a

frontend/src/components/GlobalConfig.jsx

@@ -25,6 +25,8 @@ const KEY_LABELS = {
   SYMBOL_LOSS_COOLDOWN_ENABLED: '连续亏损冷却',
   SYMBOL_MAX_CONSECUTIVE_LOSSES: '连续亏损次数阈值',
   SYMBOL_LOSS_COOLDOWN_SEC: '冷却时间(秒)',
+  RSI_EXTREME_REVERSE_ENABLED: 'RSI 极端反向（超买反空/超卖反多）',
+  RSI_EXTREME_REVERSE_ONLY_NEUTRAL_4H: 'RSI 反向仅允许 4H 中性',
 }
 
 const ConfigItem = ({ label, config, onUpdate, disabled }) => {
@@ -481,6 +483,8 @@ const GlobalConfig = () => {
     SYMBOL_LOSS_COOLDOWN_SEC: { value: 3600, type: 'number', category: 'strategy', description: '连续亏损后的冷却时间（秒），默认1小时。' },
     BETA_FILTER_ENABLED: { value: true, type: 'boolean', category: 'strategy', description: '大盘共振过滤：BTC/ETH 下跌时屏蔽多单。' },
     BETA_FILTER_THRESHOLD: { value: -0.005, type: 'number', category: 'strategy', description: '大盘共振阈值（比例，如 -0.005 表示 -0.5%）。' },
+    RSI_EXTREME_REVERSE_ENABLED: { value: false, type: 'boolean', category: 'strategy', description: '开启后：原信号做多但 RSI 超买(≥做多上限)时改为做空；原信号做空但 RSI 超卖(≤做空下限)时改为做多。属均值回归思路，可填补超买超卖时不下单的空置；默认关闭。' },
+    RSI_EXTREME_REVERSE_ONLY_NEUTRAL_4H: { value: true, type: 'boolean', category: 'strategy', description: '建议开启：仅在 4H 趋势为中性时允许 RSI 反向单，避免在强趋势里逆势抄底/摸顶，降低风险。关闭则反向可与 4H 同向（仍受“禁止逆4H趋势”约束）。' },
   }
 
   const loadConfigs = async () => {

trading_system/strategy.py

@@ -472,12 +472,15 @@ class TradingStrategy:
             pass
         should_trade = signal_strength >= min_signal_strength and direction is not None
 
-        # ===== RSI / 24h 涨跌幅过滤：做多不追高、做空不杀跌 =====
+        # ===== RSI / 24h 涨跌幅过滤：做多不追高、做空不杀跌；可选 RSI 极端反向（超买反空/超卖反多）=====
+        # 反向属于“逆短期超买超卖”的均值回归，在强趋势里逆势风险大；可选“仅4H中性时反向”以降低风险。
+        reversed_by_rsi = False
         try:
             max_rsi_long = config.TRADING_CONFIG.get('MAX_RSI_FOR_LONG', 70)
             max_change_long = config.TRADING_CONFIG.get('MAX_CHANGE_PERCENT_FOR_LONG', 25)
             min_rsi_short = config.TRADING_CONFIG.get('MIN_RSI_FOR_SHORT', 30)
             max_change_short = config.TRADING_CONFIG.get('MAX_CHANGE_PERCENT_FOR_SHORT', 10)
+            rsi_extreme_reverse = bool(config.TRADING_CONFIG.get('RSI_EXTREME_REVERSE_ENABLED', False))
             change_pct = symbol_info.get('changePercent')
             if change_pct is not None and not isinstance(change_pct, (int, float)):
                 change_pct = float(change_pct) if change_pct else None
@@ -489,8 +492,13 @@ class TradingStrategy:
                     try:
                         rsi_val = float(rsi)
                         if rsi_val >= max_rsi_long:
-                            should_trade = False
+                            if rsi_extreme_reverse:
-                            reasons.append(f"❌ 做多RSI过滤：RSI={rsi_val:.1f}≥{max_rsi_long}（超买区不追多）")
+                                direction = 'SELL'
+                                reversed_by_rsi = True
+                                reasons.append(f"RSI超买({rsi_val:.1f}≥{max_rsi_long})反向做空")
+                            else:
+                                should_trade = False
+                                reasons.append(f"❌ 做多RSI过滤：RSI={rsi_val:.1f}≥{max_rsi_long}（超买区不追多）")
                     except (TypeError, ValueError):
                         pass
                 if should_trade and change_pct is not None and change_pct > max_change_long:
@@ -502,16 +510,28 @@ class TradingStrategy:
                     try:
                         rsi_val = float(rsi)
                         if rsi_val <= min_rsi_short:
-                            should_trade = False
+                            if rsi_extreme_reverse:
-                            reasons.append(f"❌ 做空RSI过滤：RSI={rsi_val:.1f}≤{min_rsi_short}（超卖区不追空）")
+                                direction = 'BUY'
+                                reversed_by_rsi = True
+                                reasons.append(f"RSI超卖({rsi_val:.1f}≤{min_rsi_short})反向做多")
+                            else:
+                                should_trade = False
+                                reasons.append(f"❌ 做空RSI过滤：RSI={rsi_val:.1f}≤{min_rsi_short}（超卖区不追空）")
                     except (TypeError, ValueError):
                         pass
-                if should_trade and change_pct is not None and change_pct > max_change_short:
+                if should_trade and direction == 'SELL' and change_pct is not None and change_pct > max_change_short:
                     should_trade = False
                     reasons.append(f"❌ 做空涨跌幅过滤：24h涨幅={change_pct:.1f}%>{max_change_short}%（24h仍大涨不做空）")
         except Exception as e:
             logger.debug(f"{symbol} RSI/涨跌幅过滤失败（忽略）: {e}")
 
+        # 安全约束：RSI 反向仅允许在 4H 中性时执行（避免在强趋势里逆势抄底/摸顶）
+        if reversed_by_rsi and should_trade and direction:
+            only_neutral_4h = bool(config.TRADING_CONFIG.get('RSI_EXTREME_REVERSE_ONLY_NEUTRAL_4H', True))
+            if only_neutral_4h and trend_4h != 'neutral':
+                should_trade = False
+                reasons.append(f"❌ RSI反向仅允许4H中性时执行（当前4H={trend_4h or 'unknown'}，避免逆势风险）")
+
         # ===== 15m 短周期方向过滤：避免“上涨中做空 / 下跌中做多” =====
         # 思路：
         # - 使用最近 N 根 15m K 线的总涨跌幅来确认短期方向