Highly adaptable Ichimoku Stategy

Strategies are published here.

Moderator: admin

Re: Highly adaptable Ichimoku Stategy

Postby mazatov » Mon Dec 23, 2013 12:33 am

Hello Apprentice,

Thanks for putting this up here. I was trying to run a backtest on the following condition.

To buy: when the Price>Kijun>Cloud. To close when price < Kijun
To sell: when the Price< Kijun<Cloud. To close when price price > Kijun.

Is it possible to set up these conditions on your strategy ? I couldn't figure out how.


Also what is SL in your settings ? You have SL/TL crossover there. You mention in the previous post that you have added Kijun Sen as KL to the strategy, but I couldn't see it. Is it possible that I'm still downloading the older version ?

I have just joined the FXCodeBase so it's quite possible that I'm just missing something :D
Thanks for your input,
Looking forward to hearing from you,
Happy Holidays!
mazatov
 
Posts: 2
Joined: Mon Dec 23, 2013 12:19 am

Re: Highly adaptable Ichimoku Stategy

Postby Apprentice » Mon Dec 23, 2013 11:51 am

SL is in Fact TL
TL is in Fact KL
Do not ask why.
Someone who has written original ICH indicator have make this confusion.

Code: Select all
SL = instance:addStream("SL", core.Line, name .. ".TL", "TL", instance.parameters.clrTS, firstPeriod + Tenkan - 1)

TL = instance:addStream("TL", core.Line, name .. ".KL", "KL", instance.parameters.clrKS, firstPeriod + Kijun - 1)


Unfortunately, complex conditions can not be achieved with this Strategy.
Just a simple HA component interactions are supported.
User avatar
Apprentice
FXCodeBase: Confirmed User
 
Posts: 24352
Joined: Thu Dec 31, 2009 11:59 am
Location: Zagreb, Croatia

Re: Highly adaptable Ichimoku Stategy

Postby panos59 » Mon Dec 23, 2013 12:24 pm

Is it possible to have the exact terminology which is used to this strategy ? I think the strategy works well but its still confusing with the used shortnames ..if somebody can go through the startegy and tell us what TL stands for KS stands for and so on . I'll be thankfull
panos59
 
Posts: 33
Joined: Sun Jul 21, 2013 10:33 am

Re: Highly adaptable Ichimoku Stategy

Postby Jacques » Wed Jan 29, 2014 8:02 am

Hi there. Thanks for such awesome strategy, Apprentice.

I'd like to request a Cross Over and Cross Under between CS (Chikou Span) / TL (Kijun-Sen Line) if possible. Seems like they have good timing to cross between each other. Thanks for your attention, Apprentice.
Jacques
 
Posts: 8
Joined: Tue Jan 28, 2014 9:32 am

Re: Highly adaptable Ichimoku Stategy

Postby Apprentice » Thu Jan 30, 2014 3:58 am

Your request is added to the development list.
User avatar
Apprentice
FXCodeBase: Confirmed User
 
Posts: 24352
Joined: Thu Dec 31, 2009 11:59 am
Location: Zagreb, Croatia

Re: Highly adaptable Ichimoku Stategy

Postby moomoofx » Fri May 30, 2014 3:16 am

Hi everyone,

I have tidied up code, fixed some descriptions and clarified the namings.

The history here is the Indicator was originally written incorrectly, then it was corrected but the descriptions were fixed but the line names were still wrong internally and this is where the confusion comes from (Apprentice pointed this out earlier).

In this new version, this is what the acronyms mean, and this is aligned with the official Ichimoku definition.

TL = Tenkan-sen (Conversion Line)
KL = Kijun-sen (Base Line)
CS = Chikou Span (Lagging Span)
SA = Senkou Span A (Leading Span A)
SB = Senkou Span B (Leading Span B)
Cloud = Area formed between SA and SB.

This means that....
- What was previously called SL is now TL.
- What was previously called TL is now KL.

Additionally I have
- Added a CloseOnOpposite parameter to control this behavior.
- Added actions for when the CS crosses KL or TL lines (requested twice above).

Because I have changed namings, to avoid confusion I will upload the new version here, maintaining the old version in the original post.
Highly adaptable Ichimoku Stategy.lua
(30.74 KiB) Downloaded 990 times

Cheers,
MooMooFX
User avatar
moomoofx
FXCodeBase: Confirmed User
 
Posts: 193
Joined: Wed Oct 23, 2013 10:26 pm
Location: Okinawa, Japan. http://moomooforex.com

Re: Highly adaptable Ichimoku Stategy

Postby sqrrl99 » Wed Jul 16, 2014 1:20 pm

MooMooFX,

Thanks for cleaning this up. One area that I was hoping you could help me with. On the TL/KL crosses, when they are equal for a bar or more, and then complete the cross, no signal is generated. Is that fixable?

As always, appreciate any help you can give,

Jason
sqrrl99
 
Posts: 23
Joined: Thu Feb 13, 2014 1:58 pm

Re: Highly adaptable Ichimoku Stategy

Postby sqrrl99 » Fri Jul 18, 2014 2:43 am

I am also seeing problems with this strategy on the SA/SB crosses. No signals (or close positions) are working when the two lines are equal for any period of time.

Once again, appreciate any help you can offer.

Jason
sqrrl99
 
Posts: 23
Joined: Thu Feb 13, 2014 1:58 pm

Re: Highly adaptable Ichimoku Stategy

Postby sqrrl99 » Fri Jul 18, 2014 10:13 pm

Not sure if anyone has a chance to work on this yet, but I found the same problem with the SA/SB crosses. If SA equals SB for any period, then the strategy does not buy, sell, or close position when the cross finally happens.

If anyone could help this, it would be greatly appreciated.

Jason
sqrrl99
 
Posts: 23
Joined: Thu Feb 13, 2014 1:58 pm

Re: Highly adaptable Ichimoku Stategy

Postby Apprentice » Thu Aug 20, 2015 7:15 am

Major Update.
First/Topmost Post.
User avatar
Apprentice
FXCodeBase: Confirmed User
 
Posts: 24352
Joined: Thu Dec 31, 2009 11:59 am
Location: Zagreb, Croatia

PreviousNext

Return to Custom Strategies

Who is online

Users browsing this forum: No registered users and 3 guests