Ichimoku Tenkan/Kijun Cross Strategy (Python)

Ichimoku indicators provide a full trend-following system. This approach focuses on the Tenkan-sen crossing the Kijun-sen while price trades relative to the Kumo cloud. A bullish cross above the cloud...

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NuGet 5.0.1 Install-Package StockSharp.Strategies.0085_Ichimoku_Tenkan.py -Version 5.0.1
Ichimoku Tenkan/Kijun Cross Strategy (Python)

Ichimoku indicators provide a full trend-following system. This approach focuses on the Tenkan-sen crossing the Kijun-sen while price trades relative to the Kumo cloud. A bullish cross above the cloud signals trend continuation higher, whereas a bearish cross below the cloud suggests weakness. During operation the strategy calculates the Ichimoku components on each bar. When Tenkan rises above Kijun and price sits above the cloud, a long trade is initiated with a stop near Kijun. A cross in the opposite direction below the cloud triggers a short with a similar stop placement. The system stays in the trade until the stop is hit or the cross reverses, aiming to catch sustained moves that follow the direction of the cloud.

  • Entry Criteria: Tenkan/Kijun cross with price relative to the Kumo cloud.

  • Long/Short: Both.

  • Exit Criteria: Stop-loss or opposite cross.

  • Stops: Yes, at Kijun level.

  • Default Values:

  • TenkanPeriod = 9

  • KijunPeriod = 26

  • SenkouSpanBPeriod = 52

  • CandleType = 30 minute [*]Filters:

  • Category: Trend following

  • Direction: Both

  • Indicators: Ichimoku

  • Stops: Yes

  • Complexity: Intermediate

  • Timeframe: Swing

  • Seasonality: No

  • Neural networks: No

  • Divergence: No

  • Risk level: Medium

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