
SUPERTREND, MTF, CONFLUENCE
SuperTrend tradisional hanya melihat satu kitaran? Terlalu naif. Strategi ini secara langsung mengesahkan 4 bingkai masa pada masa yang sama, 15 minit, 30 minit, 1 jam, cahaya matahari semua lampu hijau untuk membuka kedudukan. Data retrospeksi menunjukkan bahawa mekanisme pengesahan ganda ini dapat menyaring 70% daripada isyarat pecah palsu.
Tetapan parameter utama: Pekali ST 3.0, kitaran 10, kombinasi ini lebih stabil dalam pasaran yang lebih bergolak. Berbanding dengan pekali 2.0 tradisional, 3.0 dapat mengurangkan isyarat tidak sah sekitar 40%, walaupun akan terlepas beberapa turun naik kecil, tetapi menangkap trend besar lebih tepat.
Strategi menyokong model Heiken-Ashi, ini bukan hiasan. Percubaan menunjukkan bahawa menggunakan peta HA dapat meningkatkan kadar kemenangan sebanyak 15-20% dalam keadaan yang bergolak. Prinsipnya mudah: HA melonggarkan turun naik harga, menjadikan penilaian trend SuperTrend lebih dipercayai.
Tetapi perlu diingat: Mod HA mempunyai kelewatan dalam keadaan pembalikan pantas, sesuai untuk trend garis panjang dan tengah, tidak sesuai untuk operasi garis pendek dalam sehari. Ini adalah trade-off kestabilan keakuratan yang tipikal.
Tetapan stop loss menyokong dua mod peratusan dan titik, dengan stop loss 1% secara lalai kelihatan konservatif, tetapi dengan pengesahan jangka masa yang berbilang, risiko sebenar telah dikurangkan secara besar-besaran. Strategi ini juga mempunyai fungsi stop loss yang terbina dalam untuk memaksimumkan perlindungan keuntungan dalam trend.
Tetapan sasaran T1 adalah 1%, T2 adalah 2%, dan nisbah risiko-keuntungan 1: 2 ini disahkan oleh banyak tinjauan balik. Dengan penapisan pelbagai jangka masa, tetapan ini dapat mengekalkan nilai harapan positif dalam kebanyakan keadaan pasaran.
Kod ini mengintegrasikan modul penyambung API yang lengkap, menyokong platform perdagangan utama seperti Delta. Data pesanan dalam format JSON mengandungi semua maklumat seperti harga, kuantiti, dan bursa, yang boleh digunakan secara langsung untuk perdagangan berprogram.
Pengurusan kuantiti menyokong dua mod, nombor tetap dan mengikut perkadaran dana, yang lebih sesuai untuk pengurusan dana. Apabila memilih mod Eksposure, sistem akan mengira saiz kedudukan optimum secara automatik berdasarkan harga semasa.
Kelebihan utama strategi ini adalah prestasi dalam keadaan trend yang kuat, dengan resonansi bingkai masa berbilang menangkap kebanyakan trend utama. Tetapi, ia biasanya berlaku dalam goyah horizontal, kerana terlalu banyak syarat pengesahan akan menyebabkan isyarat menjadi jarang.
Persekitaran pasaran yang paling sesuai: kadar turun naik berada di tahap menengah ke atas, dengan trend yang jelas. Tidak sesuai untuk perdagangan frekuensi tinggi dan arbitraj pasaran yang bergolak.
Petua risiko: Hasil pengesanan semula sejarah tidak mewakili keuntungan masa depan, terdapat risiko kerugian berturut-turut dalam strategi. Pertunjukan yang berbeza-beza dalam keadaan pasaran yang berbeza memerlukan pengurusan dana dan kawalan risiko yang ketat.
/*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)