TREND REGIME CLASSIFIER Гайд по трейдингу

The Trend Regime Classifier — это квантитативный инструмент технического анализа. Trend Regime Classifier Indicator Classifies the market into three states (Regimes): 1. Up Trend (Бычий) - highlighted green

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

• Regime Method (method): Controls the calculation period and sensitivity for market detection.
• Main Период (period): Controls the calculation period and sensitivity for market detection.
• Порог / Чувствительность (threshold): Controls the calculation period and sensitivity for market detection.
• Show Background Highlight (showBackground): Controls the calculation period and sensitivity for market detection.
• Show Transition Signals (showSignals): Controls the calculation period and sensitivity for market detection.
• Show Reference Lines (showLines): Controls the calculation period and sensitivity for market detection.
• Confirmation Bars (Smoothing) (confirmBars): Controls the calculation period and sensitivity for market detection.
• Reference Value (referenceValue): Controls the calculation period and sensitivity for market detection.
• Upper Band / Level (referenceUpper): Controls the calculation period and sensitivity for market detection.
• Lower Band / Level (referenceLower): Controls the calculation period and sensitivity for market detection.
• Regime State (1/-1/0) (regime): Controls the calculation period and sensitivity for market detection.
• Buy/Up Signal (buySignal): Controls the calculation period and sensitivity for market detection.
• Sell/Down Signal (sellSignal): Controls the calculation period and sensitivity for market detection.
• Mush/Flat Signal (mushSignal): 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

• buySignal - Buy/Up Signal event signal.
• sellSignal - Sell/Down Signal event signal.
• mushSignal - Mush/Flat Signal event signal.

2. Фильтры и торговые уровни

• method - Regime Method value used for structural qualification or thresholds.
• period - Main Период value used for structural qualification or thresholds.
• threshold - Порог / Чувствительность value used for structural qualification or thresholds.
• showBackground - Show Background Highlight value used for structural qualification or thresholds.
• showSignals - Show Transition Signals value used for structural qualification or thresholds.
• showLines - Show Reference Lines value used for structural qualification or thresholds.
• confirmBars - Confirmation Bars (Smoothing) value used for structural qualification or thresholds.
• referenceValue - Reference Value value used for structural qualification or thresholds.
• referenceUpper - Upper Band / Level value used for structural qualification or thresholds.
• referenceLower - Lower Band / Level value used for structural qualification or thresholds.
• regime - Regime State (1/-1/0) 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.