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Ichimmoku

Enhanced Ichimoku Cloud Strategy V1 [Quant Trading]Overview This strategy combines the powerful Ichimoku Kinko Hyo system with a 171-period Exponential Moving Average (EMA) filter to create a robust trend-following approach. The strategy is designed for traders seeking to capitalize on strong momentum moves while using the Ichimoku cloud structure to identify optimal entry and exit points. This is a patient, low-frequency trading system that prioritizes quality over quantity. In backtesting on Solana, the strategy achieved impressive results with approximately 3600% profit over just 29 trades, demonstrating its effectiveness at capturing major trend movements rather than attempting to profit from every market fluctuation. The extended parameters and strict entry criteria are specifically optimized for Solana's price action characteristics, making it well-suited for traders who prefer fewer, higher-conviction positions over high-frequency trading approaches. What Makes This Strategy Original This implementation enhances the traditional Ichimoku system by: Custom Ichimoku Parameters: Uses non-standard periods (Conversion: 7, Base: 211, Lagging Span 2: 120, Displacement: 41) optimized for different market conditions EMA Confirmation Filter: Incorporates a 171-period EMA as an additional trend confirmation layer State Memory System: Implements a sophisticated memory system to track buy/sell states and prevent false signals Dual Trade Modes: Offers both traditional Ichimoku signals ("Ichi") and cloud-based signals ("Cloud") Breakout Confirmation: Requires price to break above the 25-period high for long entries How It Works Core Components Ichimoku Elements: -Conversion Line (Tenkan-sen): 7-period Donchian midpoint -Base Line (Kijun-sen): 211-period Donchian midpoint -Span A (Senkou Span A): Average of Conversion and Base lines, plotted 41 periods ahead -Span B (Senkou Span B): 120-period Donchian midpoint, plotted 41 periods ahead -Lagging Span (Chikou Span): Current close plotted 41 periods back EMA Filter: 171-period EMA acts as a long-term trend filter Entry Logic (Ichi Mode - Default) A long position is triggered when ALL conditions are met: Cloud Bullish: Span A > Span B (41 periods ago) Breakout Confirmation: Current close > 25-period high Ichimoku Bullish: Conversion Line > Base Line Trend Alignment: Current close > 171-period EMA State Memory: No previous buy signal is still active Exit Logic Positions are closed when: Ichimoku Bearish: Conversion Line < Base Line Alternative Cloud Mode When "Cloud" mode is selected, the strategy uses: Entry: Span A crosses above Span B with additional cloud and EMA confirmations Exit: Span A crosses below Span B with cloud and EMA confirmations Default Settings Explained Strategy Properties Initial Capital: $1,000 (realistic for average traders) Position Size: 100% of equity (appropriate for backtesting single-asset strategies) Commission: 0.1% (realistic for most brokers) Slippage: 3 ticks (accounts for realistic execution costs) Date Range: January 1, 2018 to December 31, 2069 Key Parameters Conversion Periods: 7 (faster than traditional 9, more responsive to price changes) Base Periods: 211 (much longer than traditional 26, provides stronger trend confirmation) Lagging Span 2 Periods: 120 (custom period for stronger support/resistance levels) Displacement: 41 (projects cloud further into future than standard 26) EMA Period: 171 (long-term trend filter, approximately 8.5 months of daily data) How to Use This Strategy Best Market Conditions Trending Markets: Works best in clearly trending markets where the cloud provides strong directional bias Medium to Long-term Timeframes: Optimized for daily charts and higher timeframes Volatile Assets: The breakout confirmation helps filter out weak signals in choppy markets Risk Management The strategy uses 100% equity allocation, suitable for backtesting single strategies Consider reducing position size when implementing with real capital Monitor the 25-period high breakout requirement as it may delay entries in fast-moving markets Visual Elements Green/Red Cloud: Shows bullish/bearish cloud conditions Yellow Line: Conversion Line (Tenkan-sen) Blue Line: Base Line (Kijun-sen) Orange Line: 171-period EMA trend filter Gray Line: Lagging Span (Chikou Span) Important Considerations Limitations Lagging Nature: Like all Ichimoku strategies, signals may lag significant price moves Whipsaw Risk: Extended periods of consolidation may generate false signals Parameter Sensitivity: Custom parameters may not work equally well across all market conditions Backtesting Notes Results are based on historical data and past performance does not guarantee future results The strategy includes realistic slippage and commission costs Default settings are optimized for backtesting and may need adjustment for live trading Risk Disclaimer This strategy is for educational purposes only and should not be considered financial advice. Always conduct your own analysis and risk management before implementing any trading strategy. The unique parameter combinations used may not be suitable for all market conditions or trading styles. Customization Options Trade Mode: Switch between "Ichi" and "Cloud" signal generation Short Trading: Option to enable short positions (disabled by default) Date Range: Customize backtesting period All Ichimoku Parameters: Fully customizable for different market conditions This enhanced Ichimoku implementation provides a structured approach to trend following while maintaining the flexibility to adapt to different trading styles and market conditions.
