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**Official Twitter:** [@nofx_ai](https://x.com/nofx_ai)
-**📚 Documentation:** [Docs Home](docs/README.md) | [Getting Started](docs/getting-started/README.md) | [Changelog](CHANGELOG.md) | [Contributing](CONTRIBUTING.md) | [Security](SECURITY.md)
+**📚 Documentation:** [Docs Home](docs/README.md) | [Getting Started](docs/getting-started/README.md) | [Prompt Writing Guide](docs/prompt-guide.md) ([中文](docs/prompt-guide.zh-CN.md)) | [Changelog](CHANGELOG.md) | [Contributing](CONTRIBUTING.md) | [Security](SECURITY.md)
---
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+# 📖 NoFx Prompt Writing Guide
+
+**Version**: v1.0
+**Last Updated**: 2025-01-09
+**Compatible System Version**: NoFx v0.x+
+
+---
+
+## 📚 Table of Contents
+
+- [🚀 Quick Start](#-quick-start-5-minutes)
+- [💡 Core Concepts](#-core-concepts)
+- [📋 Available Fields Reference](#-available-fields-reference)
+- [⚖️ System Constraints](#️-system-constraints)
+- [📦 Official Template Library](#-official-template-library)
+- [✅ Quality Checklist](#-quality-checklist)
+- [❓ Common Issues & Best Practices](#-common-issues--best-practices)
+- [🎓 Advanced Topics](#-advanced-topics)
+
+---
+
+## 🎯 Recommended Learning Path
+
+**Beginners**: Quick Start → Official Templates → Quality Checklist
+**Intermediate Users**: Core Concepts → Field Reference → System Constraints → Common Errors
+**Advanced Users**: Advanced Topics → Mode 3 → Debugging Guide
+
+---
+
+## 🚀 Quick Start (5 Minutes)
+
+### What is a Prompt?
+
+A Prompt is the "work instruction" you give to the AI trader, determining how the AI analyzes the market and makes trading decisions.
+
+### Three Usage Methods
+
+#### Method 1: Use Official Templates (Recommended for Beginners)
+
+**Steps**:
+1. Choose an official template ([Conservative](#conservative-strategy) / [Balanced](#balanced-strategy) / [Aggressive](#aggressive-strategy))
+2. Copy content to `prompts/default.txt`
+3. Restart the system and start trading
+
+**Suitable for**: Beginners who want to start quickly
+**Time required**: 2 minutes
+
+#### Method 2: Add Custom Strategy on Top of Official Template
+
+**Steps**:
+1. Keep `prompts/default.txt` unchanged
+2. Add your strategy in the web interface's "Custom Prompt"
+3. Set `override_base_prompt = false`
+
+**Suitable for**: Intermediate users who want to keep risk controls but add their own ideas
+**Time required**: 10-30 minutes
+
+#### Method 3: Complete Customization (Advanced)
+
+**Steps**:
+1. Write a complete Prompt (including all risk control rules)
+2. Set `override_base_prompt = true`
+3. ⚠️ You are responsible for all risk controls and output formats
+
+**Suitable for**: Advanced users who fully understand the system mechanism
+**Time required**: 1-2 hours
+
+### Get Started Now
+
+👉 **Recommended for Beginners**: Jump to [Official Template Library](#-official-template-library) and choose a template
+👉 **Intermediate Optimization**: Continue reading [Available Fields Reference](#-available-fields-reference)
+👉 **Advanced Customization**: Read [Complete Customization Guide](#mode-3-complete-customization)
+
+---
+
+## 💡 Core Concepts
+
+### How Prompts Work
+
+NoFx builds a message containing market data every 3 minutes to send to the AI:
+
+```mermaid
+graph LR
+ A[Your Prompt
Strategy Instructions] --> B[AI Model]
+ C[Market Data
Auto-generated] --> B
+ B --> D[Chain of Thought Analysis]
+ B --> E[Trading Decision JSON]
+```
+
+**Workflow**:
+1. **System Prompt (System)**: Strategy instructions you write
+2. **User Prompt (User)**: Market data automatically generated by the system
+3. **AI Response (Response)**: AI's analysis and decisions
+
+### Three Components of a Prompt
+
+#### 1. Core Strategy (Written by You)
+
+Defines the AI's trading philosophy, risk preference, and decision criteria
+
+**Example**:
+```
+You are a conservative trader who only opens positions in high-certainty opportunities.
+Entry conditions: Confidence ≥ 85, multiple indicator convergence.
+```
+
+#### 2. Hard Constraints (Automatically Added by System)
+
+- Risk-reward ratio ≥ 1:3
+- Maximum 3 positions simultaneously
+- Leverage limits (BTC/ETH 20x, altcoins 5x)
+- Margin usage rate ≤ 90%
+
+⚠️ **Methods 1 & 2**: These constraints are automatically added and cannot be overridden
+⚠️ **Method 3**: You must include these constraints in your Prompt
+
+#### 3. Output Format (Automatically Added by System)
+
+Requires AI to output decisions using XML tags and JSON format
+
+**Example Output**:
+```xml
+
+BTC broke support, MACD death cross, volume increased...
+
+
+
+```json
+[
+ {
+ "symbol": "BTCUSDT",
+ "action": "open_short",
+ "leverage": 10,
+ "position_size_usd": 5000,
+ "stop_loss": 97000,
+ "take_profit": 91000,
+ "confidence": 85,
+ "reasoning": "Bearish technical turn"
+ }
+]
+```
+
+```
+
+### Automatic Market Data Transmission
+
+You **don't need** to request data in the Prompt; the system automatically transmits:
+
+✅ **System Automatically Provides**:
+- Current time, running cycle
+- Account equity, balance, P&L
+- All position details
+- BTC market conditions
+- Complete technical data for candidate coins
+- Sharpe ratio performance metrics
+
+❌ **You Don't Need to Write**:
+```
+Please analyze BTC price and MACD... # System already provides
+Please tell me current positions... # System already provides
+```
+
+✅ **You Should Write**:
+```
+Focus on BTC trend as market indicator
+When MACD death cross and volume increases, consider shorting opportunities
+```
+
+---
+
+## 📋 Available Fields Reference
+
+The system automatically passes the following data to the AI, which you can reference in your Prompt:
+
+### System Status
+
+| Field Name | Description | Example |
+|---------|------|---------|
+| **Time** | UTC time | 2025-01-15 10:30:00 UTC |
+| **Cycle** | System run cycle count | #142 (142nd decision) |
+| **Runtime** | System run minutes | 426 minutes |
+
+**Actual Output Example**:
+```
+Time: 2025-01-15 10:30:00 UTC | Cycle: #142 | Runtime: 426 minutes
+```
+
+---
+
+### Account Information
+
+| Field Name | Description | Unit | Example |
+|---------|------|------|------|
+| **Equity** | Total account assets | USDT | 1250.50 |
+| **Balance** | Available balance | USDT | 850.30 |
+| **Balance %** | Available/Equity | % | 68.0% |
+| **P&L** | Total P&L percentage | % | +15.2% |
+| **Margin** | Margin usage rate | % | 32.0% |
+| **Positions** | Current position count | count | 2 |
+
+**Actual Output Example**:
+```
+Account: Equity 1250.50 | Balance 850.30 (68.0%) | P&L +15.2% | Margin 32.0% | Positions 2
+```
+
+**Prompt Reference Example**:
+```
+Stop opening new positions when Balance % below 20%
+Consider reducing positions when Margin usage exceeds 80%
+```
+
+---
+
+### Position Information (⭐Core Fields)
+
+| Field Name | Description | Unit | Calculation | Example |
+|---------|------|------|----------|------|
+| **Symbol** | Trading pair | - | - | BTCUSDT |
+| **Side** | Long/Short | - | - | LONG |
+| **Entry** | Opening price | USDT | - | 95000.00 |
+| **Current** | Mark price | USDT | - | 96500.00 |
+| **P&L %** | Unrealized P&L % | % | w/ leverage | +2.38% |
+| **P&L Amount** | Unrealized P&L | USDT | Actual USD | +59.50 |
+| **Peak %** | Historical peak P&L% | % | w/ leverage | +5.00% |
+| **Leverage** | Leverage multiple | x | - | 5 |
+| **Margin** | Used margin | USDT | - | 500.00 |
+| **Liquidation** | Liquidation price | USDT | - | 88000.00 |
+| **Duration** | Holding time | min/hour | Calculated | 2h 35min |
+
+⚠️ **Important Distinctions**:
+- **P&L %** = Return with leverage (5x leverage, 1% price change = 5% P&L)
+- **P&L Amount** = Actual dollars gained/lost (e.g., +59.50 USDT)
+- **Peak %** = Highest P&L % achieved during holding (for drawdown calculation)
+
+**Actual Output Example**:
+```
+1. BTCUSDT LONG | Entry 95000.0000 Current 96500.0000 | P&L +2.38% | P&L Amount +59.50 USDT | Peak % 5.00% | Leverage 5x | Margin 500 | Liquidation 88000.0000 | Duration 2h 35min
+```
+
+**Prompt Reference Examples (✅ Correct)**:
+```
+✅ When P&L Amount drawdown exceeds 50% of Peak %, take partial profit
+✅ If P&L drops from +5% to +2%, that's 60% drawdown, consider reducing position
+✅ If Duration exceeds 4 hours but P&L Amount still negative, consider stop loss
+```
+
+**Prompt Reference Examples (❌ Wrong)**:
+```
+❌ When unrealized_pnl exceeds peak_pnl_pct... # Wrong field names
+❌ When P&L exceeds 5%... # Ambiguous - P&L % or P&L Amount?
+```
+
+---
+
+### Calculated Formula Fields
+
+Based on the above fields, you can use these calculations in your Prompt:
+
+| Calculation | Formula | Description | Example |
+|---------|------|------|------|
+| **True ROI** | `(P&L Amount / Margin) × 100%` | Actual return on margin | (59.50/500)×100% = 11.9% |
+| **Drawdown** | `(Peak % - Current P&L) / Peak % × 100%` | Drawdown from peak | (5%-2.38%)/5% = 52.4% |
+| **Liquidation Distance** | `|(Current - Liquidation) / Current| × 100%` | Safety margin to liquidation | |(96500-88000)/96500| = 8.8% |
+
+**Prompt Reference Example**:
+```
+Calculate True ROI = P&L Amount / Margin
+If True ROI exceeds 10%, take partial profit to lock in gains
+
+Calculate Drawdown = (Peak % - Current P&L) / Peak %
+If Drawdown exceeds 50%, significant profit giveback, consider reducing position
+```
+
+---
+
+### BTC Market Data
+
+| Field Name | Description | Unit | Example |
+|---------|------|------|------|
+| **BTC Price** | Current price | USDT | 96500.00 |
+| **1h Change** | 1-hour change | % | +1.25% |
+| **4h Change** | 4-hour change | % | -2.15% |
+| **MACD** | MACD indicator | - | 0.0024 |
+| **RSI** | RSI(7) indicator | - | 62.50 |
+
+**Actual Output Example**:
+```
+BTC: 96500.00 (1h: +1.25%, 4h: -2.15%) | MACD: 0.0024 | RSI: 62.50
+```
+
+**Prompt Reference Example**:
+```
+BTC as market indicator:
+- If BTC 4h Change < -5%, market turning bearish, be cautious on altcoin longs
+- If BTC MACD death cross and RSI < 30, potential oversold bounce
+```
+
+---
+
+### Complete Market Data
+
+Each coin includes complete technical data:
+- Price sequence (3-minute candles)
+- EMA20 sequence
+- MACD sequence
+- RSI7/RSI14 sequences
+- Volume sequence
+- Open Interest (OI) sequence
+- Funding rate
+
+⚠️ **Note**: These are sequence data (arrays), automatically formatted by system, you don't need to specify field names.
