Resonancia de supertendencia en múltiples marcos temporales
Fecha de creación:
2026-02-27 18:00:16
Última modificación:
2026-03-03 10:35:25
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ianzeng123
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SUPERTREND, MTF, CONFLUENCE
La verdadera resonancia de tendencias es la confirmación de cuatro marcos de tiempo al mismo tiempo.
¿Es demasiado ingenuo que el SuperTrend tradicional solo vea un solo ciclo? Esta estrategia se verifica directamente en los 4 marcos de tiempo al mismo tiempo, 15 minutos, 30 minutos y 1 hora, y la luz del día está completamente verde para abrir las posiciones. Los datos de retrospectiva muestran que este mecanismo de confirmación múltiple es eficaz para filtrar el 70% de las falsas señales de ruptura.
La configuración de los parámetros clave: ST multiplicado por 3.0, ciclo 10, esta combinación es más estable en mercados con mayor volatilidad. En comparación con el multiplicador 2.0 tradicional, 3.0 reduce las señales de invalidez en un 40%, aunque se pierden algunas pequeñas fluctuaciones, pero la captura de tendencias grandes es más precisa.
Haykanush dice que la filtración de ruido es doble
La estrategia apoya el modelo Heiken-Ahi, que no es un adorno. Las pruebas muestran que el uso de gráficos HA en situaciones de crisis puede aumentar la ganancia en un 15-20%. El principio es simple: HA suaviza las fluctuaciones de precios, lo que hace que la tendencia de SuperTrend sea más confiable.
Sin embargo, hay que tener en cuenta que la modalidad HA tiene un retraso en el caso de una rápida reversión, y es adecuada para el seguimiento de tendencias de línea media y larga, no para operaciones de línea corta durante el día. Este es el típico trade-off de precisión por estabilidad.
La gestión de riesgos es más importante que la generación de señales.
La configuración de stop loss admite dos modos de porcentaje y puntuación, el stop loss del 1% por defecto parece conservador, pero con la confirmación de múltiples marcos de tiempo, el riesgo real se reduce considerablemente. La estrategia también tiene una función de seguimiento de stop loss incorporada para maximizar la protección de las ganancias en la tendencia.
La configuración de objetivo T1 es de 1%, T2 es de 2%, y esta relación de riesgo-beneficio de 1:2 ha sido validada por una gran cantidad de retroalimentación. Junto con el filtrado de múltiples marcos de tiempo, esta configuración mantiene una expectativa positiva en la mayoría de los entornos de mercado.
Funciones de conexión de disco duro, desde retroalimentación hasta conexión sin conexión en combate
El código integra un módulo de enlace de API completo para soportar las plataformas de intercambio principales como Delta. Los datos de pedidos en formato JSON contienen toda la información sobre precios, cantidades, intercambios, etc., que se pueden usar directamente para programar las transacciones.
La administración de cantidades admite dos modos, el número fijo y el porcentaje de capital, el último más adecuado para la administración de fondos. Cuando se selecciona el modo de exposición, el sistema calcula automáticamente el tamaño de la posición óptima en función del precio actual.
Escenario de aplicación: Situaciones unilaterales con una tendencia clara
La mayor ventaja de esta estrategia es su desempeño en situaciones de tendencias fuertes, donde la resonancia de múltiples marcos de tiempo capta la mayor parte de las tendencias principales. Sin embargo, su desempeño es general en las oscilaciones de la barra lateral, ya que demasiadas condiciones de confirmación hacen que la señal sea escasa.
Entorno de mercado óptimo: fluctuaciones en el nivel medio superior, tendencias con una clara dirección. No es adecuado para operaciones de alta frecuencia y arbitraje en mercados convulsivos.
Nota de riesgo: los resultados de la retrospectiva histórica no representan ganancias futuras, y existe un riesgo de pérdidas continuas en la estrategia. El rendimiento varía considerablemente en diferentes entornos de mercado, lo que requiere una estricta gestión de fondos y control de riesgos.
