ramsay09

The Strategy - Ichimoku Kinko Hyo and more

The purpose of this strategy is to make the signals from my scripts available for verification by backtests. Different signal and filter combinations can be created and specific manual parameter optimization can be carried out.

In detail, this strategy includes:

23 entry signals
two entry filters with each 9 filters
two exit filters with each 9 filters
take profit and stop loss
time period for backtesting
Versionshinweise: Bug fixed.
Versionshinweise: Added all Ichimoku signals as filter.
Chikou X Price is not working. At the moment I don't know why... but the study signal is working.
I have to rework the exit filters...
Versionshinweise: Exit filter bug fixed.
Exit filter parameter added.
Versionshinweise: Tow DMI ADX signlas added.
Signal 1 long:
Di+ is above D- and ADX is between DI- and DI+ (long_1 = diplus_s > diminus_s and adx_s < diplus_s and adx_s > diminus_s )
Signal 2 long:
DI+ is above DI- and ADX is above ADX Threshold (long_2 = diplus_s > diminus_s and adx_s >= adx_thres)

Tailing stop added.
Versionshinweise: Segments signal from my "Two Fractals Trendlines" study added.
Trend line signal from my "Two Fractals Trendlines" study added. This signal is not rsi filtered by default like is the study but a pure trendline signal of two fractals.
Changed Bar sig into Bar cross breakout sig.

The signals are not repainting according to my tests. At the moment I don't trust the backtest results with trailing stop... didn't live tested.
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Kommentare

does it repaint or not
Antworten
ramsay09 ColdBloodedInvestor
@ColdBloodedInvestor, according to bar replay, forward testing and alerts the signals do not repaint. I didn't forward-tested the signals in conjunction with the trailing stop on live/real account. But this is coming.
Antworten
Hi man , I have a question for discuss , what your opinion if we use the (Chikou cross kumo ) and the (price break kumo ) in the same time that mean :
Close < SKB and Close > SKB and ( CS > kumo_high or CS > Kumo_low)
::: This is for bullish breakouts

Off course
SKB is offset here
What is your opinion in this?
Antworten
ramsay09 modyvic
@modyvic, I have no idea. Didn't tested that. I will include all Ichimoku signals to Filter 1/2 with the next update then you can verify this by yourself. But "sounds" interesting...
Antworten
Great work! Can be used as the basis of a trading system. Thanks for sharing. But I feel that the entry point always has some lag. Can this be improved?
Antworten
ramsay09 blackcat1402
@blackcat1402, Indicators always follow the chart (but the self-fulfillment prophecy is supportive :)). The most direct indicator is the chart itself if you can read it correctly. But it's very difficult to implement. The problem is that the markets are 80% sideways and the point is to filter out the 20% trend in a trend system. Think of the signal delay as a trend filter. The decisive factor is that the price difference between the long and short signal when the signal changes in a sideways market is not too large and the signal changes do not happen too often. Then we have a profitable system. But I'll see what can be done.
Antworten
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