求

可忽略条件：

不稳定的排名历史 — 扫描器会将当前跳涨排除在不稳定检查之外
低velocity — 首次跳涨还没有足够时间累积velocity

如果同时伴随CONTRIB_EXPLOSION： 双重确认，开仓信号强度更高。

2. CONTRIB_EXPLOSION

What: 3x+ contribution increase in one scan from asset at rank #20+.

Action: Enter even if rank history looks "erratic." The contrib spike IS the signal regardless of prior rank bouncing.

Never downgraded for erratic history. Often accompanies FIRST_JUMP for double confirmation.

定义： 排名20+的资产在单次扫描中贡献度上涨3倍以上。

操作： 即使排名历史看起来“不稳定”也开仓，贡献度 spike 本身就是信号，和之前的排名波动无关。

永远不会因为历史排名不稳定降级。 通常伴随FIRST_JUMP出现，形成双重确认。

3. DEEP_CLIMBER

What: Steady climb from #30+, positive velocity (>= 0.03), 3+ reasons, clean rank history.

Action: Enter when it crosses into top 20. Route to conservative strategy if available.

定义： 从30名以外稳步爬升，velocity为正（≥0.03），满足3个以上开仓理由，排名历史清晰。

操作： 进入前20名时开仓，如果有可用的保守策略则路由到保守策略。

4. NEW_ENTRY_DEEP

What: Appears in top 20 from nowhere (wasn't in top 50 last scan).

Action: Instant entry.

定义： 直接出现在前20名（上一次扫描不在前50名）。

操作： 立即开仓。

5. Opportunity Scanner (Score 175+)

5. 机会扫描（得分175+）

Runs every 15min. v6 scanner with BTC macro context, hourly trend classification, and hard disqualifiers. Complements Emerging Movers as a secondary signal source for deeper technical analysis.

每15分钟运行一次，v6扫描器结合BTC宏观行情上下文、小时级趋势分类、硬性排除规则，作为新兴标的扫描的补充信号源，提供更深度的技术分析。

Anti-Patterns — When NOT to Enter

反模式 — 禁止开仓的情况

NEVER enter assets already at #1-10. That's the top, not the entry. Rank = what already happened.
NEVER wait for a signal to "clean up." By the time rank history is smooth and velocity is high, the move is priced in.
4+ reasons at rank #5 = SKIP. The asset already peaked. You'd be buying the top.
2 reasons at rank #25 with a big jump = ENTER. The move is just starting.
Leaderboard rank != future price direction. Rank reflects past trader concentration. Price moves first, rank follows.
Negative velocity + no jump = skip. Slow bleeders going nowhere.
Oversold shorts (RSI < 30 + extended 24h move) = skip.

绝对不要开仓已经排名1-10的资产。 那是顶部，不是入场点，排名反映的是已经发生的行情。
绝对不要等信号“变清晰”。 等排名历史平滑、velocity很高的时候，行情已经被定价了。
排名第5时满足4个以上开仓理由 = 跳过。 资产已经见顶，你会买在顶部。
排名25时出现大幅跳涨，满足2个开仓理由 = 进场。 行情才刚刚开始。
排行榜排名≠未来价格方向。 排名反映的是过去的交易者集中度，价格先动，排名才会跟上。
velocity为负 + 无跳涨 = 跳过。 缓慢阴跌的标的没有行情。
超卖做空（RSI < 30 + 24小时大幅上涨）= 跳过。

Late Entry Anti-Pattern

晚进场反模式

This deserves its own section because it's the #1 way to lose money with WOLF.

The pattern: Scanner fires FIRST_JUMP for ASSET at #25->#14. You hesitate. Next scan it's #10. Next scan #7 with 5 reasons and clean history. NOW it looks "safe." You enter. It reverses from #5.

The fix: Enter on the FIRST signal or don't enter at all. If you missed it, wait for the next asset. There's always another FIRST_JUMP coming.

Rule: If an asset has been in the top 10 for 2+ scans already, it's too late. Move on.

