name: "Dragon Head Momentum"
version: "1.0"
description: "龙头股动量策略 — 涨幅>5%+放量>2.5倍+趋势向上时追击强势股"

parameters:
  min_change: 5.0
  volume_threshold: 2.5
  stop_loss: -0.06
  take_profit: 0.25

entry:
  conditions:
    - indicator: "price_change"
      operator: ">"
      value: "{min_change}"
    - indicator: "volume_ratio"
      period: 5
      operator: ">"
      value: "{volume_threshold}"
    - indicator: "ma_diff"
      period: 510
      operator: ">"
      value: 0
  logic: "all"

exit:
  conditions:
    - indicator: "price_change"
      operator: "<"
      value: -3.0
    - indicator: "volume_ratio"
      period: 5
      operator: ">"
      value: 3.0
  logic: "any"
  stop_loss: "{stop_loss}"
  take_profit: "{take_profit}"

simulation:
  slippage: 0.002
  commission: 0.0015

position:
  size: 0.5
  max_positions: 1