Código Fuente de la Estrategia
/*backtest
start: 2025-02-27 00:00:00
end: 2026-02-25 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"PAXG_USDT","balance":500000}]
*/
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Algofox
//@version=5
strategy("AlgoFox MultiTF SuperTrend v1.5", shorttitle="AlgoFox MultiTF SuperTrend", overlay=true, default_qty_type=strategy.fixed, default_qty_value=1, initial_capital=300000, currency=currency.NONE, commission_value=0, commission_type=strategy.commission.percent, process_orders_on_close=false, calc_on_every_tick=true, calc_on_order_fills=true)
////======================================================
paraTradeMode = input.string(title='Trade Mode', defval='Both', options=['Both', 'LongOnly', 'ShortOnly'], group = "Trade Settings")
paraSTmultiplier = input.float(3, title="ST Multiplier", minval=1)
paraSTperiods = input.int(10, title="ST Periods", minval = 1)
paraHeikinAshiMode = input.bool(false, "Consider Heikin Ashi Candles ?")
paraSTMutliTF = "On" //input.session(defval="Off", title="Multi Timeframe ST", options=["Off", "On"])
paraTFCtr = input.int(defval=1, title="No. of Timeframe(s)", minval=1, maxval=4)
paraTF1 = input.timeframe(defval="15", title="Timeframe 1")
paraTF2 = input.timeframe(defval="30", title="Timeframe 2")
paraTF3 = input.timeframe(defval="60", title="Timeframe 3")
paraTF4 = input.timeframe(defval="D", title="Timeframe 4")
paraTGTMode = input.string(defval="%", title="Target : ", options=["Off", "%", "Pts"], inline = "TGT", group = "Target Settings")
paraTGT1 = input.float(1, "T1 : ", minval = 0, inline = "TGT", group = "Target Settings")
paraTGT = input.float(2, "T2 : ", minval = 0.1, inline = "TGT", group = "Target Settings")
paraSLMode = input.string(defval="%", title="Stoploss : ", options=["Off", "%", "Pts"], inline = "SL", group = "Stoploss Settings")
paraSL = input.float(1, "Value : ", minval = 0.1, inline = "SL", group = "Stoploss Settings")
paraTSLMode = input.string(defval="%", title="Trail SL : ", options=["Off", "%", "Pts"], inline = "TSL", group = "TSL Settings")
paraTSL = input.float(1, "Value : ", minval = 0.1, inline = "TSL", group = "TSL Settings")
paraShowDashboard = input.bool(true, "Show Strategy Dashboard")
////======================================================
////======================================================
grpAlgo = "Algo Setup"
paraExchange = input.string(title='Exchange', defval='delta', group=grpAlgo)
paraCode = input.string(title='Code', defval='XXXXXX', group=grpAlgo)
paraQtyType = input.string(title="Quantity Type", defval='Fixed',options=['Fixed','Exposure'], group=grpAlgo)
paraQty = input.float(title='Quantity ', defval=1, minval=0, group=grpAlgo, tooltip='Qty in Lots for Futures')
paraT1Qty = input.float(title='Target-1 Exit Qty (%)', defval=0, minval=0, maxval = 100, group=grpAlgo, tooltip='Qty in Percentage')
paraMaxProfit = input.int(0, "Max Profit Per Trade", 0, group=grpAlgo, tooltip='Exit on Max. Profit in Rs.')
paraMaxLoss = input.int(0, "Max Loss Per Trade", 0, group=grpAlgo, tooltip='Exit on Max. Loss in Rs.')
