সংক্ষিপ্ত বিবরণঃ এই কৌশলটি একটি অনন্য পতাকা স্বীকৃতি পদ্ধতি অর্জনের জন্য সুপরিচিত সুপারট্রেন্ড সূচকটির সাথে পতাকা প্যাটার্ন ব্রেকআউট পদ্ধতিটি চতুরভাবে একত্রিত করে। এটি কেবল প্রচলিত পতাকা প্যাটার্নগুলি সনাক্ত করতে পারে না, তবে প্রবণতার দিক নির্ধারণ এবং সম্ভাব্য স্টপ লস স্তর সেট করতে সুপারট্রেন্ড সূচকটিও ব্যবহার করতে পারে।
কৌশলগত যুক্তি:
পতাকা প্যাটার্ন এবং শূন্য-বঞ্চিত সুপারট্রেন্ডের নির্বিঘ্নে সংহতকরণ একটি সহজ-থেকে-ব্যবহারের প্রবণতা অনুসরণকারী কৌশল তৈরি করে, পতাকা স্বীকৃতি এবং সুপারট্রেন্ড স্টপ লসকে সুসংগতভাবে একত্রিত করে।
উপকারিতা:
ঐতিহ্যগত এবং আধুনিক কৌশল মিশ্রণ ক্লাসিক্যাল চার্ট প্যাটার্ন বিশ্লেষণ এবং আধুনিক ট্রেন্ড অনুসরণকারী কৌশলগুলির সংমিশ্রণ এটিকে একটি সত্যিকারের অনন্য হাইব্রিড কৌশল করে তোলে।
অন্তর্নির্মিত ঝুঁকি ব্যবস্থাপনা
সুপারট্রেন্ড প্রতিটি ট্রেডের জন্য স্টপ লস এর স্পষ্ট মাত্রা নির্ধারণ করে, যা ঝুঁকি ব্যবস্থাপনার ক্ষমতা বাড়ায়।
ব্যবহার করা সহজ কৌশলটি ব্যবসায়ীদের জন্য তাদের পছন্দ এবং ট্রেডিং স্টাইলের সাথে সামঞ্জস্য করার জন্য বিভিন্ন কাস্টমাইজযোগ্য পরামিতি সরবরাহ করে। সহজ কিন্তু শক্তিশালী।
বিস্তৃত দ্বি-দিকের লেনদেন একই সময়ে দীর্ঘ ও স্বল্প ব্যবসায়ের জন্য সমর্থন এই কৌশলকে সর্বজনীনভাবে সমস্ত বাজার পরিবেশে প্রযোজ্য করে তোলে।
ঝুঁকি:
ব্যর্থ পতাকা যখন সংহতকরণ সংজ্ঞায়িত পরামিতিগুলির বাইরে চলে যায়, তখন পতাকা ব্যর্থ হতে পারে, যার ফলে খারাপ সংকেত পাওয়া যায়।
সুপারট্রেন্ড লেগিং সুপারট্রেন্ড লাইনে ট্রেন্ড বিপরীতমুখী হওয়ার ক্ষেত্রে কিছুটা বিলম্ব রয়েছে। বড় স্লিপিং টার্নিং পয়েন্টের আশেপাশে ঘটতে পারে।
প্যারামিটার নির্ভরতা
কৌশল কর্মক্ষমতা বিভিন্ন পরামিতি সেটিংসের সাথে উল্লেখযোগ্যভাবে পরিবর্তিত হয়। সর্বোত্তম পরামিতিগুলি খুঁজে পেতে ব্যাপক অপ্টিমাইজেশান প্রয়োজন।
দিকনির্দেশমূলক পক্ষপাত কেবলমাত্র একটি দিকনির্দেশক ট্রেডিং নির্বাচন করা অ্যাপ্লিকেশনটির সুযোগকে সীমাবদ্ধ করে। দ্বি-মুখী ট্রেডিংয়ের পরামর্শ দেওয়া হয়।
উন্নতির সুযোগ:
উপসংহারঃ
সুপারট্রেন্ড এনহ্যান্সড ফ্ল্যাগ ফাইন্ডার কৌশলটি চার্ট প্যাটার্ন বিশ্লেষণের ভবিষ্যদ্বাণীমূলক শক্তিকে সুপারট্রেন্ড গতি অনুসরণের সময়োপযোগীতার সাথে একচেটিয়াভাবে একত্রিত করে। ট্যুরযোগ্য পরামিতিগুলি ব্যবসায়ীদের তাদের ব্যক্তিগত পছন্দ এবং ট্রেডিং সম্পদ অনুসারে এটি কাস্টমাইজ করার জন্য বিশাল কাস্টমাইজযোগ্যতা সরবরাহ করে, যখন ব্যবহার করা সহজ নকশাটি এটিকে বিস্তৃত অ্যাপ্লিকেশনগুলির জন্য অ্যাক্সেসযোগ্য করে তোলে। সামগ্রিকভাবে একটি বুদ্ধিমানভাবে সংহত, অত্যন্ত ব্যবহারিক পতাকা প্যাটার্ন স্বীকৃতি কৌশল।
/*backtest start: 2023-11-24 00:00:00 end: 2023-12-24 00:00:00 period: 1h basePeriod: 15m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © Amphibiantrading //@version=5 strategy("TrendGuard Flag Finder - Strategy [presentTrading]", overlay = true, precision=3, default_qty_type=strategy.cash, commission_value= 0.1, commission_type=strategy.commission.percent, slippage= 1, currency=currency.USD, default_qty_type = strategy.percent_of_equity, default_qty_value = 10, initial_capital= 10000) //inputs //user controlled settings for the indicator, separated into 4 different groups // Add a button to choose the trading direction tradingDirection = input.string("Both","Trading Direction", options=["Long", "Short", "Both"]) // Supertrend parameters SupertrendPeriod = input(10, "Supertrend Length",group ='SuperTrend Criteria') SupertrendFactor = input.float(4.0, "Supertrend Factor", step = 0.01,group ='SuperTrend Criteria') // Flag parameters var g1 = 'Bull Flag Criteria' max_depth = input.float(5, 'Max Flag Depth', step = .25, minval = 2.0, group = g1, tooltip = 'Maximum pullback allowed from flag high to flag low') max_flag = input.int(7, 'Max Flag Length', group = g1, tooltip = 'The maximum number of bars the flag can last') min_flag = input.int(3, 'Min