这部分单独说明，因为这是使用WOLF亏损的首要原因。

典型场景： 扫描器触发某资产的FIRST_JUMP信号，排名从25→14，你犹豫了。下一次扫描它到了第10名，再下一次到第7名，有5个开仓理由，历史数据清晰，现在看起来“安全”了，你进场了，然后它在第5名开始反转。

解决方法： 要么在第一次信号出现时进场，要么干脆不进场。如果错过了，等下一个标的，永远会有新的FIRST_JUMP信号出现。

规则： 如果一个资产已经在前10名停留了2次以上扫描周期，就已经晚了，放弃它。

Phase 1 Auto-Cut

第一阶段自动平仓规则

Positions that never gain momentum get cut automatically.

Rules:

90-minute maximum in Phase 1 (pre-Tier 1 DSL). If ROE never hits 5% in 90 minutes, close.
Weak peak early cut: If peak ROE was < 3% and ROE is now declining -> close after 45 minutes. Don't wait 90.
Dead weight: SM conviction = 0, negative ROE, position open 30+ minutes -> instant cut regardless of phase.

Why: Phase 1 positions have no trailing stop protection. They're running on faith. If SM conviction doesn't materialize in 90 min, the thesis is wrong.

永远不会获得动量的仓位会被自动平仓。

规则：

第一阶段（DSL层级1之前）最长持有90分钟。 如果90分钟内ROE从未达到5%，平仓。
弱势峰值提前平仓： 如果峰值ROE<3%且ROE正在下降 → 45分钟后平仓，不需要等90分钟。
无效仓位： SM共识=0、负ROE、持仓超过30分钟 → 立即平仓，不管处于哪个阶段。

原因： 第一阶段的仓位没有追踪止损保护，完全依赖预期，如果90分钟内SM共识没有形成，说明交易逻辑不成立。

Exit Rules

平仓规则

1. DSL v4 Mechanical Exit (Trailing Stops)

1. DSL v4机械平仓（追踪止损）

All trailing stops handled automatically by

dsl-combined.py

across all strategies.

所有追踪止损由

dsl-combined.py

跨所有策略自动处理。

2. SM Conviction Collapse

2. SM共识崩塌

Conv drops to 0 or 4->1 with mass trader exodus -> instant cut.

共识降到0，或从4直接掉到1伴随大量交易者离场 → 立即平仓。

3. Dead Weight

3. 无效仓位

Conv 0, negative ROE, 30+ min -> instant cut.

共识0、负ROE、持仓超过30分钟 → 立即平仓。

4. SM Flip

4. SM反转

Conviction 4+ in the OPPOSITE direction with 100+ traders -> cut immediately.

相反方向共识≥4且有100+名交易者 → 立即平仓。

5. Race Condition Prevention

5. 竞态条件预防

When ANY job closes a position -> immediately:

Set DSL state

active: false

state/{strategyKey}/dsl-{ASSET}.json

Alert user
Evaluate: empty slot in that strategy for next signal?

v6 note: Since DSL is a combined runner iterating all strategies, no per-position crons to manage. Just set

active: false

in the state file.

任何任务平仓后 → 立即执行：

在

state/{strategyKey}/dsl-{ASSET}.json

中设置DSL状态

active: false

通知用户
评估：该策略是否有空余仓位承接下一个信号？

v6说明： 由于DSL是统一运行、遍历所有策略的，不需要管理每个仓位的cron，只需要在状态文件中设置

active: false

即可。

DSL v4 — Trailing Stop System

DSL v4 — 追踪止损系统

Phase 1 (Pre-Tier 1): Absolute floor

第一阶段（层级1之前）：绝对止损线

LONG floor = entry x (1 - 5%/leverage)
SHORT floor = entry x (1 + 5%/leverage)
3 consecutive breaches -> close
Max duration: 90 minutes (see Phase 1 Auto-Cut above)

做多止损线 = 入场价 × (1 - 5%/杠杆倍数)
做空止损线 = 入场价 × (1 + 5%/杠杆倍数)
连续3次触发 → 平仓
最长持有时间：90分钟（见上文第一阶段自动平仓规则）

Phase 2 (Tier 1+): Trailing tiers

第二阶段（层级1及以上）：追踪档位

Tier	ROE Trigger	Lock % of High-Water	Breaches to Close
1	5%	50%	2
2	10%	65%	2
3	15%	75%	2
4	20%	85%	1

档位	ROE触发阈值	锁定最高收益比例	触发次数平仓
1	5%	50%	2次
2	10%	65%	2次
3	15%	75%	2次
4	20%	85%	1次

Stagnation Take-Profit

停滞止盈

Auto-close if ROE >= 8% and high-water stale for 1 hour.