+
+**Prompt Reference Example**:
+```
+Analyze price sequences to identify support/resistance levels
+Observe EMA20 trend to determine long/short direction
+MACD sequence golden/death cross as signal confirmation
+OI rapid growth + price increase = bullish signal
+```
+
+---
+
+### Performance Metrics
+
+| Field Name | Description | Range | Interpretation |
+|---------|------|------|------|
+| **Sharpe Ratio** | Risk-adjusted returns | -∞ ~ +∞ | >1 excellent, 0~1 normal, <0 losing |
+
+**Actual Output Example**:
+```
+## 📊 Sharpe Ratio: 0.85
+```
+
+**Prompt Reference Example**:
+```
+Adjust strategy based on Sharpe Ratio:
+- Sharpe < -0.5: Stop trading, observe for at least 18 minutes
+- Sharpe -0.5~0: Only trade confidence >80
+- Sharpe 0~0.7: Maintain current strategy
+- Sharpe > 0.7: Can moderately increase position size
+```
+
+---
+
+### Field Naming Consistency Principle
+
+✅ **Correct Approach**: Use natural language labels from output
+```
+P&L Amount, Peak %, Margin, Leverage, Duration
+```
+
+❌ **Wrong Approach**: Use code field names
+```
+unrealized_pnl, peak_pnl_pct, margin_used, leverage
+```
+
+💡 **Core Principle**: Field names in Prompt must exactly match natural language labels in system output.
+
+---
+
+## ⚖️ System Constraints
+
+### Hard Constraints (Non-overridable Rules)
+
+The following constraints are enforced by the system. **Methods 1 & 2** automatically add them; **Method 3** requires you to include them:
+
+#### 1. Risk-Reward Ratio
+**Requirement**: Must be ≥ 1:3 (risk 1% for 3%+ reward)
+
+**Meaning**: Take-profit space must be at least 3x stop-loss space
+
+**Examples**:
+```
+✅ Entry 100, Stop 98(-2%), TP 106(+6%) → Risk-reward 6/2 = 3:1 ✓
+❌ Entry 100, Stop 95(-5%), TP 110(+10%) → Risk-reward 10/5 = 2:1 ✗
+```
+
+#### 2. Maximum Positions
+**Requirement**: Maximum 3 simultaneous positions
+
+**Meaning**: Diversify risk, avoid overexposure
+
+#### 3. Single Position Size
+**Requirement**:
+- Altcoins: 0.8~1.5x account equity
+- BTC/ETH: 5~10x account equity
+
+**Example** (Account equity 1000 USDT):
+```
+✅ Altcoin position: 800~1500 USDT
+✅ BTC/ETH position: 5000~10000 USDT
+```
+
+#### 4. Leverage Limits
+**Requirement**:
+- Altcoins: Maximum 5x leverage
+- BTC/ETH: Maximum 20x leverage
+
+⚠️ **Strictly Enforced**: Decisions exceeding limits will be rejected
+
+#### 5. Margin Usage Rate
+**Requirement**: Total margin usage ≤ 90%
+
+**Meaning**: Reserve 10% for liquidation protection and fees
+
+#### 6. Minimum Opening Amount
+**Requirement**:
+- General coins: ≥ 12 USDT
+- BTC/ETH: ≥ 60 USDT
+
+**Reason**: Exchange minimum notional value + safety margin
+
+---
+
+### Reserved Keywords
+
+The following XML tags are system-reserved and cannot be used in custom Prompts:
+
+❌ **Prohibited**:
+- `` - For marking chain of thought analysis
+- `` - For marking JSON decisions
+
+---
+
+### JSON Output Format Specification
+
+AI must output decisions in the following format:
+
+#### Correct Format
+```xml
+
+Your analysis...
+
+
+
+```json
+[
+ {
+ "symbol": "BTCUSDT",
+ "action": "open_short",
+ "leverage": 10,
+ "position_size_usd": 5000,
+ "stop_loss": 97000,
+ "take_profit": 91000,
+ "confidence": 85,
+ "risk_usd": 300,
+ "reasoning": "Bearish technical"
+ }
+]
+```
+
+```
+
+#### JSON Format Prohibitions
+
+❌ **Prohibited Items**:
+
+**1. Range symbols `~`**
+```json
+// Wrong
+{"position_size_usd": "2000~3000"} // Must be exact value
+{"stop_loss": "95000~96000"} // Must be single price
+
+// Correct
+{"position_size_usd": 2500}
+{"stop_loss": 95500}
+```
+
+**2. Thousands separators `,`**
+```json
+// Wrong
+{"position_size_usd": 98,000} // JSON numbers don't allow commas
+
+// Correct
+{"position_size_usd": 98000}
+```
+
+**3. Chinese descriptions or comments**
+```json
+// Wrong
+{
+ "symbol": "BTCUSDT",
+ "action": "open_long", // Open long
+ "reasoning": "This is a great long opportunity because..." // Too long
+}
+
+// Correct
+{
+ "symbol": "BTCUSDT",
+ "action": "open_long",
+ "reasoning": "MACD golden cross + volume surge"
+}
+```
+
+---
+
+### Three Prompt Modes Comparison
+
+| Mode | Configuration | Final Prompt | Use Case |
+|------|------|------------|----------|
+| **Mode 1
Base Only** | `override_base_prompt=false`
`custom_prompt=""` | Official template + Hard constraints + Output format | Beginners |
+| **Mode 2
Base+Custom** | `override_base_prompt=false`
`custom_prompt="your strategy"` | Official template + Hard constraints + Output format
+ Custom strategy + Notes | Intermediate |
+| **Mode 3
Full Custom** | `override_base_prompt=true`
`custom_prompt="complete prompt"` | Only custom content
(ignores all system defaults) | Advanced |
+
+⚠️ **Mode 3 Risk Warning**:
+- You must include all hard constraints yourself
+- You must define output format yourself
+- You must handle all risk control yourself
+- Recommended only after fully understanding system mechanics
+
+---
+
+## 📦 Official Template Library
+
+### Conservative Strategy
+
+#### Use Cases
+- ✅ Beginners seeking stability
+- ✅ High market volatility, risk-averse
+- ✅ Capital safety priority, tolerate low returns
+
+#### Core Features
+- Entry confidence ≥ 85 (only high-certainty opportunities)
+- Risk-reward ratio ≥ 1:4 (stricter than system requirement)
+- Maximum 2 positions (reduced risk exposure)
+- Small position size (0.5x account equity)
+
+#### Expected Performance
+- Trading frequency: Low (possibly 1-2 trades/day)
+- Holding time: Long (average 2-4 hours)
+- Win rate: High (>70%)
+- Volatility: Small
+
+#### Complete Template
+
+```plaintext
+You are a professional cryptocurrency trading AI with a conservative and steady trading strategy.
+
+# Core Objective
+
+Maximize Sharpe Ratio, emphasizing risk control and stable returns.
+
+Sharpe Ratio = Average Returns / Returns Volatility
+
+This means:
+- Only high-certainty trades (confidence ≥ 85)
+- Strict stop-loss/take-profit, control drawdown
+- Patient holding, avoid frequent trading
+- Quality over quantity
+
+# Trading Philosophy
+
+Capital preservation first: Better to miss than make mistakes
+Discipline over emotion: Execute plan, don't change arbitrarily
+Quality over quantity: Few high-conviction trades beat many low-conviction ones
+Respect trends: Don't fight strong trends
+
+# Entry Criteria (Extremely Strict)
+
+Only enter on strong signals; observe when uncertain.
+
+Entry conditions (must all be met):
+- Confidence ≥ 85 (high certainty)
+- Multiple indicator convergence (at least 3 indicators support)
+- Risk-reward ratio ≥ 1:4 (take-profit space 4x+ stop-loss)
+- Clear BTC trend (as market indicator)
+- Positions < 2 (quality > quantity)
+
+Avoid low-quality signals:
+- Single dimension (only one indicator)
+- Contradictory (price up but volume shrinking)
+- Range-bound choppy
+- Just closed position (<30 minutes ago)
+
+# Position Management (Conservative)
+
+Single position: 0.5x account equity (smaller than system default)
+Maximum positions: 2 coins (1 less than system default)
+Leverage usage:
+- Altcoins: 3x leverage (lower than system limit)
+- BTC/ETH: 10x leverage (lower than system limit)
+
+# Stop-Loss/Take-Profit (Strict)
+
+Stop-loss: Set immediately after entry, never move stop-loss
+Take-profit: Tiered profit-taking
+ - 50% target reached: Close 30%
+ - 75% target reached: Close 30%
+ - 100% target reached: Close all
+
+Drawdown management:
+If P&L Amount drawdown from Peak % exceeds 40%, immediately reduce 50% position
+
+# Sharpe Ratio Self-Evolution
+
+Sharpe < -0.5: Stop trading, observe continuously for at least 30 minutes
+Sharpe -0.5~0: Only trade confidence ≥ 90
+Sharpe 0~1: Maintain current strategy
+Sharpe > 1: Can moderately increase to 0.8x equity position
+
+# Decision Process
+
+1. Analyze Sharpe Ratio: Is current strategy effective?
+2. Evaluate positions: Should take profit/stop loss?
+3. Find new opportunities: Any strong signals?
+4. Output decision: Chain of thought + JSON
+
+Remember:
+- Goal is Sharpe Ratio, not trading frequency
+- Better miss than make low-quality trades
+- Every trade must withstand repeated scrutiny
+```
+
+#### Usage
+
+**Method 1: Replace Default Template**
+```bash
+# Backup original
+cp prompts/default.txt prompts/default.txt.bak
+
+# Save above template to prompts/default.txt
+# Restart system
+docker-compose restart
+```
+
+**Method 2: Web Interface Custom**
+1. Copy above template
+2. Paste in web interface "Custom Prompt"
+3. Set `override_base_prompt = false`
+
+---
+
+### Balanced Strategy
+
+#### Use Cases
+- ✅ Users with some experience
+- ✅ Normal market conditions
+- ✅ Seeking risk-reward balance
+
+#### Core Features
+- Entry confidence ≥ 75 (system default)
+- Risk-reward ratio ≥ 1:3 (system default)
+- Maximum 3 positions (system default)
+- Moderate position size (0.8~1.5x equity)
+
+#### Expected Performance
+- Trading frequency: Medium (2-4 trades/day)
+- Holding time: Medium (average 1-2 hours)
+- Win rate: Medium (60-70%)
+- Volatility: Moderate
+
+#### Complete Template
+
+```plaintext
+You are a professional cryptocurrency trading AI conducting autonomous trading in futures markets.
+
+# Core Objective
+
+Maximize Sharpe Ratio
+
+Sharpe Ratio = Average Returns / Returns Volatility
+
+This means:
+- High-quality trades (high win rate, large P&L ratio) → Improve Sharpe
+- Stable returns, controlled drawdown → Improve Sharpe
+- Patient holding, let profits run → Improve Sharpe
+- Frequent trading, small wins/losses → Increase volatility, severely reduce Sharpe
+- Overtrading, fee erosion → Direct losses
+- Early exits, frequent in/out → Miss major moves
+
+Key insight: System scans every 3 minutes, but doesn't mean trade every time!
+Most times should be `wait` or `hold`, only enter on excellent opportunities.
+
+# Trading Philosophy & Best Practices
+
+## Core Principles:
+
+Capital preservation first: Protecting capital more important than pursuing returns
+
+Discipline over emotion: Execute exit plan, don't arbitrarily move stops or targets
+
+Quality over quantity: Few high-conviction trades beat many low-conviction ones
+
+Adapt to volatility: Adjust position size based on market conditions
+
+Respect trends: Don't fight strong trends
+
+## Common Pitfalls to Avoid:
+
+Overtrading: Frequent trading causes fees to erode profits
+
+Revenge trading: Immediately doubling down after loss to "get even"
+
+Analysis paralysis: Over-waiting for perfect signal, missing opportunities
+
+Ignoring correlation: BTC often leads altcoins, must observe BTC first
+
+Over-leverage: Amplifies returns but also amplifies losses
+
+# Trading Frequency Awareness
+
+Quantitative standards:
+- Excellent trader: 2-4 trades/day = 0.1-0.2 trades/hour
+- Overtrading: >2 trades/hour = serious problem
+- Best rhythm: Hold at least 30-60 minutes after opening
+
+Self-check:
+If you find yourself trading every cycle → Standards too low
+If you find yourself closing positions <30 minutes → Too impatient
+
+# Entry Criteria (Strict)
+
+Only enter on strong signals; observe when uncertain.
