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TrendfolgeLong & Short15m1h4h1d

Blackflag FTS strategy

SuperTrend regime gates three layered Fib pullback entries — long, short, mirrored.

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These

SuperTrend regime gates three layered Fib pullback entries — long, short, mirrored.

Passt zu Trendfolge-Setups — funktioniert am besten, wenn das Marktverhalten zur These passt, und versagt, wenn nicht. Vor echtem Kapitaleinsatz mit dem Walk-Forward-Modus des Backtesters kombinieren.

Calm during chop because no regime is established; bursts of activity when a clean trend prints and price wicks into the Fib zone. Pullback re-entries cluster around the trail line, so the equity curve looks like staircase steps inside each trend leg.

YAML-Regelwerk

Füge das im Tab „Text" des Strategy Designers ein oder nutze die Dashboard-Schaltfläche oben, um es als Template zu laden.

_template:
  title: Blackflag FTS — SuperTrend + Fib pullback ladder
  category: trend_following
  skill: intermediate
name: blackflag_fts
weight: 1.0
long_only: false
indicators:
  bf:
    kind: blackflag_fts
    atr_period: 28
    atr_factor: 5
    trail_type: modified
    fib1: 0.618
    fib2: 0.786
    fib3: 0.886
  c:
    kind: sma
    period: 1
entry:
  combine: OR
  rules:
    - combine: AND
      direction: long
      rules:
        - {lhs: {indicator: bf, field: state}, op: eq, rhs: {value: 1}}
        - {lhs: {indicator: c}, op: crosses_down, rhs: {indicator: bf, field: fib1}}
    - combine: AND
      direction: long
      rules:
        - {lhs: {indicator: bf, field: state}, op: eq, rhs: {value: 1}}
        - {lhs: {indicator: c}, op: crosses_down, rhs: {indicator: bf, field: fib2}}
    - combine: AND
      direction: long
      rules:
        - {lhs: {indicator: bf, field: state}, op: eq, rhs: {value: 1}}
        - {lhs: {indicator: c}, op: crosses_down, rhs: {indicator: bf, field: fib3}}
    - combine: AND
      direction: short
      rules:
        - {lhs: {indicator: bf, field: state}, op: eq, rhs: {value: -1}}
        - {lhs: {indicator: c}, op: crosses_up, rhs: {indicator: bf, field: fib1}}
    - combine: AND
      direction: short
      rules:
        - {lhs: {indicator: bf, field: state}, op: eq, rhs: {value: -1}}
        - {lhs: {indicator: c}, op: crosses_up, rhs: {indicator: bf, field: fib2}}
    - combine: AND
      direction: short
      rules:
        - {lhs: {indicator: bf, field: state}, op: eq, rhs: {value: -1}}
        - {lhs: {indicator: c}, op: crosses_up, rhs: {indicator: bf, field: fib3}}
exit:
  combine: OR
  rules:
    - {lhs: {indicator: bf, field: state}, op: crosses_down, rhs: {value: 0}}
    - {lhs: {indicator: bf, field: state}, op: crosses_up, rhs: {value: 0}}
risk:
  trailing_stop_pct: 0.04
  cooldown_bars: 2

Indikatoren

  • bfBlackflag FTS (ATR 28, factor 5)

    Port of Jose Azcarate's Pine v4 Blackflag FTS indicator: a Wilder ATR-band SuperTrend that tracks the trend extreme and projects three Fib pullback levels (61.8 / 78.6 / 88.6 %) inside the active regime.

  • cSMA(1) close wrapper

    One-bar SMA over close so the rule evaluator's crosses_* operators see a real previous value. Without this, bar-level closes collapse prev = now and crossing predicates never fire.

Eintrittsbedingungen

Der Bot eröffnet eine Position in der Kerze nach dem Erfüllen aller unten genannten Bedingungen.

  • Long-side ladder: close crosses down through any of the three Fib levels while Blackflag state = +1 (uptrend).
  • Short-side ladder mirrors above the Fib levels while state = -1.
  • First trigger wins; the trailing stop handles re-entry cadence.

Ausstiegsbedingungen

Jede der folgenden Bedingungen schließt die Position.

  • SuperTrend regime flips through zero in either direction — the framework routes the matching exit to the active position.
  • 4% trailing stop locks in the run; 2-bar cooldown after exit.

Erwartetes Verhalten

Calm during chop because no regime is established; bursts of activity when a clean trend prints and price wicks into the Fib zone. Pullback re-entries cluster around the trail line, so the equity curve looks like staircase steps inside each trend leg.

Beschreibt den Charakter der Equity-Kurve, ist keine Rendite-Prognose. Backtests sind keine Versprechen über Live-Performance.

Probier es mit deinen eigenen Daten

Öffne das Template im Dashboard, um es auf BTC, ETH oder einem beliebigen CCXT-Symbol zu backtesten — oder kopier das YAML in den Strategy Designer, um es vorher zu bearbeiten.

Im Dashboard öffnen →

Vergangenes Verhalten in Backtests ist keine Garantie für künftige Performance. Märkte ändern sich; Regelwerke müssen erneut validiert werden. Trading auf eigenes Risiko.