Ichimoku Signal Variants with ATR-Based Exits

Summary

This strategy tests several Ichimoku entry signals: conversion line crossing the base line, price crossing either line or the cloud, and cloud color changes. Optional cloud filters require price to be beyond the cloud for selected signals. Traders can adjust the Ichimoku periods and choose which signal family to evaluate.

For both long and short entries, exits use ATR-derived profit and loss distances scaled by user-set multipliers. A checkbox changes the ATR scaling for yen pairs, and a time filter limits which historical years qualify for entries. The published example uses BTC/USDT futures with hourly bars over a short period; it provides no performance statistics. The text mentions a favorable take-profit to stop-loss ratio, but offers no supporting results. The strategy is a configurable backtest framework, and its outcomes depend on signal selection, parameter choices, asset, and testing period.

Key ideas

• The strategy offers multiple Ichimoku crossover and cloud-based entry signals.
• Some signal variants require price to be above or below the cloud.
• ATR-based stop-loss and take-profit distances are controlled by separate multipliers.
• A yen-pair option changes ATR scaling, and a year filter restricts eligible entry dates.
• The published backtest setup contains no results to establish performance.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.