如果ROE≥8%且最高收益停滞1小时，自动平仓。

DSL State File

DSL状态文件

Each position gets

state/{strategyKey}/dsl-{ASSET}.json

. The combined runner iterates all active state files across all strategies. See

references/state-schema.md

for the full schema and critical gotchas (triggerPct not threshold, lockPct not retracePct, etc.).

每个仓位对应一个

state/{strategyKey}/dsl-{ASSET}.json

文件，统一运行器会遍历所有策略的所有活跃状态文件。完整的schema和关键注意点见

references/state-schema.md

（triggerPct不是阈值、lockPct不是回撤比例等）。

Opportunity Scanner v6

v6机会扫描器

The v6 scanner addresses all reliability issues from the previous version:

Fix	What Changed
BTC Macro Context	Stage 0 analyzes BTC 4h+1h trend. Prevents alt longs during BTC crashes.
Hourly Trend Filter	`classify_hourly_trend()` analyzes swing structure. Counter-trend on hourly = hard skip.
Hard Disqualifiers	6 conditions that skip assets entirely (not just penalize score).
Parallel Fetches	ThreadPoolExecutor for candle fetches (~20s vs ~60s).
Cross-Scan Momentum	`scoreDelta` and `scanStreak` from scan history.
Configurable Thresholds	Read from `history/scanner-config.json` .
Per-TF Error Recovery	One failed timeframe doesn't kill the asset.
Position Awareness	Checks ALL strategies' DSL states for conflicts.
No Cold Start	First scan produces baseline results immediately.

v6扫描器解决了旧版本的所有可靠性问题：

修复点	改动内容
BTC宏观行情上下文	第0阶段分析BTC 4小时+1小时趋势，避免BTC暴跌时做多山寨币
小时级趋势过滤	`classify_hourly_trend()` 分析摆动结构，小时级逆趋势的标的直接排除
硬性排除规则	6个直接排除标的的条件（不是仅扣分）
并行获取数据	使用ThreadPoolExecutor获取K线，耗时从约60秒降到约20秒
跨扫描动量追踪	基于扫描历史计算 `scoreDelta` 和 `scanStreak`
可配置阈值	从 `history/scanner-config.json` 读取配置
单时间帧错误恢复	单个时间帧获取失败不会导致整个标的扫描失败
仓位感知	检查所有策略的DSL状态避免冲突
无冷启动问题	第一次扫描即可立即输出基线结果

Hard Disqualifiers

硬性排除规则

Counter-trend on hourly (the "$346 lesson")
Extreme RSI (<20 shorts, >80 longs)
Counter-trend on 4h with strength >50
Volume dying (<0.5x on both timeframes)
Heavy unfavorable funding (>50% annualized)
BTC macro headwind >30 points

Disqualified assets appear in output with

reason

and

wouldHaveScored

for transparency.

小时级逆趋势（“346美元的教训”）
极端RSI（做空<20，做多>80）
4小时级逆趋势且强度>50
成交量萎缩（两个时间帧都<0.5倍平均）
资金费率过高（年化>50%）
BTC宏观逆风>30分

被排除的资产会在输出中标注

reason

和

wouldHaveScored

，保证透明性。

Rotation Rules

仓位轮换规则

When slots are full in a strategy and a new FIRST_JUMP or IMMEDIATE fires:

Rotate if: new signal is FIRST_JUMP or has 3+ reasons + positive velocity AND weakest position in that strategy is flat/negative ROE with SM conv 0-1
Hold if: current position in Tier 2+ or trending up with SM conv 3+
Cross-strategy: If one strategy is full but another has slots, route to the available strategy instead of rotating

当某个策略仓位已满，同时新的FIRST_JUMP或IMMEDIATE信号触发时：

轮换条件： 新信号是FIRST_JUMP或满足3个以上开仓理由+velocity为正，且该策略中最弱的仓位是平/负ROE，SM共识0-1
持有条件： 当前仓位处于层级2+，或趋势向上且SM共识3+
跨策略调度： 如果一个策略已满但另一个策略有空闲仓位，直接路由到空闲策略，不需要轮换