Pine Script® stratejisi
Quant_Trading_Pro tarafından
Volume Adaptive Chikou Scalping StudyIDEA PLACEMENT This indicator uses “Chikou” cross concept of Ichimoku cloud indicator and enhances usage of High/Low data with Volume Breakout and Volatility based dynamic adaption. I’ve been working on making Moving Averages more adaptive based on Volume Breakout and Volatility but as we know Mas work better on close values. I wanted to create a study that may have maximum data available and that’s how I came up with the concept of making adaptive Ichimoku Cloud. Except, I used different concept than Ichimoku. As we know that Tenkan-sen and Kijun-sen from Ichimoku Cloud average out highest and lowest values within 26 and 9 period respectively but I tried making it Volume Breakout and Volatility based Adaptive but couldn’t get better results. Along the way I came up with an idea of instead of averaging out just keeping the High/Low values data separate and intact and to do so I took Linear regression of High values of Volume Breakout and Volatility based Adaptive dynamic period and similarly with Low values. Then the strategy was to use Chikou for crossover and crossunder indication and for this purpose I used Chikou with same dynamic length as used before in High/Low linear regression. The idea becomes simple as when Adaptive Dynamic Chikou crosses Adaptive Dynamic Linear Regression of High/Low values then Lowest / Highest value within current Adaptive Dynamic Length becomes the next Support / Resistance. SIGNALS Not every Chikou cross would give signal instead signal should be supported by either Volume Breakout or Volatility whatever you have selected from. FIBONACCI EVELOPE BANDS I’ve included ATR based Fibonacci multiple bands which would act as good support/resistance zones. DEFAULT SETTINGS I’ve set default Minimum length to 20 and Maximum length to 50 which I’ve found works best for almost all timeframes but you can change this delta to adpat your timeframe accordingly with more precision. Dynamic length adoption is enabled based on both Volume and Volatility but only one or none of them can also be selected. Trend signals verification is enabled based on Volume but Volatility can also be enabled for more precise confirmations. In “RVSI” settings TFS Volume Oscillator is set to default but others work good too especially Volume Zone Oscillator. For more details about Volume Breakout you can check “MZ RVSI Indicator” ATR breakout is set to be true if period 14 exceeds period 46 but can be changed if more adaption with volatility is required. FURTHER ENHANCEMENTS I’ve used Linear Regression of High/Low values because I found better results with it but SMA and HMA can also be used. I’m planning to perpetually use this study for Dynamically length adaption and trades confirmations in other strategies.
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MightyZinger tarafından
3
Ichimoku Clouds Strong Bullish/Bearish signals and alertsIchimoku Clouds Strong Bullish/Bearish signals with allerts The Ichimoku cloud was developed by Goichi Hosoda, a Japanese journalist, and published in the late 1960s. It provides more data points than the standard candlestick chart. While it seems complicated at first glance, those familiar with how to read the charts often find it easy to understand with well-defined trading signals. We provide you easy-to-use script which helps to decrypt meaning of lines in the indicator. The script takes Ichimoku clouds indicator formulas to calculate Tenkan, Kijun, SenkouA, SenkouB values and examines them in order to produce buy ( Bullish ) and sell ( Bearish ) signals which are displayed at the chart The most appropriate time frame is 30m Custom alerts are added to send you a notice with a webhook when bullish or bearish signal arrives. You can easily add weak and neutral signals alerts by removing "//" in a specified place Feel free to copy and use this script for your ideas and trading. You can modify the script by adding Parabolic SAR in order to increase accuracy of positions closure
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Skyrexio tarafından
24
Ichimoku Cloud Score MTFThis is a simple multi time frame (MTF) conversion of the Ichimoku Cloud Score indicator. All credit goes to the following users for the initial implementations: - User @dashed : - User @sjb933 : This script calculates the Cloud Score based on the sjb933 version; all I've done is convert the script to Pinescript version 3 (to ensure the security function works as intended) and add MTF capability. I'm a big fan of MTF analysis when using indicators (particularly oscillators). Using a higher time frame runs into the issue of the indicator repainting until the relevant higher time frame candle closes (this is inevitable and logical - so don't comment saying it repaints!). However, for lagging indicators such as this one, adding a lower time frame provides potential entry and exit signals into the larger trend, and also provides early warning of large trend shifts before the current time frame will. This can give you more control over your trades, and in my experience helps lagging indicators such as Ichimoku stay relevant in high volatility markets that are vastly different from when the indicators were conceived. Any queries please let me know. Cheers, RJR
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DreamsDefined tarafından
1
Consensio Trading SystemConsensio Trading System involves using 3 different moving average comprised of 2, 7 and 30-week simple moving average. The trading methodology is simple when all moving average are above one another and is converging up ..You're in a bull market and vise versa for a bear market when all the moving average below one another and is converging down. There are said to be more than 1000 (1k) combination for this system to begin trade with and all pattern require at least 3 moving average. This system is mainly used with the weekly chart for longterm perspective although it can be used up to 30 min for short-term trade setups. The main component of this system is longer-term moving average i.e.30 period if that is down and other MA are consolidating within a range aka death cross back and forth ... the overall market should be considered bear market regardless of other two moving average crossovers. Hyperwave Channel by Lucid Investment Strategies Co-hosted by D. Tyler Jenks and Leah Wald D. Tyler Jenks, the President, and CIO of Lucid Investment Strategies LLC developed the proprietary technical system of Hyperwave. After 40 years as an investment manager, he discovered over 300 examples of Hyperwaves within various asset classes; stocks, bonds, commodities , indexes, and cryptocurrencies
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anacondabitch tarafından
10