Flag Length', group = g1, tooltip = 'The minimum number of bars required for the flag') poleMin = input.float(3.0, 'Prior Uptrend Minimum', group = g1, tooltip = 'The minimum percentage gain required before a flag forms') poleMaxLen = input.int(13, 'Max Flag Pole Length', minval = 1, group = g1, tooltip = 'The maximum number of bars the flagpole can be') poleMinLen = input.int(7, 'Min Flag Pole Length', minval = 1, group = g1, tooltip = 'The minimum number of bars required for the flag pole') var g2 = 'Bear Flag Criteria' max_rally = input.float(5, 'Max Flag Rally', step = .25, minval = 2.0, group = g2, tooltip = 'Maximum rally allowed from flag low to flag low') max_flagBear = input.int(7, 'Max Flag Length', group = g2, tooltip = 'The maximum number of bars the flag can last') min_flagBear = input.int(3, 'Min Flag Length', group = g2, tooltip = 'The minimum number of bars required for the flag') poleMinBear = input.float(3.0, 'Prior Downtrend Minimum', group = g2, tooltip = 'The minimum percentage loss required before a flag forms') poleMaxLenBear = input.int(13, 'Max Flag Pole Length', minval = 1, group = g2, tooltip = 'The maximum number of bars the flagpole can be') poleMinLenBear = input.int(7, 'Min Flag Pole Length', minval = 1, group = g2, tooltip = 'The minimum number of bars required for the flag pole') var g3 = 'Bull Flag Display Options' showF = input.bool(true, 'Show Bull Flags', group = g3) showBO = input.bool(true,'Show Bull Flag Breakouts', group = g3) lineColor = input.color(color.green, 'Bull Line Color', group = g3) lineWidth = input.int(2, 'Bull Line Width', minval = 1, maxval = 5, group = g3) var g4 = 'Bear Flag Display Options' showBF = input.bool(true, 'Show Bear Flags', group = g4) showBD = input.bool(true,'Show Bear Flag Breakdowns', group = g4) lineColorBear = input.color(color.red, 'Bear Flag Line Color', group = g4) lineWidthBear = input.int(2, 'Bear Flag Line Width', minval = 1, maxval = 5, group = g4) //variables //declare starting variables used for identfying flags var baseHigh = high, var startIndex = 0, var flagLength = 0, var baseLow = low var lowIndex = 0, var flagBool = false, var poleLow = 0.0, var poleLowIndex = 0 var line flagHLine = na, var line flagLLine = na, var line flagPLine = na // bear flag variables var flagLowBear = high, var startIndexBear = 0, var flagLengthBear = 0, var flagHigh = low var highIndex = 0, var flagBoolBear = false, var poleHigh = 0.0, var polehighIndex = 0 var line flagBearHLine = na, var line flagBearLLine = na, var line flagBearPLine = na //find bull flag highs // check to see if the current bars price is higher than the previous base high or na and then sets the variables needed for flag detection if high > baseHigh or na(baseHigh) baseHigh := high startIndex := bar_index flagLength := 0 baseLow := low lowIndex := bar_index // check to see if the low of the current bar is lower than the base low, if it is set the base low to the low if high <= baseHigh and low < baseLow baseLow := low lowIndex := bar_index // moves the base low from the base high bar_index to prevent the high and low being the same bar if high <= baseHigh and lowIndex == startIndex baseLow := low lowIndex := bar_index //find bear flag lows // check to see if the current bars price is lower than the previous flag low or na and then sets the variables needed for flag detection if low < flagLowBear or na(flagLowBear) flagLowBear := low startIndexBear := bar_index flagLengthBear := 0 flagHigh := high highIndex := bar_index // check to see if the high of the current bar is higher than the flag high, if it is set the flag high to the high if low >= flagLowBear and high > flagHigh flagHigh := high highIndex := bar_index // moves the flag high from the flag low bar_index to prevent the high and low being the same bar if low >= flagLowBear and highIndex == startIndexBear flagHigh := high highIndex := bar_index //calulations bullish findDepth = math.abs(((baseLow / baseHigh) - 1) * 100) //calculate the depth of the flag poleDepth = ((baseHigh / poleLow)- 1) * 100 // calculate the low of the flag pole to the base high lower_close = close < close[1] // defines a lower close //calculations bearish findRally = math.abs(((flagHigh / flagLowBear) - 1) * 100) //calculate the rally of the flag poleDepthBear = ((flagLowBear / poleHigh)- 1) * 100 // calculate the high of the flag pole to the low high higher_close = close > close[1] // defines a higher close //start the counters // begins starting bars once a high is less than the flag high if high < baseHigh and findDepth <= max_depth or (high == baseHigh and lower_close) flagLength += 1 else flagLength := 0 // begins starting bars once a low is higher than the flag low if low > flagLowBear and findRally <= max_rally or (low == flagLowBear and higher_close) flagLengthBear += 1 else flagLengthBear := 0 // check for prior uptrend / downtrend to meet requirements // loops through all the bars from the minimum pole length to the maximum pole length to check if the prior uptrend requirements are met and sets the variables to their new values if high == baseHigh for i = poleMinLen to poleMaxLen if ((high / low[i]) - 1) * 100 >= poleMin flagBool := true poleLow := low[i] poleLowIndex := bar_index[i] break // loops through all the bars from the minimum pole length to the maximum pole length to check if the prior downtrend requirements are met and sets the variables to their new values if low == flagLowBear for i = poleMinLenBear to poleMaxLenBear if math.abs(((low / high[i]) - 1) * 100) >= poleMinBear flagBoolBear := true poleHigh := high[i] polehighIndex := bar_index[i] break // reset variables if criteria for a flag is broken // if the depth of the bull flag is greater than the maximum depth limit or the flag lasts longer than the maximum length everything is reset to beging looking for a new flag if findDepth >= max_depth or flagLength > max_flag flagBool := false flagLength := 0 baseHigh := na startIndex := na lowIndex := na baseLow := na // if the rally of the bear flag is greater than the maximum rally limit or the flag lasts longer than the maximum length everything is reset to beging looking for a new flag if findRally >= max_rally or flagLengthBear > max_flagBear flagBoolBear := false flagLengthBear := 0 flagLowBear := na startIndexBear := na highIndex := na flagHigh := na // reset the variables and begin looking for a new bull flag if price continues higher before the minimum flag length requirement is met if high > baseHigh[1] and flagLength < min_flag baseHigh := high flagLength := 0 startIndex := bar_index lowIndex := bar_index baseLow := low // reset the variables and begin looking for a new bear flag if price continues lower before the minimum bear flag length requirement is met if low < flagLowBear[1] and flagLengthBear < min_flagBear flagLowBear := low flagLengthBear := 0 startIndexBear := bar_index highIndex := bar_index flagHigh := high //define the flags // if all requirements are met a bull flag is true, flagBool is true, flag length is