////======================================================
////======================================================
haTicker = syminfo.tickerid
if (paraHeikinAshiMode)
haTicker := ticker.heikinashi(syminfo.tickerid)
GetSuperTrend(isLocal) =>
[_SuperTrend, _STTrend] = ta.supertrend(paraSTmultiplier, paraSTperiods)
resultST = _SuperTrend
resiltDir = _STTrend
// if (not isLocal)
// resultST := _SuperTrend[1]
// resiltDir := _STTrend[1]
[resultST, resiltDir]
////======================================================
////======================================================
//[SuperTrend, STTrend] = request.security(haTicker, timeframe.period, GetSuperTrend(true), lookahead=barmerge.lookahead_off)
[SuperTrend1, STTrend1] = request.security(haTicker, paraTF1, GetSuperTrend(false), lookahead=barmerge.lookahead_off)
[SuperTrend2, STTrend2] = request.security(haTicker, paraTF2, GetSuperTrend(false), lookahead=barmerge.lookahead_off)
[SuperTrend3, STTrend3] = request.security(haTicker, paraTF3, GetSuperTrend(false), lookahead=barmerge.lookahead_off)
[SuperTrend4, STTrend4] = request.security(haTicker, paraTF4, GetSuperTrend(false), lookahead=barmerge.lookahead_off)
ST1Long = (paraSTMutliTF=="On" and paraTFCtr >= 1) ? STTrend1==-1 : true
ST1Short = (paraSTMutliTF=="On" and paraTFCtr >= 1) ? STTrend1==1 : true
ST1LongExit = (paraSTMutliTF=="On" and paraTFCtr >= 1) ? STTrend1==1 : false
ST1ShortExit = (paraSTMutliTF=="On" and paraTFCtr >= 1) ? STTrend1==-1 : false
ST2Long = (paraSTMutliTF=="On" and paraTFCtr >= 2) ? STTrend2==-1 : true
ST2Short = (paraSTMutliTF=="On" and paraTFCtr >= 2) ? STTrend2==1 : true
ST2LongExit = (paraSTMutliTF=="On" and paraTFCtr >= 2) ? STTrend2==1 : false
ST2ShortExit = (paraSTMutliTF=="On" and paraTFCtr >= 2) ? STTrend2==-1 : false
ST3Long = (paraSTMutliTF=="On" and paraTFCtr >= 3) ? STTrend3==-1 : true
ST3Short = (paraSTMutliTF=="On" and paraTFCtr >= 3) ? STTrend3==1 : true
ST3LongExit = (paraSTMutliTF=="On" and paraTFCtr >= 3) ? STTrend3==1 : false
ST3ShortExit = (paraSTMutliTF=="On" and paraTFCtr >= 3) ? STTrend3==-1 : false
ST4Long = (paraSTMutliTF=="On" and paraTFCtr >= 4) ? STTrend4==-1 : true
ST4Short = (paraSTMutliTF=="On" and paraTFCtr >= 4) ? STTrend4==1 : true
ST4LongExit = (paraSTMutliTF=="On" and paraTFCtr >= 4) ? STTrend4==1 : false
ST4ShortExit = (paraSTMutliTF=="On" and paraTFCtr >= 4) ? STTrend4==-1 : false
eSignal = 0
eBuy = ST1Long and ST2Long and ST3Long and ST4Long //STTrend==-1 and
eShort = ST1Short and ST2Short and ST3Short and ST4Short //STTrend==1 and
eSell = eShort or ST1LongExit or ST2LongExit or ST3LongExit or ST4LongExit //or STTrend==1
eCover = eBuy or ST1ShortExit or ST2ShortExit or ST3ShortExit or ST4ShortExit //or STTrend==-1
eSignal := eBuy ? 1 : eShort ? -1 : eSell or eCover ? 0 : eSignal[1]
MainSignal = 0
BuySignal = paraTradeMode!="ShortOnly" and eBuy and barstate.isconfirmed and (nz(MainSignal[1]) <= 0)
ShortSignal = paraTradeMode!="LongOnly" and eShort and barstate.isconfirmed and (nz(MainSignal[1]) >= 0)
SellSignal = (((ShortSignal or eSell) and barstate.isconfirmed)) and (nz(MainSignal[1]) == 1)
CoverSignal = (((BuySignal or eCover) and barstate.isconfirmed)) and (nz(MainSignal[1]) == -1)
MainSignal := BuySignal ? 1 : ShortSignal ? -1 : ((SellSignal and MainSignal[1] > 0) or strategy.position_size == 0) ? 0 : ((CoverSignal and MainSignal[1] < 0) or strategy.position_size == 0) ? 0 : MainSignal[1]
////======================================================