+
+Complete data available:
+- Raw sequences: 3-min price sequence (MidPrices array) + 4-hour candle sequence
+- Technical sequences: EMA20 sequence, MACD sequence, RSI7 sequence, RSI14 sequence
+- Capital sequences: Volume sequence, Open Interest (OI) sequence, funding rate
+- Filter markers: AI500 score / OI_Top ranking (if marked)
+
+Analysis methods (fully autonomous):
+- Freely use sequence data, you can but not limited to trend analysis, pattern recognition, support/resistance, Fibonacci, volatility bands
+- Multi-dimensional cross-validation (price + volume + OI + indicators + sequence patterns)
+- Use methods you deem most effective to discover high-certainty opportunities
+- Combined confidence ≥ 75 to enter
+
+Avoid low-quality signals:
+- Single dimension (only one indicator)
+- Contradictory (price up but volume shrinking)
+- Range-bound choppy
+- Just closed position (<15 minutes ago)
+
+# Sharpe Ratio Self-Evolution
+
+Each cycle you receive Sharpe Ratio as performance feedback:
+
+Sharpe < -0.5 (continuous losses):
+ → Stop trading, observe continuously for at least 6 cycles (18 minutes)
+ → Deep reflection:
+ • Trading frequency too high? (>2/hour is excessive)
+ • Holding time too short? (<30 minutes is early exit)
+ • Signal strength insufficient? (confidence <75)
+
+Sharpe -0.5 ~ 0 (slight losses):
+ → Strict control: Only trade confidence >80
+ → Reduce frequency: Max 1 new position/hour
+ → Patient holding: Hold at least 30+ minutes
+
+Sharpe 0 ~ 0.7 (positive returns):
+ → Maintain current strategy
+
+Sharpe > 0.7 (excellent performance):
+ → Can moderately increase position size
+
+Key: Sharpe Ratio is the only metric, naturally punishes frequent trading and excessive entries/exits.
+
+# Decision Process
+
+1. Analyze Sharpe Ratio: Is current strategy effective? Need adjustments?
+2. Evaluate positions: Has trend changed? Should take profit/stop loss?
+3. Find new opportunities: Any strong signals? Long/short opportunities?
+4. Output decision: Chain of thought + JSON
+
+# Position Size Calculation
+
+**Important**: `position_size_usd` is **notional value** (includes leverage), not margin requirement.
+
+**Calculation Steps**:
+1. **Available Margin** = Available Cash × 0.88 (reserve 12% for fees, slippage, liquidation buffer)
+2. **Notional Value** = Available Margin × Leverage
+3. **position_size_usd** = Notional Value (fill this in JSON)
+4. **Actual Coin Amount** = position_size_usd / Current Price
+
+**Example**: Available cash $500, leverage 5x
+- Available Margin = $500 × 0.88 = $440
+- position_size_usd = $440 × 5 = **$2,200** ← Fill this in JSON
+- Actually occupies margin = $440, remaining $60 for fees, slippage, liquidation protection
+
+---
+
+Remember:
+- Goal is Sharpe Ratio, not trading frequency
+- Better miss than make low-quality trades
+- Risk-reward ratio 1:3 is baseline
+```
+
+#### Usage
+
+Same as Conservative strategy usage.
+
+---
+
+### Aggressive Strategy
+
+#### Use Cases
+- ✅ High risk tolerance users
+- ✅ Strong trend markets
+- ✅ Pursue high returns, tolerate high volatility
+
+#### Core Features
+- Entry confidence ≥ 70 (lower than system default)
+- Risk-reward ratio ≥ 1:3 (system minimum)
+- Maximum 3 positions
+- Large position size (near system limit 1.5x equity)
+- High leverage (near system limits)
+
+#### Expected Performance
+- Trading frequency: High (4-8 trades/day)
+- Holding time: Short (average 30min-1 hour)
+- Win rate: Lower (50-60%)
+- Volatility: Large
+
+⚠️ **Risk Warning**: This strategy has high volatility and may experience significant drawdowns; suitable only for users with strong risk tolerance.
+
+#### Complete Template
+
+```plaintext
+You are a professional cryptocurrency trading AI with an aggressive and proactive trading strategy.
+
+⚠️ Risk Disclosure: This strategy pursues high returns but has high volatility and may experience significant drawdowns.
+
+# Core Objective
+
+Maximize returns while controlling risks and actively seizing market opportunities.
+
+# Trading Philosophy
+
+Opportunity first: Actively seek trading opportunities, don't over-observe
+Quick in/out: Capture short-term volatility, timely stop-loss/take-profit
+Trend following: Follow market trends, react quickly
+Moderate aggression: Maximize position size and leverage within risk control
+
+# Entry Criteria (Relatively Loose)
+
+Entry conditions:
+- Confidence ≥ 70 (medium certainty acceptable)
+- At least 2 indicators support
+- Risk-reward ratio ≥ 1:3 (system minimum)
+- Follow major market trend
+
+Scenarios to try:
+- Break key resistance/support levels
+- Rapid surge/decline initiation
+- Abnormal volume surge
+- Short-term overbought/oversold reversal
+
+# Position Management (Aggressive)
+
+Single position:
+- Altcoins: 1.2~1.5x account equity (near limit)
+- BTC/ETH: 8~10x account equity (near limit)
+
+Maximum positions: 3 coins
+
+Leverage usage:
+- Altcoins: 4~5x leverage (near limit)
+- BTC/ETH: 15~20x leverage (near limit)
+
+# Stop-Loss/Take-Profit (Flexible)
+
+Quick stop-loss: Stop at -3% loss immediately
+Tiered take-profit:
+ - Reach +3%: Close 30%
+ - Reach +6%: Close 40%
+ - Reach +9%: Close all
+
+Drawdown management:
+P&L Amount drawdown from Peak % exceeds 60%, close all
+
+# Sharpe Ratio Adjustment
+
+Sharpe < -0.5: Pause trading 15 minutes
+Sharpe -0.5~0: Reduce position to 0.8x equity
+Sharpe 0~0.7: Maintain current strategy
+Sharpe > 0.7: Stay aggressive, can full position
+
+# Special Strategies
+
+BTC strong trend following:
+- BTC 4h Change > +5%: Prioritize long strong altcoins
+- BTC 4h Change < -5%: Quick short or cash out observe
+
+Short-term volatility capture:
+- Price volatility >3% in short time (15min), consider reverse trade
+- Duration typically 30-60 minutes
+
+Remember:
+- Aggressive ≠ gambling, still need strict risk control
+- Quick in/out, don't linger
+- Control single loss, protect principal
+```
+
+#### Usage
+
+Same as Conservative strategy usage.
+
+⚠️ **Reminder**: Aggressive strategy suitable for experienced users with strong risk tolerance; beginners use with caution.
+
+---
+
+## ✅ Quality Checklist
+
+Check the following before using custom Prompt:
+
+### 1. Internal Logic Check
+
+- [ ] **Clear Strategy Goal**
+ - ✅ Clear trading philosophy (e.g., "trend following", "mean reversion")
+ - ❌ Vague goals ("make money")
+
+- [ ] **Consistent Entry/Exit Logic**
+ - ✅ Entry: "MACD golden cross + volume surge"
+ - ✅ Exit: "MACD death cross OR reach stop/target"
+ - ❌ Contradictory logic: "Only long but also short on down signals"
+
+- [ ] **Balanced Risk Control and Profit Goals**
+ - ✅ Risk-reward ratio ≥ 1:3, clear stop/target
+ - ❌ Only pursue returns, ignore risk control
+
+- [ ] **No "Want Everything" Contradictions**
+ - ❌ "Both conservative and aggressive"
+ - ❌ "Both frequent trading and high win rate"
+
+### 2. Field Reference Check
+
+- [ ] **Field Names Match System Output**
+ - ✅ "P&L Amount", "Peak %", "Margin"
+ - ❌ `unrealized_pnl`, `peak_pnl_pct`, `margin_used`
+
+- [ ] **Formulas Use Correct Fields**
+ - ✅ True ROI = P&L Amount / Margin
+ - ❌ True ROI = P&L % / Leverage
+
+- [ ] **No References to Non-existent Fields**
+ - ❌ "Based on KDJ indicator..." (system doesn't provide KDJ)
+ - ✅ "Based on MACD, RSI indicators..."
+
+- [ ] **Correct Unit Understanding**
+ - ✅ "P&L %" = Return with leverage
+ - ✅ "P&L Amount" = Actual USD P&L
+
+### 3. System Constraints Check
+
+- [ ] **Not Trying to Override Hard Constraints** (unless Mode 3 and fully understand)
+ - ❌ "Risk-reward ratio can be below 1:3"
+ - ❌ "Can hold 5 positions simultaneously"
+
+- [ ] **Not Using Reserved Keywords**
+ - ❌ Write `Entry analysis...` in Prompt
+ - ✅ Only natural language to describe strategy
+
+- [ ] **Not Requiring AI to Add Descriptions in JSON**
+ - ❌ "Add detailed Chinese explanation in JSON"
+ - ✅ "reasoning field keep brief (<20 chars)"
+
+- [ ] **Correctly Understand Three Modes**
+ - ✅ Beginners use Mode 1
+ - ✅ Intermediate use Mode 2
+ - ✅ Advanced use Mode 3 and include complete constraints
+
+### 4. Quantitative Investment Best Practices Check
+
+- [ ] **Clear and Reasonable Risk-Reward Ratio**
+ - ✅ Require ≥ 1:3 (or stricter like 1:4)
+ - ❌ No mention of risk-reward ratio
+
+- [ ] **Clear Stop-Loss/Take-Profit Strategy**
+ - ✅ "Stop: Entry -2%, Target: Entry +6%"
+ - ❌ "Set stop based on feel"
+
+- [ ] **Avoid Overtrading**
+ - ✅ "Only enter on high-certainty opportunities, most cycles should wait"
+ - ❌ "Seek trading opportunities every cycle"
+
+- [ ] **Strategy Testable and Verifiable**
+ - ✅ Clear quantitative indicators (e.g., "RSI<30 and MACD golden cross")
+ - ❌ Subjective judgment (e.g., "feel market will rise")
+
+- [ ] **Consider Market Condition Changes**
+ - ✅ "Trend market chase momentum, range market fade extremes"
+ - ❌ Only suitable for single market environment
+
+### Check Result Scoring
+
+- **20/20**: Excellent, ready to use
+- **15-19**: Good, recommend optimizing some issues
+- **10-14**: Average, obvious issues exist, need modification
+- **<10**: Unqualified, recommend rewrite or use official template
+
+---
+
+## ❓ Common Issues & Best Practices
+
+### Common Error Cases
+
+#### Error 1: Wrong Field Names
+
+**❌ Wrong Example**:
+```
+When unrealized_pnl exceeds 50% of peak_pnl_pct, take partial profit
+```
+
+**Error Reason**:
+- Used code field names instead of natural language labels
+- AI cannot recognize `unrealized_pnl` and `peak_pnl_pct`
+
+**✅ Correct Rewrite**:
+```
+When P&L Amount drawdown exceeds 50% of Peak %, take partial profit
+```
+
+**Key Takeaway**:
+- ✅ Do: Use natural language field names (P&L Amount, Peak %)
+- ❌ Don't: Use code field names (unrealized_pnl, peak_pnl_pct)
+
+---
+
+#### Error 2: Unit Misunderstanding
+
+**❌ Wrong Example**:
+```
+Take profit when P&L exceeds 5%
+```
+
+**Error Reason**:
+- "P&L" ambiguous: "P&L %" or "P&L Amount"?
+- Is 5% return with leverage or true ROI?
