TREND FAILURE CONFIRMATION Гайд по трейдингу

The Trend Failure Confirmation — это квантитативный инструмент технического анализа. Trend Failure Confirmation (TFC) Detects when a mature trend stops extending and then fails with confirmation. The model combines:

Что показывает индикатор?

• Структура рынка и импульс: Визуализирует преобладающие направления тренда и ключевые зоны разворота.
• Сигналы ПОКУПКА / ПРОДАЖА: Отмечает подтвержденные точки входа и выхода на основе алгоритмических правил.
• Динамические границы: Предоставляет адаптивные уровни для управления рисками и целями сделки.

Ключевые настройки

• Trend EMA Длина (trendLen): Controls the calculation period and sensitivity for market detection.
• ATR Длина (atrLen): Controls the calculation period and sensitivity for market detection.
• Efficiency Длина (erLen): Controls the calculation period and sensitivity for market detection.
• Slope Lookback (slopeLookback): Controls the calculation period and sensitivity for market detection.
• Extension ATR (extensionAtr): Controls the calculation period and sensitivity for market detection.
• ER Smoothing (erSmooth): Controls the calculation period and sensitivity for market detection.
• Exhaustion Порог (exhaustThr): Controls the calculation period and sensitivity for market detection.
• Confirm Порог (confirmThr): Controls the calculation period and sensitivity for market detection.
• Signal EMA Длина (signalLen): Controls the calculation period and sensitivity for market detection.
• TFC Score (tfc): Controls the calculation period and sensitivity for market detection.
• Signal (signal): Controls the calculation period and sensitivity for market detection.
• Bull Confirm (upper): Controls the calculation period and sensitivity for market detection.
• Bear Confirm (lower): Controls the calculation period and sensitivity for market detection.
• Zero (zero): Controls the calculation period and sensitivity for market detection.
• TFC Score (tfc): Controls the calculation period and sensitivity for market detection.
• Signal Line (signal): Controls the calculation period and sensitivity for market detection.
• Bull Failure Strength (bullStrength): Controls the calculation period and sensitivity for market detection.
• Bear Failure Strength (bearStrength): Controls the calculation period and sensitivity for market detection.
• Bull Confirm (bullConfirm): Controls the calculation period and sensitivity for market detection.
• Bear Confirm (bearConfirm): Controls the calculation period and sensitivity for market detection.
• Bull Early Exhaustion (bullExhaust): Controls the calculation period and sensitivity for market detection.
• Bear Early Exhaustion (bearExhaust): Controls the calculation period and sensitivity for market detection.

Как использовать параметры стратегии (Condition Source)

В модуле Strategy Tester этот индикатор можно использовать как прямой источник сигналов, так и в качестве фильтра состояния рынка.

1. События сигналов

• bullConfirm - Bull Confirm event signal.
• bearConfirm - Bear Confirm event signal.
• bullExhaust - Bull Early Exhaustion event signal.
• bearExhaust - Bear Early Exhaustion event signal.

2. Фильтры и торговые уровни

• trendLen - Trend EMA Длина value used for structural qualification or thresholds.
• atrLen - ATR Длина value used for structural qualification or thresholds.
• erLen - Efficiency Длина value used for structural qualification or thresholds.
• slopeLookback - Slope Lookback value used for structural qualification or thresholds.
• extensionAtr - Extension ATR value used for structural qualification or thresholds.
• erSmooth - ER Smoothing value used for structural qualification or thresholds.
• exhaustThr - Exhaustion Порог value used for structural qualification or thresholds.
• confirmThr - Confirm Порог value used for structural qualification or thresholds.
• signalLen - Signal EMA Длина value used for structural qualification or thresholds.
• tfc - TFC Score value used for structural qualification or thresholds.
• signal - Signal value used for structural qualification or thresholds.
• upper - Bull Confirm value used for structural qualification or thresholds.
• lower - Bear Confirm value used for structural qualification or thresholds.
• zero - Zero value used for structural qualification or thresholds.
• tfc - TFC Score value used for structural qualification or thresholds.
• signal - Signal Line value used for structural qualification or thresholds.
• bullStrength - Bull Failure Strength value used for structural qualification or thresholds.
• bearStrength - Bear Failure Strength value used for structural qualification or thresholds.

Пример стратегии: Вход в лонг, когда buySignal == true и trendFilter == 1, что гарантирует соответствие сделок основному импульсу рынка.