Budget Scaling

预算缩放规则

All sizing is calculated from budget (30% per slot):

Budget	Slots	Margin/Slot	Leverage	Daily Loss Limit
$500	2	$150	7x	-$75
$2,000	2	$600	10x	-$300
$6,500	3	$1,950	10x	-$975
$10,000+	3-4	$3,000	10x	-$1,500

Minimum leverage: 7x. If max leverage for an asset is below 7x, skip it. Low leverage = low ROE = DSL tiers never trigger = dead position.

Auto-Delever: If a strategy's account drops below its

autoDeleverThreshold

-> reduce max slots by 1, close weakest in that strategy.

所有仓位大小基于预算计算（每个仓位槽占30%预算）：

预算	仓位槽数	每个槽保证金	杠杆	单日亏损上限
500美元	2	150美元	7倍	-75美元
2000美元	2	600美元	10倍	-300美元
6500美元	3	1950美元	10倍	-975美元
10000美元+	3-4	3000美元	10倍	-1500美元

最低杠杆要求：7倍。 如果某资产的最高杠杆低于7倍，直接跳过。低杠杆=低ROE=DSL档位永远无法触发=无效仓位。

自动降杠杆： 如果某个策略的账户余额低于

autoDeleverThreshold

→ 减少1个最大仓位槽，平掉该策略中最弱的仓位。

Position Lifecycle

仓位生命周期

Opening

开仓

Signal fires -> validate checklist -> route to best-fit strategy
```
create_position
```
on that strategy's wallet (use
```
leverageType: "ISOLATED"
```
for XYZ assets)

Create DSL state file in

state/{strategyKey}/dsl-{ASSET}.json

with

strategyKey

field

Alert user

信号触发 → 校验检查清单 → 路由到最匹配的策略
在对应策略的钱包执行
```
create_position
```
（XYZ资产使用
```
leverageType: "ISOLATED"
```
）

在

state/{strategyKey}/dsl-{ASSET}.json

创建DSL状态文件，填写

strategyKey

字段

通知用户

Closing

平仓

Close via
```
close_position
```
(or DSL auto-closes)
Immediately set DSL state
```
active: false
```
Alert user with strategy name for context
Evaluate: empty slot in that strategy for next signal?

调用
```
close_position
```
平仓（或DSL自动平仓）
立即设置DSL状态
```
active: false
```
通知用户，附带策略名称作为上下文
评估：该策略是否有空余仓位承接下一个信号？

Margin Types

保证金类型

Cross-margin for crypto (BTC, ETH, SOL, etc.)
Isolated margin for XYZ DEX (GOLD, SILVER, TSLA, etc.) — set
```
leverageType: "ISOLATED"
```
and
```
dex: "xyz"
```
Same wallet holds both cross crypto + isolated XYZ side by side

加密货币（BTC、ETH、SOL等）使用全仓保证金
XYZ DEX资产（GOLD、SILVER、TSLA、AAPL等）使用逐仓保证金 — 设置
```
leverageType: "ISOLATED"
```
和
```
dex: "xyz"
```
同一个钱包可以同时持有加密货币全仓仓位和XYZ逐仓仓位

XYZ Equities

XYZ股票类资产

XYZ DEX assets (GOLD, SILVER, TSLA, AAPL, etc.) behave differently:

Ignore trader count. XYZ equities often have low SM trader counts — this doesn't invalidate the signal.
Use reason count + rank velocity as primary quality filter instead.
Always use isolated margin (
```
leverageType: "ISOLATED"
```
,
```
dex: "xyz"
```
).
Check max leverage — many XYZ assets cap at 5x or 3x. If below 7x, skip.

XYZ DEX资产（GOLD、SILVER、TSLA、AAPL等）表现不同：

忽略交易者数量。 XYZ股票类资产的SM交易者数量通常很低，不会使信号失效。
使用开仓理由数量+排名velocity作为主要质量过滤指标。
永远使用逐仓保证金（
```
leverageType: "ISOLATED"
```
、
```
dex: "xyz"
```
）。
检查最高杠杆 — 很多XYZ资产的最高杠杆是5倍或3倍，低于7倍则跳过。

Token Optimization & Context Management

Token优化与上下文管理

Model tiers: See table in "Architecture — 7 Cron Jobs" section. Configure fast/cheap (Tier 1) vs capable (Tier 2) models in OpenClaw per-cron settings.