+
+**✅ Correct Rewrite**:
+```
+Option 1: When P&L % exceeds +5%, take partial profit
+Option 2: When True ROI (P&L Amount/Margin) exceeds 10%, take partial profit
+```
+
+**Key Takeaway**:
+- ✅ Do: Clearly specify field and unit
+- ❌ Don't: Use ambiguous expressions
+
+---
+
+#### Error 3: Wrong Calculation Formula
+
+**❌ Wrong Example**:
+```
+True ROI = P&L % / Leverage
+```
+
+**Error Reason**:
+- Formula wrong, P&L % already includes leverage
+- Should use P&L Amount divided by Margin
+
+**✅ Correct Rewrite**:
+```
+True ROI = P&L Amount / Margin × 100%
+```
+
+**Key Takeaway**:
+- ✅ Do: Use correct calculation logic
+- ❌ Don't: Confuse fields with/without leverage
+
+---
+
+#### Error 4: JSON Format Error
+
+**❌ Wrong Example**:
+```
+Add detailed Chinese explanation in JSON to help me understand decision reasons
+```
+
+**Error Reason**:
+- Requiring AI to add Chinese descriptions in JSON breaks format
+- JSON must strictly comply with format requirements
+
+**✅ Correct Rewrite**:
+```
+reasoning field keep brief (10-20 chars), use keywords to summarize decision rationale
+```
+
+**Key Takeaway**:
+- ✅ Do: Use reasoning field, keep brief
+- ❌ Don't: Require long descriptions in JSON
+
+---
+
+#### Error 5: Using Reserved Keywords
+
+**❌ Wrong Example**:
+```
+Use tags in your analysis to organize thoughts
+```
+
+**Error Reason**:
+- `` is system-reserved XML tag
+- Users shouldn't use these tags in Prompts
+
+**✅ Correct Rewrite**:
+```
+When analyzing market, first evaluate trend, then confirm indicators, finally make decision
+```
+
+**Key Takeaway**:
+- ✅ Do: Natural language to describe analysis process
+- ❌ Don't: Use system-reserved XML tags
+
+---
+
+#### Error 6: Trying to Override Hard Constraints
+
+**❌ Wrong Example**:
+```
+Risk-reward ratio can be appropriately lowered, 2:1 is also acceptable
+```
+
+**Error Reason**:
+- System enforces risk-reward ratio ≥ 1:3
+- Users cannot override this constraint in Modes 1 & 2
+
+**✅ Correct Rewrite**:
+```
+Strictly follow risk-reward ratio ≥ 1:3, pursue higher 1:4 or 1:5
+```
+
+**Key Takeaway**:
+- ✅ Do: Follow or strengthen hard constraints
+- ❌ Don't: Try to relax hard constraints (unless Mode 3)
+
+---
+
+#### Error 7: Logical Contradictions
+
+**❌ Wrong Example**:
+```
+Use conservative strategy but frequently trade to capture every move
+```
+
+**Error Reason**:
+- Conservative strategy and frequent trading contradict
+- Frequent trading increases costs and volatility, reduces Sharpe Ratio
+
+**✅ Correct Rewrite**:
+```
+Use conservative strategy, only enter on high-certainty opportunities, mostly observe
+```
+
+**Key Takeaway**:
+- ✅ Do: Ensure internal strategy logic consistency
+- ❌ Don't: Simultaneously require contradictory goals
+
+---
+
+#### Error 8: Overtrading Tendency
+
+**❌ Wrong Example**:
+```
+Seek trading opportunities every cycle, can't waste any market move
+```
+
+**Error Reason**:
+- Overtrading increases fee erosion
+- Reduces Sharpe Ratio, violates quantitative trading principles
+
+**✅ Correct Rewrite**:
+```
+Only enter on strong signals, most cycles should wait or hold
+Control trading frequency at 0.1-0.2 trades/hour (2-4 trades/day)
+```
+
+**Key Takeaway**:
+- ✅ Do: Emphasize quality over quantity
+- ❌ Don't: Require frequent trading
+
+---
+
+#### Error 9: Ignoring System State
+
+**❌ Wrong Example**:
+```
+(Prompt completely doesn't mention Sharpe Ratio)
+```
+
+**Error Reason**:
+- Sharpe Ratio is core performance metric
+- Ignoring it prevents AI from self-adjusting strategy
+
+**✅ Correct Rewrite**:
+```
+Adjust strategy based on Sharpe Ratio:
+- Sharpe < -0.5: Stop trading, observe at least 18 minutes
+- Sharpe -0.5~0: Only trade confidence >80
+- Sharpe 0~0.7: Maintain current strategy
+- Sharpe > 0.7: Can moderately increase position
+```
+
+**Key Takeaway**:
+- ✅ Do: Utilize Sharpe Ratio for self-evolution
+- ❌ Don't: Ignore system-provided performance feedback
+
+---
+
+#### Error 10: Mode Configuration Error
+
+**❌ Wrong Example**:
+```
+Set override_base_prompt = true
+But custom Prompt doesn't include hard constraints and output format
+```
+
+**Error Reason**:
+- Mode 3 completely overrides system defaults
+- Missing hard constraints causes decision validation failure
+
+**✅ Correct Rewrite**:
+```
+If using Mode 3, must include in custom Prompt:
+1. All hard constraints (risk-reward ratio, position count, leverage, etc.)
+2. Complete output format requirements (XML tags + JSON format)
+```
+
+**Key Takeaway**:
+- ✅ Do: Beginners and intermediate use Modes 1 or 2
+- ❌ Don't: Use Mode 3 without understanding system mechanics
+
+---
+
+### Data Flow Validation Best Practices
+
+#### Validation Steps
+
+**Step 1: View Actual Output**
+```bash
+# View system logs, find actual Prompt sent to AI
+docker logs nofx-trader | grep "User Prompt"
+```
+
+**Step 2: Confirm Field Exists**
+Check if fields you want to reference exist in actual output:
+```
+✅ Exists: "P&L Amount +59.50 USDT" → Can reference "P&L Amount"
+❌ Doesn't exist: Don't see "KDJ" → Cannot reference KDJ indicator
+```
+
+**Step 3: Match Natural Language Labels**
+```
+Output: "P&L +2.38% | P&L Amount +59.50 USDT | Peak % 5.00%"
+
+✅ Correct reference: "P&L %", "P&L Amount", "Peak %"
+❌ Wrong reference: "pnl_pct", "unrealized_pnl", "peak_pnl"
+```
+
+---
+
+### Field Naming Consistency Principle
+
+#### Principle 1: Natural Language Priority
+
+✅ **Do**:
+```
+P&L Amount, Peak %, Margin, Leverage, Duration
+```
+
+❌ **Don't**:
+```
+unrealized_pnl, peak_pnl_pct, margin_used, leverage, holding_duration
+```
+
+#### Principle 2: Exactly Match Code Output
+
+**Code Output** (engine.go:387-390):
+```
+P&L +2.38% | P&L Amount +59.50 USDT | Peak % 5.00%
+```
+
+**Prompt Reference**:
+```
+✅ Correct: "If P&L Amount drawdown exceeds 50% of Peak %..."
+❌ Wrong: "If unrealized_pnl drawdown exceeds 50% of peak_pnl_pct..."
+```
+
+---
+
+### Open Source System Compatibility Considerations
+
+#### Modification Impact Assessment
+
+**Low Impact (Safe)**:
+- ✅ Modify official template content
+- ✅ Add custom strategy (Mode 2)
+- ✅ Adjust entry condition parameters
+
+**Medium Impact (Cautious)**:
+- ⚠️ Modify field reference method
+- ⚠️ Modify calculation formulas
+
+**High Impact (Dangerous)**:
+- ❌ Completely override hard constraints (Mode 3)
+- ❌ Modify output format requirements
+
+#### Best Practices
+
+**1. Incremental Addition Over Modification**
+- ✅ Add new rules on top of existing strategy
+- ⚠️ Modify core logic
+
+**2. Backward Compatibility**
+- If system adds new fields, old Prompts still work
+- New Prompts can utilize new fields
+
+**3. Provide Migration Guide**
+- For breaking changes, provide detailed migration instructions
+
+---
+
+## 🎓 Advanced Topics
+
+### Mode 3: Complete Customization
+
+⚠️ **Warning**: This mode only suitable for advanced users who fully understand system mechanics
+
+#### Use Cases
+- Need completely different trading philosophy
+- Need custom risk control rules
+- Need special output format
+
+#### Must Include Content
+
+Your custom Prompt must include:
+
+1. **Core Strategy Description**
+2. **All Hard Constraints** (risk-reward ratio, position count, position size, leverage limits, etc.)
+3. **Output Format Requirements** (XML tags + JSON format)
+
+#### Complete Template Framework
+
+```
+[Your Core Strategy]
+
+# Hard Constraints
+1. Risk-reward ratio ≥ 1:3
+2. Maximum 3 positions
+3. Single position: Altcoin 0.8-1.5x equity, BTC/ETH 5-10x equity
+4. Leverage: Altcoin ≤5x, BTC/ETH ≤20x
+5. Margin usage ≤ 90%
+6. Minimum opening: General ≥12U, BTC/ETH ≥60U
+
+# Output Format
+Use and tags:
+
+
+Chain of thought analysis
+
+
+
+```json
+[{decision object}]
+```
+
+```
+
+#### Verification Checklist
+
+- [ ] Includes all hard constraints
+- [ ] Defines output format (XML + JSON)
+- [ ] Strategy logic complete and consistent
+- [ ] Thoroughly tested
+
+---
+
+### Debugging Guide
+
+#### Problem 1: AI Output Format Error
+
+**Symptom**: System error "JSON parsing failed"
+
+**Investigation Steps**:
+1. View AI raw output in logs
+ ```bash
+ docker logs nofx-trader | tail -100
+ ```
+2. Check if XML tags `` and `` used
+3. Check if JSON format correct
+
+**Common Causes**:
+- AI didn't use `` tag
+- JSON contains Chinese comments
+- JSON numbers include thousands separators (like 98,000)
+- JSON uses range symbols (like "2000~3000")
+
+**Solution**:
+- Explicitly require XML tags in Prompt
+- Emphasize JSON must strictly comply with format (no comments, no thousands separators)
+- Reference [JSON Output Format Specification](#json-output-format-specification)
+
+---
+
+#### Problem 2: Decision Rejected
+
+**Symptom**: System error "Decision validation failed"
+
+**Investigation Steps**:
+1. View specific validation error message
+ ```bash
+ docker logs nofx-trader | grep "Validation failed"
+ ```
+2. Check if hard constraints violated
+
+**Common Causes**:
+- Risk-reward ratio < 1:3
+- Leverage exceeds limits (Altcoin >5x, BTC/ETH >20x)
+- Position size out of range
+- Opening amount too small (<12 USDT or BTC/ETH <60 USDT)
+
+**Solution**:
+- Emphasize hard constraint requirements in Prompt
+- Add self-check logic:
+ ```
+ Before outputting decision, self-check:
+ - Is risk-reward ratio ≥ 1:3?
+ - Is leverage within limits?
+ - Does position size meet requirements?
+ ```
+
+---
+
+#### Problem 3: AI Decisions Don't Meet Expectations
+
+**Symptom**: AI's decisions don't match your expectations
+
+**Investigation Steps**:
+1. View AI's chain of thought analysis (reasoning)
+ ```bash
+ docker logs nofx-trader | grep -A 20 ""
+ ```
+2. Check for ambiguities in Prompt
+3. Check if market data meets your entry conditions
+
+**Optimization Suggestions**:
+- **Use More Specific Quantitative Indicators**
+ ```
+ ❌ Vague: "When market has long opportunity"
+ ✅ Specific: "When MACD golden cross and RSI < 70 and volume surge > 20%"
+ ```
+
+- **Avoid Vague Expressions**
+ ```
+ ❌ Avoid: "feel", "might", "probably"
+ ✅ Use: "when...", "if...then...", "must..."
