Ichimoku Trend Signals Filtered by RSI

Summary

This strategy combines an Ichimoku Cloud trend assessment with conversion-line and base-line crossovers. It accepts crossover signals only when they agree with the cloud-based trend direction, then uses RSI thresholds to filter entries: low RSI for longs and high RSI for shorts. The document provides Ichimoku and RSI parameter inputs and a BTC futures backtest configuration, but no performance figures or comparative evidence that the filters improve results.

The description calls the cloud method non-offset and says it uses future values to reduce visual lag. That claim raises a material implementation concern: future-dependent calculations can introduce lookahead bias and make historical results unreliable for live use. The document itself notes that code changes may be required before live trading, as well as sensitivity to parameters and the need for more testing. It also proposes stop losses and position sizing, but supplies no evaluated risk controls.

Key ideas

• The strategy uses Ichimoku conditions to classify the prevailing trend and crossover direction.
• Conversion-line and base-line crosses are accepted only when aligned with that trend.
• RSI thresholds filter long and short entries based on oversold and overbought readings.
• The stated non-offset approach refers to future values, which may create lookahead bias.
• The published BTC futures test setup has no reported performance results.

Tags

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