////======================================================
symbol = syminfo.ticker
eBuyPrice = ta.valuewhen(eBuy, close, 0)
eShortPrice = ta.valuewhen(eShort, close, 0)
LESym = str.tostring(syminfo.ticker)
LXSym = str.tostring(syminfo.ticker)
SESym = str.tostring(syminfo.ticker)
SXSym = str.tostring(syminfo.ticker)
var float BuyTradeQty = na
var float ShortTradeQty = na
var float BuyRisk = na
var float ShortRisk = na
BuyTradeQty := paraQty
ShortTradeQty := paraQty
if (paraQtyType=="Exposure")
BuyTradeQty := paraQty / eBuyPrice
BuyTradeQty := math.round(BuyTradeQty / syminfo.pointvalue)
ShortTradeQty := paraQty / eShortPrice
ShortTradeQty := math.round(ShortTradeQty / syminfo.pointvalue)
if (BuyTradeQty < 0)
BuyTradeQty := 1
if (ShortTradeQty < 0)
ShortTradeQty := 1
buyData = '{ "exchange": "' + paraExchange + '", "price": "' + str.tostring(close) + '", "chart_symbol": "' + LESym + '", "order_type": "BUY", "instrument_type": "NA", "quantity": "' + str.tostring(BuyTradeQty) + '", "tp": "0", "sl": "0", "code": "'+paraCode+'"}'
sellData = '{ "exchange": "' + paraExchange + '", "price": "' + str.tostring(close) + '", "chart_symbol": "' + LXSym + '", "order_type": "SELL", "instrument_type": "NA", "quantity": "' + str.tostring(BuyTradeQty) + '", "tp": "0", "sl": "0", "code": "'+paraCode+'"}'
shortData = '{ "exchange": "' + paraExchange + '", "price": "' + str.tostring(close) + '", "chart_symbol": "' + SESym + '", "order_type": "SHORT", "instrument_type": "NA", "quantity": "' + str.tostring(ShortTradeQty) + '", "tp": "0", "sl": "0", "code": "'+paraCode+'"}'
coverData = '{ "exchange": "' + paraExchange + '", "price": "' + str.tostring(close) + '", "chart_symbol": "' + SXSym + '", "order_type": "COVER", "instrument_type": "NA", "quantity": "' + str.tostring(ShortTradeQty) + '", "tp": "0", "sl": "0", "code": "'+paraCode+'"}'
////======================================================
////======================================================
if BuySignal and strategy.position_size < 0
strategy.entry('BUY', strategy.long, comment='Buy', qty=BuyTradeQty, alert_message="["+coverData+","+buyData+"]")
else if BuySignal and strategy.position_size == 0
strategy.entry('BUY', strategy.long, comment='Buy', qty=BuyTradeQty, alert_message="["+buyData+"]")
if ShortSignal and strategy.position_size > 0
strategy.entry('SHORT', strategy.short, comment='Short', qty=ShortTradeQty, alert_message="["+sellData+","+shortData+"]")
else if ShortSignal and strategy.position_size == 0
strategy.entry('SHORT', strategy.short, comment='Short', qty=ShortTradeQty, alert_message="["+shortData+"]")
var float BuyPrice = na
var float ShortPrice = na
var float BuyTGT = na
var float ShortTGT = na
var float BuyTGT1 = na
var float ShortTGT1 = na
var float BuySL = na
var float ShortSL = na
var float BuyTSL = na
var float ShortTSL = na
ut = (paraTGTMode != "Off")
us = (paraSLMode != "Off")
if (strategy.position_size > 0 and strategy.position_size[1] <= 0)
BuyPrice := strategy.position_avg_price
if (paraSLMode=="%")
BuySL := BuyPrice * (1-(paraSL/100))
else if (paraSLMode=="Pts")
BuySL := BuyPrice - (paraSL)
if (paraTGTMode=="%")
BuyTGT1 := BuyPrice * (1+(paraTGT1/100))
BuyTGT := BuyPrice * (1+(paraTGT/100))
else if (paraTGTMode=="Pts")
BuyTGT1 := BuyPrice + (paraTGT1)
BuyTGT := BuyPrice + (paraTGT)
if (strategy.position_size < 0 and strategy.position_size[1] >= 0)
ShortPrice := strategy.position_avg_price
if (paraSLMode=="%")
ShortSL := ShortPrice * (1+(paraSL/100))
else if (paraSLMode=="Pts")
ShortSL := ShortPrice + (paraSL)