+ ```
+
+- **Add Specific Numerical Thresholds**
+ ```
+ ❌ Vague: "Price significant rise"
+ ✅ Specific: "Price rises >3% within 15 minutes"
+ ```
+
+- **Check Logic Consistency**
+ ```
+ Entry and exit conditions should correspond
+ If entry based on MACD golden cross, exit can use MACD death cross
+ ```
+
+---
+
+## 📞 Get Help
+
+### Official Resources
+
+- **GitHub Issues**: https://github.com/NoFxAiOS/nofx/issues
+- **Official Documentation**: See project README
+- **Community Discussion**: GitHub Discussions
+
+### Question Template
+
+When encountering issues, please provide the following information:
+
+```
+Problem Description: [Briefly describe the issue]
+
+Usage Method: [Method 1/2/3]
+
+Prompt Content:
+```
+[Paste your Prompt content]
+```
+
+Error Logs:
+```
+[Paste relevant error logs]
+```
+
+Expected Behavior: [What you expected]
+
+Actual Behavior: [What actually happened]
+```
+
+---
+
+## 📝 Changelog
+
+### v1.0 (2025-01-09)
+- Initial release
+- Complete field reference documentation
+- Three strategy templates (Conservative/Balanced/Aggressive)
+- Quality checklist and common error cases
+- Advanced topics and debugging guide
+
+---
+
+**Document Version**: v1.0
+**Last Updated**: 2025-01-09
+**Maintainer**: NoFx Team
diff --git a/docs/prompt-guide.zh-CN.md b/docs/prompt-guide.zh-CN.md
new file mode 100644
index 00000000..656c9530
--- /dev/null
+++ b/docs/prompt-guide.zh-CN.md
@@ -0,0 +1,1511 @@
+# 📖 NoFx Prompt 编写指南
+
+**版本**: v1.0
+**更新日期**: 2025-01-09
+**适用系统版本**: NoFx v0.x+
+
+---
+
+## 📚 目录
+
+- [🚀 快速开始](#-快速开始5分钟)
+- [💡 核心概念](#-核心概念)
+- [📋 可用字段参考](#-可用字段参考)
+- [⚖️ 系统约束](#️-系统约束)
+- [📦 官方模板库](#-官方模板库)
+- [✅ 质量检查清单](#-质量检查清单)
+- [❓ 常见问题与最佳实践](#-常见问题与最佳实践)
+- [🎓 高级话题](#-高级话题)
+
+---
+
+## 🎯 推荐学习路径
+
+**新手用户**: 快速开始 → 官方模板 → 质量检查
+**进阶用户**: 核心概念 → 字段参考 → 系统约束 → 常见错误
+**高级用户**: 高级话题 → 模式3 → 调试指南
+
+---
+
+## 🚀 快速开始（5分钟）
+
+### 什么是 Prompt？
+
+Prompt 是你给 AI 交易员的"工作指令"，决定了 AI 如何分析市场和做出交易决策。
+
+### 三种使用方式
+
+#### 方式1：使用官方模板（推荐新手）
+
+**步骤**:
+1. 选择一个官方模板（[保守型](#保守型策略) / [平衡型](#平衡型策略) / [激进型](#激进型策略)）
+2. 复制内容到 `prompts/default.txt`
+3. 重启系统，开始交易
+
+**适合**: 新手用户，想快速开始
+**耗时**: 2分钟
+
+#### 方式2：在官方模板基础上添加个性化策略
+
+**步骤**:
+1. 保持 `prompts/default.txt` 不变
+2. 在 Web 界面的"自定义 Prompt"中添加你的策略
+3. 设置 `override_base_prompt = false`
+
+**适合**: 进阶用户，想保留风控但加入自己的想法
+**耗时**: 10-30分钟
+
+#### 方式3：完全自定义（高级）
+
+**步骤**:
+1. 编写完整的 Prompt（包含所有风控规则）
+2. 设置 `override_base_prompt = true`
+3. ⚠️ 需要自行负责所有风控和输出格式
+
+**适合**: 高级用户，完全理解系统机制
+**耗时**: 1-2小时
+
+### 立即开始
+
+👉 **新手推荐**: 跳转到 [官方模板库](#-官方模板库)，选择一个模板开始
+👉 **进阶优化**: 继续阅读 [可用字段参考](#-可用字段参考)
+👉 **高级定制**: 阅读 [完全自定义指南](#模式3-完全自定义)
+
+---
+
+## 💡 核心概念
+
+### Prompt 的工作原理
+
+NoFx 每3分钟会构建一个包含市场数据的消息发送给 AI：
+
+```mermaid
+graph LR
+ A[你的 Prompt
策略指令] --> B[AI模型]
+ C[市场数据
自动生成] --> B
+ B --> D[思维链分析]
+ B --> E[交易决策JSON]
+```
+
+**工作流程**:
+1. **系统 Prompt（System）**: 你编写的策略指令
+2. **用户 Prompt（User）**: 系统自动生成的市场数据
+3. **AI 响应（Response）**: AI 的分析和决策
+
+### Prompt 的三个组成部分
+
+#### 1. 核心策略（你编写）
+
+定义 AI 的交易哲学、风险偏好、决策标准
+
+**示例**:
+```
+你是保守型交易员，只在高确定性机会时开仓。
+开仓条件：信心度 ≥ 85，多个指标共振。
+```
+
+#### 2. 硬约束（系统自动添加）
+
+- 风险回报比 ≥ 1:3
+- 最多持仓 3 个币种
+- 杠杆限制（BTC/ETH 20x，山寨币 5x）
+- 保证金使用率 ≤ 90%
+
+⚠️ **方式1和2**: 这些约束自动添加，不可覆盖
+⚠️ **方式3**: 需要自己在 Prompt 中包含这些约束
+
+#### 3. 输出格式（系统自动添加）
+
+要求 AI 使用 XML 标签和 JSON 格式输出决策
+
+**示例输出**:
+```xml
+
+BTC 跌破支撑位，MACD 死叉，成交量放大...
+
+
+
+```json
+[
+ {
+ "symbol": "BTCUSDT",
+ "action": "open_short",
+ "leverage": 10,
+ "position_size_usd": 5000,
+ "stop_loss": 97000,
+ "take_profit": 91000,
+ "confidence": 85,
+ "reasoning": "技术面转空"
+ }
+]
+```
+
+```
+
+### 市场数据自动传递
+
+你**不需要**在 Prompt 中要求 AI 提供数据，系统会自动传递：
+
+✅ **系统自动提供**:
+- 当前时间、运行周期
+- 账户净值、余额、盈亏
+- 所有持仓的详细信息
+- BTC 市场行情
+- 候选币种的完整技术数据
+- 夏普比率绩效指标
+
+❌ **你不需要写**:
+```
+请分析 BTC 的价格和 MACD... # 系统已自动提供
+请告诉我当前持仓情况... # 系统已自动提供
+```
+
+✅ **你应该写**:
+```
+重点关注 BTC 的趋势，作为市场风向标
+当 MACD 死叉且成交量放大时，考虑做空机会
+```
+
+---
+
+## 📋 可用字段参考
+
+系统会自动将以下数据传递给 AI，你可以在 Prompt 中引用这些字段：
+
+### 系统状态
+
+| 字段名称 | 说明 | 示例 |
+|---------|------|------|
+| **时间** | UTC时间 | 2025-01-15 10:30:00 UTC |
+| **周期** | 系统运行周期数 | #142（第142次决策） |
+| **运行时长** | 系统运行分钟数 | 426分钟 |
+
+**实际输出示例**:
+```
+时间: 2025-01-15 10:30:00 UTC | 周期: #142 | 运行: 426分钟
+```
+
+---
+
+### 账户信息
+
+| 字段名称 | 说明 | 单位 | 示例 |
+|---------|------|------|------|
+| **净值** | 账户总资产 | USDT | 1250.50 |
+| **余额** | 可用余额 | USDT | 850.30 |
+| **余额占比** | 可用余额/净值 | % | 68.0% |
+| **盈亏** | 总盈亏百分比 | % | +15.2% |
+| **保证金** | 保证金使用率 | % | 32.0% |
+| **持仓数** | 当前持仓数量 | 个 | 2 |
+
+**实际输出示例**:
+```
+账户: 净值1250.50 | 余额850.30 (68.0%) | 盈亏+15.2% | 保证金32.0% | 持仓2个
+```
+
+**Prompt 引用示例**:
+```
+当余额占比低于20%时，停止开新仓
+当保证金使用率超过80%时，考虑减仓
+```
+
+---
+
+### 持仓信息（⭐核心字段）
+
+| 字段名称 | 说明 | 单位 | 计算方式 | 示例 |
+|---------|------|------|----------|------|
+| **币种** | 交易对 | - | - | BTCUSDT |
+| **方向** | 多/空 | - | - | LONG |
+| **入场价** | 开仓价格 | USDT | - | 95000.00 |
+| **当前价** | 标记价格 | USDT | - | 96500.00 |
+| **盈亏（百分比）** | 未实现盈亏% | % | 含杠杆 | +2.38% |
+| **盈亏金额** | 未实现盈亏 | USDT | 实际美元 | +59.50 |
+| **最高收益率** | 历史峰值收益% | % | 含杠杆 | +5.00% |
+| **杠杆** | 杠杆倍数 | x | - | 5 |
+| **保证金** | 已用保证金 | USDT | - | 500.00 |
+| **强平价** | 清算价格 | USDT | - | 88000.00 |
+| **持仓时长** | 持仓时间 | 分钟/小时 | 计算 | 2小时35分钟 |
+
+⚠️ **重要区分**:
+- **盈亏（百分比）** = 考虑杠杆的收益率（如5倍杠杆，价格涨1% = 盈亏5%）
+- **盈亏金额** = 实际赚/亏的美元数（如 +59.50 USDT）
+- **最高收益率** = 持仓期间达到的最高收益率（用于计算回撤）
+
+**实际输出示例**:
+```
+1. BTCUSDT LONG | 入场价95000.0000 当前价96500.0000 | 盈亏+2.38% | 盈亏金额+59.50 USDT | 最高收益率5.00% | 杠杆5x | 保证金500 | 强平价88000.0000 | 持仓时长2小时35分钟
+```
+
+**Prompt 引用示例（✅ 正确）**:
+```
+✅ 当盈亏金额回撤超过最高收益率的50%时，部分止盈
+✅ 如果盈亏从+5%回落到+2%，说明回撤了60%，考虑减仓
+✅ 持仓时长超过4小时但盈亏金额仍为负，考虑止损
+```
+
+**Prompt 引用示例（❌ 错误）**:
+```
+❌ 当 unrealized_pnl 超过 peak_pnl_pct... # 字段名错误
+❌ 当盈亏超过5%... # 不明确，是"盈亏（百分比）"还是"盈亏金额"？
+```
+
+---
+
+### 计算公式字段
+
+基于上述字段，你可以在 Prompt 中使用这些计算：
+
+| 计算名称 | 公式 | 说明 | 示例 |
+|---------|------|------|------|
+| **真实收益率** | `(盈亏金额 / 保证金) × 100%` | 基于保证金的实际收益 | (59.50/500)×100% = 11.9% |
+| **回撤幅度** | `(最高收益率 - 当前盈亏) / 最高收益率 × 100%` | 从峰值的回撤百分比 | (5%-2.38%)/5% = 52.4% |
+| **距强平距离** | `|(当前价 - 强平价) / 当前价| × 100%` | 距离清算的安全边际 | |(96500-88000)/96500| = 8.8% |
+
+**Prompt 引用示例**:
+```
+计算真实收益率 = 盈亏金额 / 保证金
+如果真实收益率超过10%，部分止盈锁定利润
+
+计算回撤幅度 = (最高收益率 - 当前盈亏) / 最高收益率
+如果回撤幅度超过50%，说明利润大幅回吐，考虑减仓
+```
+
+---
+
+### BTC 市场数据
+
+| 字段名称 | 说明 | 单位 | 示例 |
+|---------|------|------|------|
+| **BTC价格** | 当前价格 | USDT | 96500.00 |
+| **1h涨跌幅** | 1小时涨跌 | % | +1.25% |
+| **4h涨跌幅** | 4小时涨跌 | % | -2.15% |
+| **MACD** | MACD指标 | - | 0.0024 |
+| **RSI** | RSI(7)指标 | - | 62.50 |
+
+**实际输出示例**:
+```
+BTC: 96500.00 (1h: +1.25%, 4h: -2.15%) | MACD: 0.0024 | RSI: 62.50
+```
+
+**Prompt 引用示例**:
+```
+BTC 是市场风向标：
+- 如果 BTC 的 4h涨跌幅 < -5%，市场转空，谨慎做多山寨币
+- 如果 BTC 的 MACD 死叉且 RSI < 30，可能超跌反弹
+```
+
+---
+
+### 完整市场数据
+
+每个币种都会附带完整的技术数据，包括：
+- **价格序列**（3分钟K线）
+- **EMA20 序列**
+- **MACD 序列**
+- **RSI7/RSI14 序列**
+- **成交量序列**
+- **持仓量（OI）序列**
+- **资金费率**
+
+⚠️ **注意**: 这些是序列数据（数组），系统会自动格式化输出，你不需要指定具体字段名。
+
+**Prompt 引用示例**:
+```
+分析价格序列，识别支撑阻力位
+观察 EMA20 趋势，判断多空方向
+MACD 序列出现金叉/死叉时，作为信号确认
+持仓量（OI）快速增长 + 价格上涨 = 看涨信号
+```
+
+---
+
+### 性能指标
+
+| 字段名称 | 说明 | 范围 | 解读 |
+|---------|------|------|------|
+| **夏普比率** | 风险调整后收益 | -∞ ~ +∞ | >1优秀, 0~1正常, <0亏损 |
+
+**实际输出示例**:
+```
+## 📊 夏普比率: 0.85
+```
+
+**Prompt 引用示例**:
+```
+根据夏普比率调整策略：
+- 夏普比率 < -0.5: 停止交易，观望至少18分钟
+- 夏普比率 -0.5~0: 只做信心度>80的交易
+- 夏普比率 0~0.7: 维持当前策略
+- 夏普比率 > 0.7: 可适度扩大仓位
+```
+
+---
+
+### 字段命名一致性原则
+
+✅ **正确做法**: 使用输出中的自然语言描述
+```
+盈亏金额、最高收益率、保证金、杠杆、持仓时长
+```
+
+❌ **错误做法**: 使用代码字段名
+```
+unrealized_pnl, peak_pnl_pct, margin_used, leverage
+```
+
+💡 **核心原则**: Prompt 中的字段名必须与系统输出的自然语言标签完全一致。
+
+---
+
+## ⚖️ 系统约束
+
+### 硬约束（不可覆盖的规则）
+
+以下约束由系统强制执行，**方式1和2** 会自动添加，**方式3** 需要自己包含：
+
+#### 1. 风险回报比
+**要求**: 必须 ≥ 1:3（冒1%风险，赚3%+收益）
+
+**含义**: 止盈空间必须至少是止损空间的3倍
+
+**示例**:
+```
+✅ 入场100, 止损98(-2%), 止盈106(+6%) → 风险回报比 6/2 = 3:1 合格
+❌ 入场100, 止损95(-5%), 止盈110(+10%) → 风险回报比 10/5 = 2:1 不合格
+```
+
+#### 2. 最多持仓
+**要求**: 最多同时持有 3 个币种
+
+**含义**: 分散风险，避免过度暴露
+
+#### 3. 单币仓位
+**要求**:
+- 山寨币: 0.8~1.5 倍账户净值
+- BTC/ETH: 5~10 倍账户净值
+
+**示例**（账户净值 1000 USDT）:
+```
+✅ 山寨币仓位: 800~1500 USDT
+✅ BTC/ETH仓位: 5000~10000 USDT
+```
+
+#### 4. 杠杆限制
+**要求**:
+- 山寨币: 最大 5x 杠杆
+- BTC/ETH: 最大 20x 杠杆
+
+⚠️ **严格执行**: 超过此限制的决策会被系统拒绝
+
+#### 5. 保证金使用率
+**要求**: 总保证金使用率 ≤ 90%
+
+**含义**: 预留10%用于清算保护和手续费
+
+#### 6. 最小开仓金额
+**要求**:
+- 一般币种: ≥ 12 USDT
+- BTC/ETH: ≥ 60 USDT
+
+**原因**: 交易所最小名义价值要求 + 安全边际
+
+---
+
+### 保留关键词
+
+以下 XML 标签是系统保留的，不可在自定义 Prompt 中使用：
+
+❌ **禁止使用**:
+- `` - 用于标记思维链分析
+- `` - 用于标记 JSON 决策
+
+---
+
+### JSON 输出格式规范
+
+AI 必须按照以下格式输出决策：
+
+#### 正确格式
+```xml
+
+你的分析思路...
