cyatophilum

My Ichimoku indicator & Strategy

hello I'm a beginner in trading, but I try to learn how to code strategies.
I recoded the Ichimoku indicator, and created my personnal strategy based on it.

The backtesting is done from 1/1/2017 to today in 45 min Time Unit for candles, with a 1 000 equity.
The trades are all Long Entries and Exits with no pyramiding, no short trades at all.

/!\ Exchanges commission fees are not calculated and can in reality easily divide by 2 the total profit (am I right guys?) /!\

A buy signal is triggered upon these conditions:

- close is above the Kuma (cloud)
AND
- close crosses over Kijunsen AND Kijunsen is not flat (calculated with rising and falling with input "Kijunsen Lag")

OR
- Close crosses over ChikouSpan AND there was a sell signal in the last 8 candles

Sell signal is the same but reversed.

I appreciate your feedback ! Maybe I will update this later if I get better results.
Notas de Lançamento: I added the commmission fees and we can see that this strategy is not profitable anymore.
This is a very old script. Please check my more recent scripts!
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Good strategy, thank you.
+1 Resposta
cyatophilum burakmertcan
@burakmertcan, thanks for the comment, I should warn of something though ! The commission isn't calculated in this strategy ! I'd say to not close trades that are under 5% profit !
Resposta
burakmertcan cyatophilum
@cyatophilum, I added the commission. EurUsd - 45m - Heikin ashi - Profit Factor 5.15
Good performance.
+1 Resposta
cyatophilum burakmertcan
@burakmertcan, oh wow what does explain this increase in performance when using Heikin Ashi ?
Resposta
burakmertcan cyatophilum
@cyatophilum, I do not know. Perhaps Heikin Ashi may be due to candles.
+1 Resposta
cyatophilum burakmertcan
@burakmertcan, Hello, in fact Heikin Ashi backtesting is bugged. I include a fix in my more recent scripts.
Resposta
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