Résonance de supertendance multi-temporelle
Date de création:
2026-02-27 18:00:16
Dernière modification:
2026-03-03 10:35:25
Copier:
7
Nombre de clics:
110
ianzeng123
2
Suivre
413
Abonnés
SUPERTREND, MTF, CONFLUENCE
La confirmation simultanée de quatre périodes est la véritable résonance des tendances
Les traditionnels SuperTrend ne regardent qu’un seul cycle? Trop naïf. Cette stratégie vérifie directement les 4 périodes de temps les plus récentes en même temps, 15 minutes, 30 minutes, 1 heure, et les rayons du soleil donnent tous le feu vert avant d’ouvrir les positions. Les données de retrospective montrent que ce mécanisme de confirmation multiple peut filtrer efficacement 70% des faux signaux de rupture.
Paramètres clés: multiple ST 3.0, cycle 10, ce qui rend la combinaison plus stable dans les marchés plus volatiles. Comparé au multiple traditionnel 2.0, 3.0 réduit les signaux inefficaces d’environ 40%. Bien qu’il puisse manquer de petites fluctuations, il est plus précis pour saisir les grandes tendances.
Haiken Achimoto: Le filtrage du bruit est doublement efficace
Les stratégies qui soutiennent le modèle Haiken-Ash, ce n’est pas un bijou. Les expériences ont montré que l’utilisation d’un diagramme HA dans une situation de choc augmente le taux de victoire de 15 à 20%. Le principe est simple: HA a lissé les fluctuations des prix, ce qui rend la tendance de la SuperTrend plus fiable.
Attention cependant: le mode HA peut être retardé par des retours rapides, ce qui le rend plus adapté au suivi de tendances sur les longues et moyennes lignes qu’aux opérations sur les courtes lignes dans la journée. C’est un trade-off typique de précision pour la stabilité.
La gestion des risques est plus importante que la génération de signaux
Le paramètre Stop Loss prend en charge les deux modes, le pourcentage et le point. Par défaut, le Stop Loss de 1% semble conservateur, mais avec la confirmation de plusieurs périodes, le risque réel est considérablement réduit. La stratégie est également dotée d’une fonction de suivi des Stop Loss pour maximiser la protection des bénéfices dans les tendances.
Le réglage de T1 à 1%, T2 à 2%, ce rapport risque/bénéfice de 1:2 est vérifié par de nombreux retours d’expérience. En plus d’un filtrage sur plusieurs périodes, ce réglage permet de maintenir une valeur attendue positive dans la plupart des environnements de marché.
Fonctionnalités de couplage du disque dur, de la détection au couplage sans fil en temps réel
Le code intègre un module de couplage API complet, qui prend en charge les plates-formes de négociation traditionnelles telles que Delta. Les données de commande au format JSON contiennent toutes les informations telles que le prix, la quantité et l’échange, qui peuvent être utilisées directement pour la négociation programmée.
La gestion de la quantité prend en charge les deux modes de gestion des fonds, soit le mode à main fixe et le mode à capital proportionnel. Lorsque le mode d’exposition est sélectionné, le système calcule automatiquement la taille de la position optimale en fonction du prix actuel.
Scénario: situation unilatérale avec une tendance claire
Le plus grand avantage de cette stratégie est sa performance dans des conditions de forte tendance, la résonance multi-cadres permettant de saisir la plupart des tendances majeures. Cependant, elle est généralement utilisée dans les oscillations de la barre latérale, car trop de conditions de confirmation entraînent une rareté du signal.
Environnement de marché idéal: volatilité à un niveau moyen à la hausse, avec une tendance clairement orientée. Ne convient pas aux transactions à haute fréquence et à l’arbitrage sur les marchés volatiles.
Remarque de risque: les résultats de la revue historique ne sont pas représentatifs des gains futurs, la stratégie présente un risque de pertes continues. Les performances varient considérablement selon les environnements de marché, ce qui nécessite une gestion rigoureuse des fonds et un contrôle des risques.
Code source de la stratégie
/*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)