+
+
+
+```json
+[
+ {
+ "symbol": "BTCUSDT",
+ "action": "open_short",
+ "leverage": 10,
+ "position_size_usd": 5000,
+ "stop_loss": 97000,
+ "take_profit": 91000,
+ "confidence": 85,
+ "risk_usd": 300,
+ "reasoning": "技术面转空"
+ }
+]
+```
+
+```
+
+#### JSON 格式禁止项
+
+❌ **禁止包含**:
+
+**1. 范围符号 `~`**
+```json
+// 错误
+{"position_size_usd": "2000~3000"} // 必须是精确值
+{"stop_loss": "95000~96000"} // 必须是单一价格
+
+// 正确
+{"position_size_usd": 2500}
+{"stop_loss": 95500}
+```
+
+**2. 千位分隔符 `,`**
+```json
+// 错误
+{"position_size_usd": 98,000} // JSON 数字不允许逗号
+
+// 正确
+{"position_size_usd": 98000}
+```
+
+**3. 中文描述或注释**
+```json
+// 错误
+{
+ "symbol": "BTCUSDT",
+ "action": "open_long", // 开多仓
+ "reasoning": "这是一个很好的做多机会，因为..." // 太长
+}
+
+// 正确
+{
+ "symbol": "BTCUSDT",
+ "action": "open_long",
+ "reasoning": "MACD金叉+成交量放大"
+}
+```
+
+---
+
+### 三种 Prompt 模式对比
+
+| 模式 | 配置 | 最终 Prompt | 适用场景 |
+|------|------|------------|----------|
+| **模式1
仅基础** | `override_base_prompt=false`
`custom_prompt=""` | 官方模板 + 硬约束 + 输出格式 | 新手用户 |
+| **模式2
基础+附加** | `override_base_prompt=false`
`custom_prompt="你的策略"` | 官方模板 + 硬约束 + 输出格式
+ 个性化策略 + 注意事项 | 进阶用户 |
+| **模式3
完全自定义** | `override_base_prompt=true`
`custom_prompt="完整Prompt"` | 仅使用自定义内容
（忽略所有系统默认） | 高级用户 |
+
+⚠️ **模式3 风险警告**:
+- 你必须自己包含所有硬约束
+- 你必须自己定义输出格式
+- 你必须自己负责风控规则
+- 建议只有完全理解系统机制后才使用
+
+---
+
+## 📦 官方模板库
+
+### 保守型策略
+
+#### 适用场景
+- ✅ 新手用户，追求稳健
+- ✅ 市场波动大，风险厌恶
+- ✅ 资金安全优先，容忍低收益
+
+#### 核心特点
+- 开仓信心度 ≥ 85（只做高确定性机会）
+- 风险回报比 ≥ 1:4（比系统要求更严格）
+- 最多持仓 2 个（降低风险暴露）
+- 仓位小（0.5倍账户净值）
+
+#### 预期表现
+- 交易频率: 低（可能一天1-2笔）
+- 持仓时间: 长（平均2-4小时）
+- 胜率: 高（>70%）
+- 波动: 小
+
+#### 完整模板
+
+```plaintext
+你是专业的加密货币交易AI，采用保守稳健的交易策略。
+
+# 核心目标
+
+最大化夏普比率（Sharpe Ratio），强调风险控制和稳定收益。
+
+夏普比率 = 平均收益 / 收益波动率
+
+这意味着：
+- 只做高确定性交易（信心度 ≥ 85）
+- 严格止损止盈，控制回撤
+- 耐心持仓，避免频繁交易
+- 质量优于数量
+
+# 交易哲学
+
+资金保全第一：宁可错过，不做错
+纪律胜于情绪：执行既定方案，不随意改变
+质量优于数量：少量高信念交易胜过大量低信念交易
+尊重趋势：不要与强趋势作对
+
+# 开仓标准（极其严格）
+
+只在强信号时开仓，不确定就观望。
+
+开仓条件（必须同时满足）：
+- 信心度 ≥ 85（高确定性）
+- 多个指标共振（至少3个指标支持）
+- 风险回报比 ≥ 1:4（止盈空间是止损的4倍以上）
+- BTC 趋势明确（作为市场风向标）
+- 持仓数 < 2（质量>数量）
+
+避免低质量信号：
+- 单一维度（只看一个指标）
+- 相互矛盾（涨但量萎缩）
+- 横盘震荡
+- 刚平仓不久（<30分钟）
+
+# 仓位管理（保守）
+
+单币仓位：账户净值的 0.5 倍（比系统默认更小）
+最多持仓：2 个币种（比系统默认少1个）
+杠杆使用：
+- 山寨币: 3x 杠杆（比系统上限更低）
+- BTC/ETH: 10x 杠杆（比系统上限更低）
+
+# 止盈止损（严格）
+
+止损：入场后立即设置，绝不移动止损
+止盈：分批止盈
+ - 达到 50% 目标：平仓 30%
+ - 达到 75% 目标：平仓 30%
+ - 达到 100% 目标：全部平仓
+
+回撤管理：
+如果盈亏金额从最高收益率回撤超过 40%，立即减仓 50%
+
+# 夏普比率自我进化
+
+夏普比率 < -0.5: 停止交易，连续观望至少 30 分钟
+夏普比率 -0.5~0: 只做信心度 ≥ 90 的交易
+夏普比率 0~1: 维持当前策略
+夏普比率 > 1: 可适度扩大至 0.8 倍净值仓位
+
+# 决策流程
+
+1. 分析夏普比率：当前策略是否有效？
+2. 评估持仓：是否该止盈/止损？
+3. 寻找新机会：有强信号吗？
+4. 输出决策：思维链分析 + JSON
+
+记住：
+- 目标是夏普比率，不是交易频率
+- 宁可错过，不做低质量交易
+- 每笔交易都要经得起反复推敲
+```
+
+#### 使用方式
+
+**方式1: 替换默认模板**
+```bash
+# 备份原文件
+cp prompts/default.txt prompts/default.txt.bak
+
+# 将上述模板内容保存到 prompts/default.txt
+# 重启系统
+docker-compose restart
+```
+
+**方式2: Web界面自定义**
+1. 复制上述模板内容
+2. 粘贴到 Web 界面的"自定义 Prompt"
+3. 设置 `override_base_prompt = false`
+
+---
+
+### 平衡型策略
+
+#### 适用场景
+- ✅ 有一定经验的用户
+- ✅ 正常市场条件
+- ✅ 追求风险收益平衡
+
+#### 核心特点
+- 开仓信心度 ≥ 75（系统默认）
+- 风险回报比 ≥ 1:3（系统默认）
+- 最多持仓 3 个（系统默认）
+- 仓位适中（0.8~1.5倍净值）
+
+#### 预期表现
+- 交易频率: 中（一天2-4笔）
+- 持仓时间: 中（平均1-2小时）
+- 胜率: 中等（60-70%）
+- 波动: 适中
+
+#### 完整模板
+
+```plaintext
+你是专业的加密货币交易AI，在合约市场进行自主交易。
+
+# 核心目标
+
+最大化夏普比率（Sharpe Ratio）
+
+夏普比率 = 平均收益 / 收益波动率
+
+这意味着：
+- 高质量交易（高胜率、大盈亏比）→ 提升夏普
+- 稳定收益、控制回撤 → 提升夏普
+- 耐心持仓、让利润奔跑 → 提升夏普
+- 频繁交易、小盈小亏 → 增加波动，严重降低夏普
+- 过度交易、手续费损耗 → 直接亏损
+- 过早平仓、频繁进出 → 错失大行情
+
+关键认知: 系统每3分钟扫描一次，但不意味着每次都要交易！
+大多数时候应该是 `wait` 或 `hold`，只在极佳机会时才开仓。
+
+# 交易哲学 & 最佳实践
+
+## 核心原则：
+
+资金保全第一：保护资本比追求收益更重要
+
+纪律胜于情绪：执行你的退出方案，不随意移动止损或目标
+
+质量优于数量：少量高信念交易胜过大量低信念交易
+
+适应波动性：根据市场条件调整仓位
+
+尊重趋势：不要与强趋势作对
+
+## 常见误区避免：
+
+过度交易：频繁交易导致费用侵蚀利润
+
+复仇式交易：亏损后立即加码试图"翻本"
+
+分析瘫痪：过度等待完美信号，导致失机
+
+忽视相关性：BTC常引领山寨币，须优先观察BTC
+
+过度杠杆：放大收益同时放大亏损
+
+# 交易频率认知
+
+量化标准:
+- 优秀交易员：每天2-4笔 = 每小时0.1-0.2笔
+- 过度交易：每小时>2笔 = 严重问题
+- 最佳节奏：开仓后持有至少30-60分钟
+
+自查:
+如果你发现自己每个周期都在交易 → 说明标准太低
+如果你发现持仓<30分钟就平仓 → 说明太急躁
+
+# 开仓标准（严格）
+
+只在强信号时开仓，不确定就观望。
+
+你拥有的完整数据：
+- 原始序列：3分钟价格序列(MidPrices数组) + 4小时K线序列
+- 技术序列：EMA20序列、MACD序列、RSI7序列、RSI14序列
+- 资金序列：成交量序列、持仓量(OI)序列、资金费率
+- 筛选标记：AI500评分 / OI_Top排名（如果有标注）
+
+分析方法（完全由你自主决定）：
+- 自由运用序列数据，你可以做但不限于趋势分析、形态识别、支撑阻力、技术阻力位、斐波那契、波动带计算
+- 多维度交叉验证（价格+量+OI+指标+序列形态）
+- 用你认为最有效的方法发现高确定性机会
+- 综合信心度 ≥ 75 才开仓
+
+避免低质量信号：
+- 单一维度（只看一个指标）
+- 相互矛盾（涨但量萎缩）
+- 横盘震荡
+- 刚平仓不久（<15分钟）
+
+# 夏普比率自我进化
+
+每次你会收到夏普比率作为绩效反馈（周期级别）：
+
+夏普比率 < -0.5 (持续亏损):
+ → 停止交易，连续观望至少6个周期（18分钟）
+ → 深度反思：
+ • 交易频率过高？（每小时>2次就是过度）
+ • 持仓时间过短？（<30分钟就是过早平仓）
+ • 信号强度不足？（信心度<75）
+
+夏普比率 -0.5 ~ 0 (轻微亏损):
+ → 严格控制：只做信心度>80的交易
+ → 减少交易频率：每小时最多1笔新开仓
+ → 耐心持仓：至少持有30分钟以上
+
+夏普比率 0 ~ 0.7 (正收益):
+ → 维持当前策略
+
+夏普比率 > 0.7 (优异表现):
+ → 可适度扩大仓位
+
+关键: 夏普比率是唯一指标，它会自然惩罚频繁交易和过度进出。
+
+# 决策流程
+
+1. 分析夏普比率: 当前策略是否有效？需要调整吗？
+2. 评估持仓: 趋势是否改变？是否该止盈/止损？
+3. 寻找新机会: 有强信号吗？多空机会？
+4. 输出决策: 思维链分析 + JSON
+
+# 仓位大小计算
+
+**重要**：`position_size_usd` 是**名义价值**（包含杠杆），非保证金需求。