less than maximum set length and more than miminum required. The prior run up also meets the requirements for length and price flag = flagBool == true and flagLength < max_flag and findDepth < max_depth and flagLength >= min_flag and startIndex - poleLowIndex <= poleMaxLen // if all requirements are met a bear flag is true, flagBoolBear is true, flag length is less than maximum set length and more than miminum required. The prior downtrend also meets the requirements for length and price bearFlag = flagBoolBear == true and flagLengthBear < max_flagBear and findRally < max_rally and flagLengthBear >= min_flagBear and startIndexBear - polehighIndex <= poleMaxLen //define flags, breakouts, breadowns // a breakout is defined as the high going above the flag high and the length of the flag is greater than the minimum requirement. The flag boolean must also be true breakout = high > baseHigh[1] and flagLength >= min_flag and flagBool == true //a breakdown is defined as the depth of the flag being larger than user set parameter or the length of the flag exceeded the maximum flag length breakdown = findDepth >= max_depth or flagLength > max_flag // a separate variable to have breakouts only plot once using a plotshape plotBO = flag[1] and high > baseHigh[1] and flagLength[1] >= min_flag and flagBool == true // a bear flag breakout is defined as the low going below the flag low and the length of the flag is greater than the minimum requirement. The flag boolean must also be true breakoutBear = low < flagLowBear[1] and flagLengthBear >= min_flagBear and flagBoolBear == true //a breakdown is defined as the rally of the flag being larger than user set parameter or the length of the flag exceeded the maximum flag length breakdownBear = findRally >= max_rally or flagLengthBear > max_flagBear // a separate variable to have breakouts only plot once using a plotshape plotBD = bearFlag[1] and low < flagLowBear[1] and flagLengthBear[1] >= min_flagBear and flagBoolBear == true // // if a bul flag is detected and the user has bull flags selected from the settings menu draw it on the chart // if flag and showF // //if a flag was detected on the previous bar, delete those lines and allow for new lines to be drawn // if flag[1] // line.delete(flagHLine[1]), line.delete(flagLLine[1]), line.delete(flagPLine[1]) // //draw new lines // flagHLine := line.new(startIndex, baseHigh, bar_index, baseHigh, color=lineColor, width = lineWidth) // flagLLine := line.new(startIndex, baseLow, bar_index, baseLow, color=lineColor, width = lineWidth) // flagPLine := line.new(poleLowIndex +1, poleLow, startIndex , baseLow, color=lineColor, width = lineWidth) // // if a bear flag is detected and the user has bear flags selected from the settings menu draw it on the chart // if bearFlag and showBF // //if a bear flag was detected on the previous bar, delete those lines and allow for new lines to be drawn // if bearFlag[1] // line.delete(flagBearHLine[1]), line.delete(flagBearLLine[1]), line.delete(flagBearPLine[1]) // //draw new lines // flagBearHLine := line.new(startIndexBear, flagHigh, bar_index, flagHigh, color=lineColorBear, width = lineWidthBear) // flagBearLLine := line.new(startIndexBear, flagLowBear, bar_index, flagLowBear, color=lineColorBear, width = lineWidthBear) // flagBearPLine := line.new(polehighIndex + 1, poleHigh, startIndexBear , flagHigh, color=lineColorBear, width = lineWidthBear) //reset variables if a breakout occurs if breakout // bull flag - high gets above flag high flagLength := 0 baseHigh := high startIndex := bar_index lowIndex := bar_index baseLow := low if breakoutBear // bear flag - low gets below flag low flagLengthBear := 0 flagLowBear := low startIndexBear := bar_index highIndex := bar_index flagHigh := high //reset the variables and highs from a failed bull flag. This allows stocks below previous highs to find new flags highest = ta.highest(high, 10) // built in variable that finds the highest high lookingback the past 10 bars if breakdown or flagLength == max_flag flagBool := false baseHigh := highest startIndex := bar_index lowIndex := bar_index baseLow := low //reset the variables and lows from a failed bear flag. This allows stocks above previous lows to find new flags lowest = ta.lowest(low, 10) // built in variable that finds the lowest low lookingback the past 10 bars if breakdownBear or flagLengthBear == max_flagBear flagBoolBear := false flagLowBear := lowest startIndexBear := bar_index highIndex := bar_index flagHigh := high // if a flag breakdowns remove the lines from the chart // if (breakdown and flag[1]) // line.delete(flagHLine) // line.delete(flagLLine) // line.delete(flagPLine) // if (breakdownBear and bearFlag[1]) // line.delete(flagBearHLine) // line.delete(flagBearLLine) // line.delete(flagBearPLine) //plot breakouts // use a plotshape to check if there is a breakout and the show breakout option is selected. If both requirements are met plot a shape at the breakout bar plotshape(plotBO and showBO and showF, 'Breakout', shape.triangleup, location.belowbar, color.green) // use a plotshape to check if there is a breakout and the show breakout option is selected. If both requirements are met plot a shape at the breakout bar plotshape(plotBD and showBD and showBF, 'Breakout', shape.triangledown, location.abovebar, color.red) // Define entry and exit conditions based on the indicator bullishEntryFlag = plotBO and showBO and showF bearishEntryFlag = plotBD and showBD and showBF // Calculate Supertrend [supertrend, direction] = ta.supertrend(SupertrendFactor, SupertrendPeriod) bodyMiddle = plot((open + close) / 2, display=display.none) upTrend = plot(direction < 0 ? supertrend : na, "Up Trend", color = color.green, style=plot.style_linebr) downTrend = plot(direction < 0? na : supertrend, "Down Trend", color = color.red, style=plot.style_linebr) fill(bodyMiddle, upTrend, color.new(color.green, 90), fillgaps=false) fill(bodyMiddle, downTrend, color.new(color.red, 90), fillgaps=false) // Define entry and exit conditions based on the indicator bullishEntryST = direction < 0 bearishEntryST = direction > 0 // Entry bullishEntry = bullishEntryFlag and bullishEntryST bearishEntry = bearishEntryFlag and bearishEntryST // Modify entry and exit conditions based on the selected trading direction if (bullishEntry and (tradingDirection == "Long" or tradingDirection == "Both")) strategy.entry("Buy", strategy.long) strategy.exit("Sell", "Buy", stop=supertrend) if (bearishEntry and (tradingDirection == "Short" or tradingDirection == "Both")) strategy.entry("Sell", strategy.short) strategy.exit("Cover", "Sell", stop=supertrend) // Exit conditions if (strategy.position_size > 0 and bearishEntry and (tradingDirection == "Long" or tradingDirection == "Both")) // If in a long position and bearish entry condition is met strategy.close("Buy") if (strategy.position_size < 0 and bullishEntry and (tradingDirection == "Short" or tradingDirection == "Both")) // If in a short position and bullish entry condition is met strategy.close("Sell")