My Ichimoku indicator & Strategy

2018年3月13日

hello I'm a beginner in trading, but I try to learn how to code strategies.
I recoded the Ichimoku indicator, and created my personnal strategy based on it.

The backtesting is done from 1/1/2017 to today in 45 min Time Unit for candles, with a 1 000 € equity.
The trades are all Long Entries and Exits with no pyramiding, no short trades at all.

/!\ Exchanges commission fees are not calculated and can in reality easily divide by 2 the total profit (am I right guys?) /!\

A buy signal is triggered upon these conditions:

- close is above the Kuma (cloud)
AND
- close crosses over Kijunsen AND Kijunsen is not flat (calculated with rising and falling with input "Kijunsen Lag")

OR
- Close crosses over ChikouSpan AND there was a sell signal in the last 8 candles

Sell signal is the same but reversed.

I appreciate your feedback ! Maybe I will update this later if I get better results.

2018年8月29日

版本注释

I added the commmission fees and we can see that this strategy is not profitable anymore.
This is a very old script. Please check my more recent scripts!