マルチタイムフレームスーパートレンド共鳴
作成日:
2026-02-27 18:00:16
最終変更日:
2026-03-03 10:35:25
コピー:
7
クリック数:
110
ianzeng123
2
フォロー
413
フォロワー
SUPERTREND, MTF, CONFLUENCE
4つのタイムフレームが同時に確認され,それが真のトレンドの共鳴です.
伝統的なスーパートレンドは単一の周期だけを見るのはあまりにも無知である.この戦略は,直接上4つの時間枠で同時に検証し,15分,30分,1時間,日線がすべて緑灯になる前にポジションを開く.この複数の確認メカニズムが,偽の突破信号の70%を効果的にフィルタリングすることを,回顧データが示している.
キーパラメータ設定:ST倍数3.0,周期10,この组合は波動性の高い市場でより安定したパフォーマンスを発揮する.従来の2.0倍数と比較して,3.0は無効信号を約40%削減し,いくつかの小さな波動を逃すが,大きなトレンドを把握するより正確である.
ハイケーン・アヒルトは,騒音フィルタリングの効果を倍増させました.
戦略はハイケンアッシュモデルを支えるもので,装飾品ではない.実験では,震動の状況でHA図を使用すると,勝率を15-20%向上させることが示されている.原理はシンプルです.HAは価格の変動を平らにし,スーパートレンドのトレンド判断をより信頼できます.
しかし注意:HAモードは,急速な逆転状況で遅滞があり,中長線トレンド追跡に適しており,日中のショートライン操作には適していません. これは,典型的な精度交換の安定性のトレードオフです.
リスク管理は信号生成よりも重要
ストップレスト設定は,パーセントと点数の両方のモードをサポートします. 既定の1%のストップは保守的に見えますが,複数の時間枠で確認すると,実際のリスクは大幅に低下しています. 戦略には,トレンド中の利益保護を最大化するストップトラッキング機能も内蔵されています.
目標設定T1は1%,T2は2%,この1:2のリスク/利益比は,大量にリターンテストによって検証されている.複数のタイムフレームのフィルタリングを伴うこの設定は,ほとんどの市場環境で正の期待値を維持することができる.
固体ディスクの接続機能は,回測から実戦の無接続まで
コードには,Deltaなどの主流取引プラットフォームをサポートする完全なAPIペアリングモジュールが統合されています. JSON形式の注文データは,価格,数量,取引所などのすべての情報を含んでおり,直接取引プログラムに使用できます.
数量管理は固定手数と資金比率の2つのモードをサポートしており,後者は資金管理に適しています.Exposureモードを選択すると,システムは現在の価格に基づいて最適なポジションのサイズを自動的に計算します.
適用可能なシナリオ: 傾向がはっきりした一方的な状況
この策略の最大の優点は,強力なトレンドの状況でのパフォーマンスであり,多時間枠共振は,ほとんどの主要なトレンドを捕捉することができる.しかし横盤振動では,過剰な確認条件が信号の希少性を引き起こすため,一般的である.
最適な市場環境:波動率が中等上向きで,明確な方向性のあるトレンド状況.高周波取引と波動的な市場利には適さない.
リスクヒント:過去の反省結果は,将来の利益を意味しない.戦略は,連続した損失のリスクがある.異なる市場環境では,厳しい資金管理とリスク管理を必要とする,大きな差異がある.
ストラテジーソースコード
/*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)