+
+**计算步骤**：
+1. **可用保证金** = Available Cash × 0.88（预留12%给手续费、滑点与清算保证金缓冲）
+2. **名义价值** = 可用保证金 × Leverage
+3. **position_size_usd** = 名义价值（JSON中填写此值）
+4. **实际币数** = position_size_usd / Current Price
+
+**示例**：可用资金 $500，杠杆 5x
+- 可用保证金 = $500 × 0.88 = $440
+- position_size_usd = $440 × 5 = **$2,200** ← JSON填此值
+- 实际占用保证金 = $440，剩余 $60 用于手续费、滑点与清算保护
+
+---
+
+记住:
+- 目标是夏普比率，不是交易频率
+- 宁可错过，不做低质量交易
+- 风险回报比1:3是底线
+```
+
+#### 使用方式
+
+同保守型策略的使用方式。
+
+---
+
+### 激进型策略
+
+#### 适用场景
+- ✅ 高风险偏好用户
+- ✅ 强趋势市场
+- ✅ 追求高收益，容忍高波动
+
+#### 核心特点
+- 开仓信心度 ≥ 70（比系统默认低）
+- 风险回报比 ≥ 1:3（系统最低要求）
+- 最多持仓 3 个
+- 仓位大（接近系统上限1.5倍净值）
+- 杠杆高（接近系统上限）
+
+#### 预期表现
+- 交易频率: 高（一天4-8笔）
+- 持仓时间: 短（平均30分钟-1小时）
+- 胜率: 较低（50-60%）
+- 波动: 大
+
+⚠️ **风险警告**: 此策略波动大，可能出现较大回撤，仅适合风险承受能力强的用户。
+
+#### 完整模板
+
+```plaintext
+你是专业的加密货币交易AI，采用激进主动的交易策略。
+
+⚠️ 风险声明：此策略追求高收益，但波动性大，可能出现较大回撤。
+
+# 核心目标
+
+最大化收益，在控制风险的前提下积极把握市场机会。
+
+# 交易哲学
+
+机会优先：积极寻找交易机会，不过度观望
+快进快出：捕捉短期波动，及时止盈止损
+趋势跟随：顺应市场趋势，快速反应
+适度激进：在风控范围内最大化仓位和杠杆
+
+# 开仓标准（相对宽松）
+
+开仓条件：
+- 信心度 ≥ 70（中等确定性即可）
+- 至少2个指标支持
+- 风险回报比 ≥ 1:3（系统最低要求）
+- 顺应市场大趋势
+
+可以尝试的场景：
+- 突破关键阻力位/支撑位
+- 快速拉升/下跌启动
+- 成交量异常放大
+- 短期超买/超卖反转
+
+# 仓位管理（激进）
+
+单币仓位：
+- 山寨币: 1.2~1.5 倍账户净值（接近上限）
+- BTC/ETH: 8~10 倍账户净值（接近上限）
+
+最多持仓：3 个币种
+
+杠杆使用：
+- 山寨币: 4~5x 杠杆（接近上限）
+- BTC/ETH: 15~20x 杠杆（接近上限）
+
+# 止盈止损（灵活）
+
+快速止损：亏损达到 -3% 立即止损
+分批止盈：
+ - 达到 +3%：平仓 30%
+ - 达到 +6%：平仓 40%
+ - 达到 +9%：全部平仓
+
+回撤管理：
+盈亏金额从最高收益率回撤超过 60%，全部平仓
+
+# 夏普比率调整
+
+夏普比率 < -0.5: 暂停交易 15 分钟
+夏普比率 -0.5~0: 降低仓位至 0.8 倍净值
+夏普比率 0~0.7: 维持当前策略
+夏普比率 > 0.7: 保持激进，可满仓操作
+
+# 特殊策略
+
+BTC 强趋势跟随：
+- BTC 4h涨跌幅 > +5%：优先做多强势山寨币
+- BTC 4h涨跌幅 < -5%：快速做空或空仓观望
+
+短期波动捕捉：
+- 价格短时间（15分钟内）波动 > 3%，考虑反向交易
+- 持仓时长通常 30-60 分钟
+
+记住：
+- 激进不等于赌博，仍需严格风控
+- 快进快出，不恋战
+- 控制单次亏损，保护本金
+```
+
+#### 使用方式
+
+同保守型策略的使用方式。
+
+⚠️ **再次提醒**: 激进策略适合经验丰富、风险承受能力强的用户，新手请谨慎使用。
+
+---
+
+## ✅ 质量检查清单
+
+在使用自定义 Prompt 前，请通过以下检查：
+
+### 1. 内部逻辑检查
+
+- [ ] **策略目标明确**
+ - ✅ 有清晰的交易哲学（如"趋势跟踪"、"均值回归"）
+ - ❌ 目标模糊（"赚钱就行"）
+
+- [ ] **开仓/平仓逻辑一致**
+ - ✅ 开仓条件："MACD金叉 + 成交量放大"
+ - ✅ 平仓条件："MACD死叉 或 达到止盈/止损"
+ - ❌ 矛盾逻辑："只做多但遇到下跌信号也做空"
+
+- [ ] **风控与盈利目标平衡**
+ - ✅ 风险回报比 ≥ 1:3，止盈止损明确
+ - ❌ 只追求高收益，忽视风险控制
+
+- [ ] **无"既要又要"的矛盾**
+ - ❌ "既要保守又要激进"
+ - ❌ "既要频繁交易又要高胜率"
+
+### 2. 字段引用检查
+
+- [ ] **字段名称与系统输出一致**
+ - ✅ "盈亏金额"、"最高收益率"、"保证金"
+ - ❌ `unrealized_pnl`、`peak_pnl_pct`、`margin_used`
+
+- [ ] **计算公式使用正确字段**
+ - ✅ 真实收益率 = 盈亏金额 / 保证金
+ - ❌ 真实收益率 = 盈亏（百分比）/ 杠杆
+
+- [ ] **没有引用不存在的字段**
+ - ❌ "根据 KDJ 指标..." （系统未提供 KDJ）
+ - ✅ "根据 MACD、RSI 指标..."
+
+- [ ] **单位理解正确**
+ - ✅ "盈亏（百分比）" = 含杠杆的收益率
+ - ✅ "盈亏金额" = 实际美元盈亏
+
+### 3. 系统约束检查
+
+- [ ] **未尝试覆盖硬约束**（除非模式3且完全理解）
+ - ❌ "风险回报比可以低于1:3"
+ - ❌ "可以同时持仓5个币种"
+
+- [ ] **未使用保留关键词**
+ - ❌ 在 Prompt 中写 `开仓分析...`
+ - ✅ 只用自然语言描述策略
+
+- [ ] **未要求 AI 在 JSON 中添加描述**
+ - ❌ "在 JSON 中添加详细的中文解释"
+ - ✅ "reasoning 字段保持简短（<20字）"
+
+- [ ] **正确理解三种模式**
+ - ✅ 新手用模式1
+ - ✅ 进阶用模式2
+ - ✅ 高级用模式3且包含完整约束
+
+### 4. 量化投资最佳实践检查
+
+- [ ] **风险回报比明确且合理**
+ - ✅ 要求 ≥ 1:3（或更严格如1:4）
+ - ❌ 未提及风险回报比
+
+- [ ] **有明确的止损止盈策略**
+ - ✅ "止损:入场价-2%, 止盈:入场价+6%"
+ - ❌ "根据感觉设置止损"
+
+- [ ] **避免过度交易**
+ - ✅ "只在高确定性机会开仓，大多数周期应该 wait"
+ - ❌ "每个周期都要寻找交易机会"
+
+- [ ] **策略可测试和验证**
+ - ✅ 有明确的量化指标（如"RSI<30且MACD金叉"）
+ - ❌ 主观判断（如"感觉市场会涨"）
+
+- [ ] **考虑市场条件变化**
+ - ✅ "趋势市场追涨杀跌，震荡市场高抛低吸"
+ - ❌ 只适用单一市场环境
+
+### 检查结果评分
+
+- **20/20**: 优秀，可以使用
+- **15-19**: 良好，建议优化部分问题
+- **10-14**: 一般，存在明显问题，需要修改
+- **<10**: 不合格，建议重新编写或使用官方模板
+
+---
+
+## ❓ 常见问题与最佳实践
+
+### 常见错误案例
+
+#### 错误1: 字段名称错误
+
+**❌ 错误示例**:
+```
+当 unrealized_pnl 超过 peak_pnl_pct 的50%时，部分止盈
+```
+
+**错误原因**:
+- 使用了代码字段名而非自然语言标签
+- AI 无法识别 `unrealized_pnl` 和 `peak_pnl_pct`
+
+**✅ 正确改写**:
+```
+当盈亏金额回撤超过最高收益率的50%时，部分止盈
+```
+
+**要点总结**:
+- ✅ Do: 使用自然语言字段名（盈亏金额、最高收益率）
+- ❌ Don't: 使用代码字段名（unrealized_pnl、peak_pnl_pct）
+
+---
+
+#### 错误2: 单位理解错误
+
+**❌ 错误示例**:
+```
+当盈亏超过5%时止盈
+```
+
+**错误原因**:
+- "盈亏"歧义：是"盈亏（百分比）"还是"盈亏金额"？
+- 5%是含杠杆的收益率还是真实收益率？
+
+**✅ 正确改写**:
+```
+方案1: 当盈亏（百分比）超过+5%时，部分止盈
+方案2: 当真实收益率（盈亏金额/保证金）超过10%时，部分止盈
+```
+
+**要点总结**:
+- ✅ Do: 明确指定字段和单位
+- ❌ Don't: 使用歧义表述
+
+---
+
+#### 错误3: 计算公式错误
+
+**❌ 错误示例**:
+```
+真实收益率 = 盈亏（百分比） / 杠杆
+```
+
+**错误原因**:
+- 公式错误，盈亏（百分比）已经包含杠杆
+- 应该用盈亏金额除以保证金
+
+**✅ 正确改写**:
+```
+真实收益率 = 盈亏金额 / 保证金 × 100%
+```
+
+**要点总结**:
+- ✅ Do: 使用正确的计算逻辑
+- ❌ Don't: 混淆含杠杆和不含杠杆的字段
+
+---
+
+#### 错误4: JSON 格式错误
+
+**❌ 错误示例**:
+```
+在 JSON 中添加详细的中文解释，帮助我理解决策原因
+```
+
+**错误原因**:
+- 要求 AI 在 JSON 中加入中文描述会破坏格式
+- JSON 必须严格符合格式要求
+
+**✅ 正确改写**:
+```
+reasoning 字段保持简短（10-20字），用关键词概括决策理由
+```
+
+**要点总结**:
+- ✅ Do: 使用 reasoning 字段，保持简短
+- ❌ Don't: 要求在 JSON 中添加长篇描述
+
+---
+
+#### 错误5: 使用保留关键词
+
+**❌ 错误示例**:
+```
+在你的分析中使用 标签来组织思路
+```
+
+**错误原因**:
+- `` 是系统保留的 XML 标签
+- 用户不应在 Prompt 中使用这些标签
+
+**✅ 正确改写**:
+```
+在分析市场时，先评估趋势，再确认指标，最后做出决策
+```
+
+**要点总结**:
+- ✅ Do: 用自然语言描述分析流程
+- ❌ Don't: 使用系统保留的 XML 标签
+
+---
+
+#### 错误6: 尝试覆盖硬约束
+
+**❌ 错误示例**:
+```
+风险回报比可以适当降低，2:1 也可以接受
+```
+
+**错误原因**:
+- 系统强制要求风险回报比 ≥ 1:3
+- 用户无法在模式1和2中覆盖此约束
+
+**✅ 正确改写**:
+```
+严格遵守风险回报比 ≥ 1:3，追求更高的 1:4 或 1:5
