Ichimoku Trend Following with Kijun Crosses and Cloud Filters
Summary
This strategy combines Ichimoku components to seek medium- to long-term directional moves. It signals around price crossings of the Kijun-sen, filters entries by whether price is above or below the cloud, and uses the lagging span as additional confirmation. The published rules combine these signals to time long entries and exits, with a configurable condition for whether the Kijun-sen is moving rather than flat.
The document describes the logic and gives a BTC/USDT futures backtest configuration spanning roughly one year, but it reports no performance statistics. The source applies a long-only strategy and uses specific indicator calculations and signal-counter logic, so the prose description should not be treated as a complete specification. Risks include lag during trend changes, missed trades from parameter choices, and losses on long positions. The document suggests parameter tuning, price-volume or volatility filters, and stop-loss rules, but provides no evidence that these changes improve results.
Key ideas
- The strategy uses price crossings of the Kijun-sen as directional signals when that line is moving.
- Cloud position acts as an entry filter, with price above the cloud favoring trades.
- The lagging span is intended to confirm signals and reduce false breakouts.
- The source describes long entries and position closes but reports no backtest performance results.
- Lag, parameter sensitivity, and long-position losses are stated risks.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.