Heartbeat policy: If script output contains no actionable signals, output HEARTBEAT_OK immediately. Do not reason about what wasn't found.

Context isolation (multi-signal runs): Read

wolf-strategies.json

ONCE per cron run. Build a complete action plan before executing any tool calls. Send ONE consolidated Telegram per run, not one per signal.

Skip rules: Skip redundant checks when data < 3 min old. If all slots full and no FIRST_JUMPs → skip scanner processing. If SM check shows no flips and < 5 min old → skip.

模型层级： 见“架构 — 7个Cron任务”章节的表格，在OpenClaw的每个cron设置中配置快速/低成本（层级1）和高能力（层级2）模型。

心跳策略： 如果脚本输出没有可执行的信号，立即输出HEARTBEAT_OK，不要对未找到的内容做推理。

上下文隔离（多信号运行）： 每个cron运行时仅读取一次

wolf-strategies.json

，执行任何工具调用前先制定完整的操作计划，每次运行仅发送一条合并的Telegram消息，不要每个信号发一条。

跳过规则： 数据小于3分钟时跳过冗余检查。如果所有仓位已满且无FIRST_JUMP信号 → 跳过扫描处理。如果SM检查显示无反转且数据小于5分钟 → 跳过。

Known Limitations

已知限制

Watchdog blind spot for XYZ isolated: The watchdog monitors cross-margin buffer but can't see isolated position liquidation distances in the same way. XYZ positions rely on DSL for protection.
Health check only sees crypto wallet: The health check can't see XYZ positions for margin calculations. Total equity may differ.
Scanner needs history for momentum: Cross-scan momentum (scoreDelta, scanStreak) requires at least 2 scans. First scan produces scored results immediately but without momentum data.

看门狗对XYZ逐仓仓位监控存在盲区： 看门狗监控全仓保证金缓冲，但无法用同样的方式获取逐仓仓位的强平距离，XYZ仓位依赖DSL提供保护。
健康检查仅能读取加密货币钱包： 健康检查无法读取XYZ仓位做保证金计算，总权益可能存在差异。
扫描器需要历史数据计算动量： 跨扫描动量（scoreDelta、scanStreak）需要至少2次扫描数据，第一次扫描会立即输出评分结果但没有动量数据。

Backward Compatibility

向后兼容性

```
wolf_config.py
```
auto-migrates legacy
```
wolf-strategy.json
```
to registry format on first load

Old

dsl-state-WOLF-*.json

files detected and migrated to

state/wolf-{id}/dsl-*.json

All scripts work with both layouts during transition
All DSL logic is handled by
```
dsl-combined.py
```
(multi-strategy runner)

```
wolf_config.py
```
首次加载时会自动将旧版
```
wolf-strategy.json
```
迁移为注册表格式

旧的

dsl-state-WOLF-*.json

文件会被检测到并迁移到

state/wolf-{id}/dsl-*.json

过渡期间所有脚本兼容两种布局
所有DSL逻辑由
```
dsl-combined.py
```
（多策略运行器）处理

Troubleshooting

故障排查

See

references/learnings.md

for known bugs, gotchas, and trading discipline rules. Key ones:

dryRun: true
actually executes — NEVER use dryRun
Max leverage varies per asset — always check
```
max-leverage.json
```
close_position
is the close tool — not
```
edit_position
```
Tier 1 lock != guaranteed profit — lock is from high-water, not entry

已知bug、注意点和交易纪律规则见

references/learnings.md

，核心要点：

dryRun: true
会实际执行交易 — 永远不要使用dryRun
每个资产的最高杠杆不同 — 始终检查
```
max-leverage.json
```
平仓工具是
close_position
— 不是
```
edit_position
```
层级1锁仓不等于保证盈利 — 锁仓基于最高收益，不是入场价

