Ichimoku Trend Signals Filtered by MACD, CMF, and TSI

Summary

This trend-following strategy combines Ichimoku conditions with MACD histogram, Chaikin Money Flow (CMF), and True Strength Index (TSI) filters. Long entries require the Tenkan-sen above the Kijun-sen, positive price momentum, a close above the cloud, a positive MACD histogram and TSI, and CMF above 0.1. The short setup reverses the directional conditions, including CMF below -0.1. The listed Ichimoku settings include 10, 30, and 52-bar lookbacks with 26-bar offsets; indicator settings also specify an 8-period CMF and 17- and 28-period MACD averages.

The document describes the filters as a way to seek stronger moves, but supplies no backtest performance figures. Its published test uses one-minute BTC/USDT futures data over a short January 2024 window, limiting what can be inferred about robustness across markets or regimes. Risks include false breakouts, reversals, and low signal frequency. Stop losses, trailing exits, parameter searches, and alternative filters are suggested for further investigation, not established as effective changes.

Key ideas

• Long entries require aligned Ichimoku, price, MACD, CMF, and TSI conditions; short entries reverse those signals.
• The specified CMF thresholds are above 0.1 for longs and below -0.1 for shorts.
• The multiple filters may reduce signal frequency, and false breakouts or reversals remain possible.
• The short one-minute test configuration is reported without performance results, so it does not establish robustness.

Tags

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