Ichimoku Tenkan-Kijun Cross with a 200-Day EMA Filter

Summary

This trend-following method uses the Ichimoku conversion line and base line, calculated from median prices over 9 and 26 days, to generate signals. A conversion-line cross above the base line triggers a long entry only when price is above the 200-day EMA; a cross below the base line closes the position. The published backtest configuration is BTC/USDT futures over a one-month period on daily bars, with an hourly base period.

The document argues that the long-term EMA filter can screen some countertrend entries and that median-price calculations may reduce the influence of price extremes. It does not provide performance statistics or evidence for those claims, and its text is inconsistent: it describes both buying and selling signals, while the source implements long entries and crossover exits only. It flags false crosses, sensitivity to parameter choices, and poor behavior in volatile conditions. Suggested changes include testing alternate periods, adding other filters, and using ATR-based stops, but these ideas are not evaluated in the supplied material.

Key ideas

• A Tenkan-Kijun cross above signals a long entry when price is above the 200-day EMA.
• A cross below the base line closes the long position in the supplied source.
• The published configuration tests BTC/USDT futures on daily bars over about one month.
• False signals, parameter sensitivity, and volatility are stated limitations.
• The document supplies no strategy performance results.

Tags

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