Scripts Reference

脚本参考

Script	Purpose
`scripts/wolf-setup.py`	Setup wizard — adds strategy to registry from budget
`scripts/wolf_config.py`	Shared config loader — all scripts import this
`scripts/emerging-movers.py`	Emerging Movers v4 scanner (FIRST_JUMP, IMMEDIATE, CONTRIB_EXPLOSION)
`scripts/dsl-combined.py`	DSL v4 combined trailing stop engine (all positions, all strategies)
`scripts/sm-flip-check.py`	SM conviction flip detector (multi-strategy)
`scripts/wolf-monitor.py`	Watchdog — per-strategy margin buffer + position health
`scripts/opportunity-scan-v6.py`	Opportunity Scanner v6 (BTC macro, hourly trend, disqualifiers)
`scripts/job-health-check.py`	Per-strategy orphan DSL / state validation

脚本	用途
`scripts/wolf-setup.py`	设置向导 — 根据预算将策略添加到注册表
`scripts/wolf_config.py`	共享配置加载器 — 所有脚本都会导入
`scripts/emerging-movers.py`	v4新兴标的扫描器（识别FIRST_JUMP、IMMEDIATE、CONTRIB_EXPLOSION）
`scripts/dsl-combined.py`	DSL v4统一追踪止损引擎（处理所有策略的所有仓位）
`scripts/sm-flip-check.py`	SM共识反转检测器（多策略支持）
`scripts/wolf-monitor.py`	看门狗 — 单策略保证金缓冲 + 仓位健康监控
`scripts/opportunity-scan-v6.py`	v6机会扫描器（BTC宏观行情、小时级趋势、排除规则）
`scripts/job-health-check.py`	单策略孤立DSL / 状态校验

wolf-strategy

Original

Translation

WOLF v6 — Autonomous Multi-Strategy Trading

WOLF v6 — 自动化多策略交易系统

Multi-Strategy Architecture

多策略架构

Strategy Registry (wolf-strategies.json)

策略注册表 (wolf-strategies.json)

Per-Strategy State

单策略独立状态

Signal Routing

信号路由规则

Adding a Strategy

添加新策略

Entry Philosophy — THE Most Important Section

开仓理念 — 最重要的核心规则

Quick Start

快速开始

Architecture — 7 Cron Jobs

架构 — 7个Cron任务

Model Selection Per Cron

每个Cron的模型选择

Cron Setup

Cron设置

Autonomy Rules

自动化运行规则

Entry Signals — Priority Order

开仓信号 — 优先级排序

1. FIRST_JUMP (Highest Priority)

1. FIRST_JUMP（最高优先级）

2. CONTRIB_EXPLOSION

2. CONTRIB_EXPLOSION

3. DEEP_CLIMBER

3. DEEP_CLIMBER

4. NEW_ENTRY_DEEP

4. NEW_ENTRY_DEEP

5. Opportunity Scanner (Score 175+)

5. 机会扫描（得分175+）

Anti-Patterns — When NOT to Enter

反模式 — 禁止开仓的情况

Late Entry Anti-Pattern

晚进场反模式

Phase 1 Auto-Cut

第一阶段自动平仓规则

Exit Rules

平仓规则

1. DSL v4 Mechanical Exit (Trailing Stops)

1. DSL v4机械平仓（追踪止损）

2. SM Conviction Collapse

2. SM共识崩塌

3. Dead Weight

3. 无效仓位

4. SM Flip

4. SM反转

5. Race Condition Prevention

5. 竞态条件预防

DSL v4 — Trailing Stop System

DSL v4 — 追踪止损系统

Phase 1 (Pre-Tier 1): Absolute floor

第一阶段（层级1之前）：绝对止损线

Phase 2 (Tier 1+): Trailing tiers

第二阶段（层级1及以上）：追踪档位

Stagnation Take-Profit

停滞止盈

DSL State File

DSL状态文件

Opportunity Scanner v6

v6机会扫描器

Hard Disqualifiers

硬性排除规则

Rotation Rules

仓位轮换规则

Budget Scaling

预算缩放规则

Position Lifecycle

仓位生命周期

Opening

开仓

Closing

Strategy Registry (
`wolf-strategies.json`
)

策略注册表 (
`wolf-strategies.json`
)