E012 · WakeRudder 累积力度转向舵
Overview
WakeRudder reads the market with two quiet instruments. The Accumulated Strength Line (ASI) stacks each bar's push-and-pull into one running 'wake', so building force shows up before the obvious move; the Laguerre steering baseline is an ultra-smooth, low-lag heading line that decides which side to take. A window opens only when force turns in the direction the rudder points, and volatility is alive.
Signal Dashboard
The Two Instruments
Accumulated Strength Line (ASI)
A cumulative line that converts each candle's open/high/low/close relationship into a single swing-strength value, then stacks them. Rising = buyers accumulating force; falling = sellers accumulating force. It reveals the trend's real energy earlier than price alone.
Laguerre Steering Baseline
A four-stage Laguerre polynomial smoother that filters high-frequency noise with very little lag, giving a clean heading line. Price above it = up-side environment; below = down-side. Used purely as a direction guardrail.
Entry Logic
- Direction gate: price vs the Laguerre rudder decides the allowed side.
- Trigger: ASI crosses its signal line (up = long / down = short).
- Activity filter: ATR ≥ 0.6 × its 50-bar average, skip dead hours.
- Enter: risk 1% · stop 1.5×ATR · target 1.8×risk (RR ≈ 1.8).
- Manage: one position at a time · max 10/day · idle watchdog alert.
Execution Flow
Parameters
| Parameter | Default |
|---|---|
| ASI signal EMA | 9 |
| Laguerre gamma | 0.7 |
| ATR period | 14 |
| Activity floor | 0.6 × 50-bar avg |
| Stop / Target | 1.5×ATR / RR 1.8 |
| Risk · Max/day | 1% · 10 |