StockSharp.Strategies.0085_Ichimoku_Tenkan

Ichimoku Tenkan/Kijun Cross Strategy (C# Version)

Ichimoku indicators provide a full trend-following system. This approach focuses on the Tenkan-sen crossing the Kijun-sen while price trades relative to the Kumo cloud. A bullish cross above the cloud signals trend continuation higher, whereas a bearish cross below the cloud suggests weakness.

Testing indicates an average annual return of about 142%. It performs best in the stocks market.

During operation the strategy calculates the Ichimoku components on each bar. When Tenkan rises above Kijun and price sits above the cloud, a long trade is initiated with a stop near Kijun. A cross in the opposite direction below the cloud triggers a short with a similar stop placement.

The system stays in the trade until the stop is hit or the cross reverses, aiming to catch sustained moves that follow the direction of the cloud.

Details

• Entry Criteria: Tenkan/Kijun cross with price relative to the Kumo cloud.
• Long/Short: Both.
• Exit Criteria: Stop-loss or opposite cross.
• Stops: Yes, at Kijun level.
• Default Values:
  • TenkanPeriod = 9
  • KijunPeriod = 26
  • SenkouSpanBPeriod = 52
  • CandleType = 30 minute
• Filters:
  • Category: Trend following
  • Direction: Both
  • Indicators: Ichimoku
  • Stops: Yes
  • Complexity: Intermediate
  • Timeframe: Swing
  • Seasonality: No
  • Neural networks: No
  • Divergence: No
  • Risk level: Medium