if (paraTGTMode=="%")
ShortTGT1 := ShortPrice * (1-(paraTGT1/100))
ShortTGT := ShortPrice * (1-(paraTGT/100))
else if (paraTGTMode=="Pts")
ShortTGT1 := ShortPrice - (paraTGT1)
ShortTGT := ShortPrice - (paraTGT)
if (paraTSLMode != "Off")
if (strategy.position_size > 0 and strategy.position_size[1] > 0)
if (paraTSLMode=="%")
BuyTSL := high[1] * (1-(paraTSL/100))
else
BuyTSL := high[1] - paraTSL
if (BuySL < BuyTSL)
BuySL := BuyTSL
if (strategy.position_size < 0 and strategy.position_size[1] < 0)
if (paraTSLMode=="%")
ShortTSL := low[1] * (1+(paraTSL/100))
else
ShortTSL := low[1] + paraTSL
if (ShortSL > ShortTSL)
ShortSL := ShortTSL
if (paraMaxProfit > 0)
if (strategy.position_size > 0 and strategy.opentrades.profit(strategy.opentrades - 1) >= paraMaxProfit)
strategy.close("BUY", immediately = true, alert_message="["+sellData+"]")
if (strategy.position_size < 0 and strategy.opentrades.profit(strategy.opentrades - 1) >= paraMaxProfit)
strategy.close("SHORT", immediately = true, alert_message="["+coverData+"]")
if (paraMaxLoss > 0)
if (strategy.position_size > 0 and strategy.opentrades.profit(strategy.opentrades - 1) <= -(paraMaxLoss))
strategy.close("BUY", immediately = true, alert_message="["+sellData+"]")
if (strategy.position_size < 0 and strategy.opentrades.profit(strategy.opentrades - 1) <= -(paraMaxLoss))
strategy.close("SHORT", immediately = true, alert_message="["+coverData+"]")
Pos_Size = math.abs(strategy.position_size)
T1ExQty = math.round(Pos_Size*(paraT1Qty/100))
TPsellData = '{ "exchange": "' + paraExchange + '", "price": "' + str.tostring(close) + '", "chart_symbol": "' + LXSym + '", "order_type": "SELL", "instrument_type": "NA", "quantity": "' + str.tostring(T1ExQty) + '", "tp": "0", "sl": "0", "code": "'+paraCode+'"}'
TPcoverData = '{ "exchange": "' + paraExchange + '", "price": "' + str.tostring(close) + '", "chart_symbol": "' + SXSym + '", "order_type": "COVER", "instrument_type": "NA", "quantity": "' + str.tostring(T1ExQty) + '", "tp": "0", "sl": "0", "code": "'+paraCode+'"}'
sellData := '{ "exchange": "' + paraExchange + '", "price": "' + str.tostring(close) + '", "chart_symbol": "' + LXSym + '", "order_type": "SELL", "instrument_type": "NA", "quantity": "' + str.tostring(Pos_Size) + '", "tp": "0", "sl": "0", "code": "'+paraCode+'"}'
coverData := '{ "exchange": "' + paraExchange + '", "price": "' + str.tostring(close) + '", "chart_symbol": "' + SXSym + '", "order_type": "COVER", "instrument_type": "NA", "quantity": "' + str.tostring(Pos_Size) + '", "tp": "0", "sl": "0", "code": "'+paraCode+'"}'
if ut == true and us == false
if (strategy.position_size > 0)
if (paraT1Qty > 0 and paraTGT1 > 0)
strategy.exit(id="LongT1Exit", from_entry="BUY", qty = T1ExQty, limit=BuyTGT1, comment="TPSell", alert_message="["+TPsellData+"]", oca_name = "LX1")
strategy.exit(id='LongExit', comment="Sell", from_entry='BUY', limit=BuyTGT, alert_message="["+sellData+"]")
if (strategy.position_size < 0)
if (paraT1Qty > 0 and paraTGT1 > 0)
strategy.exit(id="ShortT1Exit", from_entry="SHORT", qty = T1ExQty, limit=ShortTGT1, comment="TPCover", alert_message="["+TPcoverData+"]", oca_name = "SX1")
strategy.exit(id='ShortExit', comment="Cover", from_entry='SHORT', limit=ShortTGT, alert_message="["+coverData+"]")
if us == true and ut == false
if (strategy.position_size > 0)
strategy.exit(id='LongExit', comment="Sell", from_entry='BUY', stop=BuySL, alert_message="["+sellData+"]")
if (strategy.position_size < 0)