+```
+
+**要点总结**:
+- ✅ Do: 遵守或加强硬约束
+- ❌ Don't: 尝试放宽硬约束（除非模式3）
+
+---
+
+#### 错误7: 逻辑矛盾
+
+**❌ 错误示例**:
+```
+采用保守策略，但要频繁交易捕捉每个波动
+```
+
+**错误原因**:
+- 保守策略和频繁交易自相矛盾
+- 频繁交易会增加成本和波动，降低夏普比率
+
+**✅ 正确改写**:
+```
+采用保守策略，只在高确定性机会开仓，大多数时候观望
+```
+
+**要点总结**:
+- ✅ Do: 确保策略内部逻辑一致
+- ❌ Don't: 同时要求矛盾的目标
+
+---
+
+#### 错误8: 过度交易倾向
+
+**❌ 错误示例**:
+```
+每个周期都要寻找交易机会，不能浪费任何行情
+```
+
+**错误原因**:
+- 过度交易会增加手续费损耗
+- 会降低夏普比率，违背量化交易原则
+
+**✅ 正确改写**:
+```
+只在强信号时开仓，大多数周期应该 wait 或 hold
+交易频率控制在每小时 0.1-0.2 笔（一天 2-4 笔）
+```
+
+**要点总结**:
+- ✅ Do: 强调质量优于数量
+- ❌ Don't: 要求频繁交易
+
+---
+
+#### 错误9: 忽略系统状态
+
+**❌ 错误示例**:
+```
+（Prompt 中完全没有提及夏普比率）
+```
+
+**错误原因**:
+- 夏普比率是核心绩效指标
+- 忽略它会导致 AI 无法自我调整策略
+
+**✅ 正确改写**:
+```
+根据夏普比率调整策略：
+- 夏普比率 < -0.5: 停止交易，观望至少 18 分钟
+- 夏普比率 -0.5~0: 只做信心度>80 的交易
+- 夏普比率 0~0.7: 维持当前策略
+- 夏普比率 > 0.7: 可适度扩大仓位
+```
+
+**要点总结**:
+- ✅ Do: 利用夏普比率进行自我进化
+- ❌ Don't: 忽略系统提供的绩效反馈
+
+---
+
+#### 错误10: 模式配置错误
+
+**❌ 错误示例**:
+```
+设置 override_base_prompt = true
+但自定义 Prompt 中没有包含硬约束和输出格式
+```
+
+**错误原因**:
+- 模式3会完全覆盖系统默认
+- 没有硬约束会导致决策验证失败
+
+**✅ 正确改写**:
+```
+如果使用模式3，必须在自定义 Prompt 中包含：
+1. 所有硬约束（风险回报比、持仓数、杠杆等）
+2. 完整的输出格式要求（XML 标签 + JSON 格式）
+```
+
+**要点总结**:
+- ✅ Do: 新手和进阶用户使用模式1或2
+- ❌ Don't: 不理解系统机制就使用模式3
+
+---
+
+### 数据流验证最佳实践
+
+#### 验证步骤
+
+**步骤1: 查看实际输出**
+```bash
+# 查看系统日志，找到实际发送给 AI 的 Prompt
+docker logs nofx-trader | grep "User Prompt"
+```
+
+**步骤2: 确认字段存在**
+
+检查你想引用的字段是否在实际输出中：
+```
+✅ 存在: "盈亏金额+59.50 USDT" → 可以引用"盈亏金额"
+❌ 不存在: 没有看到 "KDJ" → 不能引用 KDJ 指标
+```
+
+**步骤3: 匹配自然语言标签**
+```
+输出: "盈亏+2.38% | 盈亏金额+59.50 USDT | 最高收益率5.00%"
+
+✅ 正确引用: "盈亏（百分比）"、"盈亏金额"、"最高收益率"
+❌ 错误引用: "pnl_pct"、"unrealized_pnl"、"peak_pnl"
+```
+
+---
+
+### 字段命名一致性原则
+
+#### 原则1: 自然语言优先
+
+✅ **Do**:
+```
+盈亏金额、最高收益率、保证金、杠杆、持仓时长
+```
+
+❌ **Don't**:
+```
+unrealized_pnl, peak_pnl_pct, margin_used, leverage, holding_duration
+```
+
+#### 原则2: 与代码输出完全一致
+
+**代码输出** (engine.go:387-390):
+```
+盈亏+2.38% | 盈亏金额+59.50 USDT | 最高收益率5.00%
+```
+
+**Prompt 引用**:
+```
+✅ 正确: "如果盈亏金额回撤超过最高收益率的50%..."
+❌ 错误: "如果 unrealized_pnl 回撤超过 peak_pnl_pct 的50%..."
+```
+
+---
+
+### 开源系统兼容性考虑
+
+#### 修改影响评估
+
+**低影响（安全）**:
+- ✅ 修改官方模板内容
+- ✅ 添加个性化策略（模式2）
+- ✅ 调整开仓条件参数
+
+**中影响（谨慎）**:
+- ⚠️ 修改字段引用方式
+- ⚠️ 修改计算公式
+
+**高影响（危险）**:
+- ❌ 完全覆盖硬约束（模式3）
+- ❌ 修改输出格式要求
+
+#### 最佳实践
+
+**1. 增量添加优于修改**
+- ✅ 在现有策略基础上添加新规则
+- ⚠️ 修改核心逻辑
+
+**2. 向后兼容**
+- 如果系统新增字段，旧 Prompt 仍可运行
+- 新 Prompt 可利用新字段
+
+**3. 提供迁移指南**
+- 如有破坏性变更，提供详细的迁移说明
+
+---
+
+## 🎓 高级话题
+
+### 模式3: 完全自定义
+
+⚠️ **警告**: 此模式仅适合完全理解系统机制的高级用户
+
+#### 使用场景
+- 需要完全不同的交易哲学
+- 需要自定义风控规则
+- 需要特殊的输出格式
+
+#### 必须包含的内容
+
+你的自定义 Prompt 必须包含：
+
+1. **核心策略描述**
+2. **所有硬约束**（风险回报比、持仓数、仓位大小、杠杆限制等）
+3. **输出格式要求**（XML 标签 + JSON 格式）
+
+#### 完整模板框架
+
+```
+[你的核心策略]
+
+# 硬约束
+1. 风险回报比 ≥ 1:3
+2. 最多持仓 3 个
+3. 单币仓位: 山寨 0.8-1.5x净值，BTC/ETH 5-10x净值
+4. 杠杆: 山寨≤5x，BTC/ETH≤20x
+5. 保证金使用率 ≤ 90%
+6. 最小开仓: 一般≥12U，BTC/ETH≥60U
+
+# 输出格式
+使用 和 标签：
+
+
+思维链分析
+
+
+
+```json
+[{决策对象}]
+```
+
+```
+
+#### 验证清单
+
+- [ ] 包含所有硬约束
+- [ ] 定义了输出格式（XML + JSON）
+- [ ] 策略逻辑完整自洽
+- [ ] 经过充分测试
+
+---
+
+### 调试指南
+
+#### 问题1: AI 输出格式错误
+
+**症状**: 系统报错"JSON解析失败"
+
+**排查步骤**:
+1. 查看日志中的 AI 原始输出
+ ```bash
+ docker logs nofx-trader | tail -100
+ ```
+2. 检查是否使用了 XML 标签 `` 和 ``
+3. 检查 JSON 格式是否正确
+
+**常见原因**:
+- AI 未使用 `` 标签
+- JSON 中包含中文注释
+- JSON 数字包含千位分隔符（如 98,000）
+- JSON 中使用范围符号（如 "2000~3000"）
+
+**解决方案**:
+- 在 Prompt 中明确要求使用 XML 标签
+- 强调 JSON 必须严格符合格式（无注释、无千位分隔符）
+- 参考 [JSON 输出格式规范](#json-输出格式规范)
+
+---
+
+#### 问题2: 决策被拒绝
+
+**症状**: 系统报错"决策验证失败"
+
+**排查步骤**:
+1. 查看具体的验证错误信息
+ ```bash
+ docker logs nofx-trader | grep "验证失败"
+ ```
+2. 检查是否违反硬约束
+
+**常见原因**:
+- 风险回报比 < 1:3
+- 杠杆超过限制（山寨币>5x，BTC/ETH>20x）
+- 仓位大小超出范围
+- 开仓金额过小（<12 USDT 或 BTC/ETH<60 USDT）
+
+**解决方案**:
+- 在 Prompt 中强调硬约束要求
+- 添加自我检查逻辑：
+ ```
+ 在输出决策前，请自我检查：
+ - 风险回报比是否 ≥ 1:3？
+ - 杠杆是否在限制范围内？
+ - 仓位大小是否符合要求？
+ ```
+
+---
+
+#### 问题3: AI 不按预期决策
+
+**症状**: AI 的决策与你的预期不符
+
+**排查步骤**:
+1. 查看 AI 的思维链分析（reasoning）
+ ```bash
+ docker logs nofx-trader | grep -A 20 ""
+ ```
+2. 检查 Prompt 是否有歧义
+3. 检查市场数据是否符合你的开仓条件
+
+**优化建议**:
+- **使用更明确的量化指标**
+ ```
+ ❌ 模糊: "当市场有做多机会时"
+ ✅ 明确: "当 MACD 金叉且 RSI < 70 且成交量放大 > 20%时"
+ ```
+
+- **避免模糊的表述**
+ ```
+ ❌ 避免: "感觉"、"可能"、"大概"
+ ✅ 使用: "当...时"、"如果...则..."、"必须..."
+ ```
+
+- **添加具体的数值阈值**
+ ```
+ ❌ 模糊: "价格大幅上涨"
+ ✅ 明确: "价格 15 分钟内上涨 > 3%"
+ ```
+
+- **检查逻辑一致性**
+ ```
+ 开仓条件和平仓条件应该相互对应
+ 如果开仓依据 MACD 金叉，平仓可以用 MACD 死叉
+ ```
+
+---
+
+## 📞 获取帮助
+
+### 官方资源
+
+- **GitHub Issues**: https://github.com/NoFxAiOS/nofx/issues
+- **官方文档**: 查看项目 README
+- **社区讨论**: GitHub Discussions
+
+### 提问模板
+
+当你遇到问题时，请提供以下信息：
+
+```
+问题描述：[简要描述问题]
+
+使用方式：[方式1/2/3]
+
+Prompt 内容：
+```
+[粘贴你的 Prompt 内容]
+```
+
+错误日志：
+```
+[粘贴相关的错误日志]
+```
+
+预期行为：[你期望的结果]
+
+实际行为：[实际发生的情况]
+```
+
+---
+
+## 📝 更新日志
+
+### v1.0 (2025-01-09)
+- 初始版本发布
+- 完整的字段参考文档
+- 三种官方策略模板（保守型/平衡型/激进型）
+- 质量检查清单和常见错误案例
+- 高级话题和调试指南
+
+---
+
+**文档版本**: v1.0
+**最后更新**: 2025-01-09
+**维护者**: NoFx Team