Btc Contract Scanner

SKILL.md

---
name: btc-contract-scanner
description: >
  BTC合约自适应扫描。5策略集成(EMA/MACD/RSI/布林/放量)，双方向评分，
  walkforward自优化。Serenity逆向价值风格。VPN环境下OKX API就绪。
---

# BTC Contract Scanner

## Execution
1. Fetch 1H+4H OKX candles → DataFrame
2. Market regime: trending_up/down/ranging/high_vol via EMA50 + volatility
3. 5 strategies × 2 directions = 10 signals per timeframe
4. Score: Σ(weight × signal × (0.3×1H + 0.7×4H))
5. Threshold: 3.5 → emit LONG/SHORT, else HOLD
6. Every 4h: walkforward grid search EMA params, update weights

## Output
```json
{"price":62500,"regime":"trending_down","long_score":1.15,"short_score":0.0,"decision":"hold"}
```

## Evolution
- **CAPTURED**: Signal → ≥5% profit in 24h → capture market state
- **FIX**: 3 consecutive stop-loss → raise threshold +0.5, re-optimize
- **DERIVED**: ≥70% win-rate/20 trades → spawn SOL/ETH variants