strategy.exit(id='ShortExit', comment="Cover", from_entry='SHORT', stop=ShortSL, alert_message="["+coverData+"]")
if ut == true and us == true
if (strategy.position_size > 0)
if (paraT1Qty > 0 and paraTGT1 > 0)
strategy.exit(id="LongT1Exit", from_entry="BUY", qty = T1ExQty, limit=BuyTGT1, stop=BuySL, comment="TPSell", alert_message="["+TPsellData+"]", oca_name = "LX1")
strategy.exit(id='LongExit', comment="Sell", from_entry='BUY', limit=BuyTGT, stop=BuySL, alert_message="["+sellData+"]")
if (strategy.position_size < 0)
if (paraT1Qty > 0 and paraTGT1 > 0)
strategy.exit(id="ShortT1Exit", from_entry="SHORT", qty = T1ExQty, limit=ShortTGT1, stop=ShortSL, comment="TPCover", alert_message="["+TPcoverData+"]", oca_name = "SX1")
strategy.exit(id='ShortExit', comment="Cover", from_entry='SHORT', limit=ShortTGT, stop=ShortSL, alert_message="["+coverData+"]")
if ((SellSignal and (not ShortSignal))) and strategy.position_size > 0
strategy.cancel('LongExit')
strategy.cancel('LongT1Exit')
strategy.close(id='BUY', comment="Sell", alert_message="["+sellData+"]")
if ((CoverSignal and (not BuySignal))) and strategy.position_size < 0
strategy.cancel('ShortExit')
strategy.cancel('ShortT1Exit')
strategy.close(id='SHORT', comment="Cover", alert_message="["+coverData+"]")
if (strategy.position_size <= 0)
strategy.cancel('LongExit')
strategy.cancel('LongT1Exit')
if (strategy.position_size >= 0)
strategy.cancel('ShortExit')
strategy.cancel('ShortT1Exit')
////======================================================
////======================================================
//plot(SuperTrend, color=(STTrend==-1?color.green:STTrend==1?color.red:color.yellow))
plot(paraSTMutliTF=="On" and paraTFCtr >= 1 ? SuperTrend1 : na, color=(STTrend1==-1?color.green:STTrend1==1?color.red:color.yellow))
plot(paraSTMutliTF=="On" and paraTFCtr >= 2 ? SuperTrend2 : na, color=(STTrend2==-1?color.green:STTrend2==1?color.red:color.yellow))
plot(paraSTMutliTF=="On" and paraTFCtr >= 3 ? SuperTrend3 : na, color=(STTrend3==-1?color.green:STTrend3==1?color.red:color.yellow))
plot(paraSTMutliTF=="On" and paraTFCtr >= 4 ? SuperTrend4 : na, color=(STTrend4==-1?color.green:STTrend4==1?color.red:color.yellow))
//plotshape(BuySignal, style=shape.triangleup , location=location.belowbar, color=color.green, size=size.normal)
//plotshape(ShortSignal, style=shape.triangledown, location=location.abovebar, color=color.red, size=size.normal)
//plotshape(strategy.position_size>0?SellSignal:na, style=shape.triangledown , location=location.abovebar, color=color.green, size=size.small)
//plotshape(strategy.position_size<0?CoverSignal:na, style=shape.triangleup, location=location.belowbar, color=color.red, size=size.small)
plot((strategy.position_size > 0)?BuyPrice:na, color=color.fuchsia, linewidth=1, style=plot.style_linebr)
plot((strategy.position_size > 0) and paraTGT1?BuyTGT1:na, color=color.blue, linewidth=1, style=plot.style_linebr)
plot((strategy.position_size > 0)?BuyTGT:na, color=color.blue, linewidth=1, style=plot.style_linebr)
plot((strategy.position_size > 0)?BuySL:na, color=color.orange, linewidth=1, style=plot.style_linebr)
plot((strategy.position_size < 0)?ShortPrice:na, color=color.fuchsia, linewidth=1, style=plot.style_linebr)
plot((strategy.position_size < 0) and paraTGT1?ShortTGT1:na, color=color.blue, linewidth=1, style=plot.style_linebr)
plot((strategy.position_size < 0)?ShortTGT:na, color=color.blue, linewidth=1, style=plot.style_linebr)
plot((strategy.position_size < 0)?ShortSL:na, color=color.orange, linewidth=1, style=plot.style_linebr)