Noon Barbari
Registrati

← Torna alla libreria di strategie

Trend followingLong e short15m1h4h1d

Blackflag FTS strategy

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

Apri nella dashboard →

Tesi

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

Si adatta ai setup Trend following — funziona meglio quando il comportamento del mercato sottostante combacia con la tesi, e si rompe quando no. Abbinala alla modalità walk-forward del backtester prima di impegnare capitale reale.

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.

Set di regole YAML

Incollalo nella scheda «Text» del Strategy Designer, oppure usa il pulsante della dashboard sopra per caricarlo come template.

_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

Indicatori

  • 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.

Condizioni d'ingresso

Il bot apre una posizione nella candela successiva al verificarsi di tutte le condizioni qui sotto.

  • 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.

Condizioni di uscita

Una qualsiasi delle condizioni qui sotto chiude la posizione.

  • 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.

Comportamento atteso

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.

Carattere della curva di equity, non una previsione di rendimento. I backtest non sono promesse sulla performance live.

Provala con i tuoi dati

Apri il template nella dashboard per fare backtest su BTC, ETH o qualsiasi simbolo CCXT — oppure copia il YAML nel Strategy Designer per modificarlo prima.

Apri nella dashboard →

Il comportamento passato nei backtest non garantisce la performance futura. I mercati cambiano; i set di regole vanno rivalidati. Si fa trading a proprio rischio.