Trump did not say what flag he meant.  However, we can infer.  The logical assumption of which, would be the American Flag.  The one with the stars and stripes that are red, white, and blue.

At Trump's rallies, I see the familiar faces of groupies that follow him around the country.  Oh, and the one black guy that manages to snag a seat behind Trump?  Now, he's a *real* "nut case".  Check him out at his web site: Gods2.com 

https://www.washingtonpost.com/news/morning-mix/wp/2017/08/23/the-strange-story-of-that-blacks-for-trump-guy-standing-behind-potus-at-his-phoenix-rally/?utm_term=.8205e4df5a1c