Complete Ichimoku Strategy

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Complete Ichimoku Strategy

Postby Apprentice » Thu Sep 11, 2014 4:49 am

Complete Ichimoku Strategy.png

Long.png

Short.png

Based on the request.
viewtopic.php?f=27&t=60619#p93769

LONG ENTRIES

Price above Kumo (greater than Senkou A (SA) and Senkou B (SB))
Tenkan (T) greater than Kijun (K)
Chikou (C) greater than price 26 periods ago
Future (26 periods ahead) SA greater than Future SB
T and K greater than SA and SB

SHORT ENTRIES

Price below Kumo (less than Senkou A (SA) and Senkou B (SB))
Tenkan (T) less than Kijun (K)
Chikou (C) less than price 26 periods ago
Future (26 periods ahead) SA less than Future SB
T and K less than SB and SA
Complete Ichimoku Strategy.lua
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Re: Complete Ichimoku Strategy

Postby Apprentice » Sun Dec 11, 2016 7:15 am

Strategy was revised and updated.
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Re: Complete Ichimoku Strategy

Postby alerander81 » Thu May 03, 2018 6:25 am

Hello Apprentice,

Is it possible for you to add with this strategy daily pivot points, in order to move the stop?

I explain, for example in UT 15mn.

Buy situation
Same ichimoku conditions to enter long. But when candle is closing above the first near daily pivot point, we move the stop to place it 10 pips under this daily pivot point.

Sell situation
Same ichimoku conditions to enter short . But when candle is closing below the first near daily pivot point, we move the stop to place it 10 pips over this daily pivot point.

Thanks you very much !
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Re: Complete Ichimoku Strategy

Postby Apprentice » Fri May 18, 2018 5:59 am

Your request is added to the development list under Id Number 4143
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Re: Complete Ichimoku Strategy

Postby Gilles » Wed Sep 26, 2018 7:27 am

Hi Apprentice,

Please could you incorporate your ChandelierExit Strategy into this one.

Could you automatically get the ATR value to calculate the multiplier coéficient. This prevents us from calculating it ourselves to define it in ATRMultipl parameter.

Getting it dynamically would be a considerable time saver.

By the way, in the trading station, ATR is calculated over 14 periods.

A big thank you in advance
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Re: Complete Ichimoku Strategy

Postby Apprentice » Thu Sep 27, 2018 2:47 am

ChandelierExit Strategy
http://fxcodebase.com/code/viewtopic.php?f=31&t=64552
I am NOT sure how you calculate / select parameters for ATR.
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Re: Complete Ichimoku Strategy

Postby Gilles » Thu Sep 27, 2018 8:01 am

Hi, Apprentice! I will explain everything to you with image to support.

[u]Step 1[/u]

I want to open a position now.
At the opening of the candle, the price is 12859.50.
I look at its ATR which is 4.47 (Image step 1).

[attachment=3]Step1.png[/attachment]


[u]Step 2[/u]

Since the ATR indicator is used in the trading station and is calculated over 14 periods.
We'll do the same by taking the last 14 periods.

So we're looking for the highest price of the range with its own ATR.
In my example: 12872.00 with an ATR of 2.83 (Image Step 2.1).

[attachment=2]Step 2.1.png[/attachment]

Then we just look for the lowest price in the range.
In my example: 12851.90 (Image step 2.2).

[attachment=1]Step 2.2.png[/attachment]


[u]Step 3[/u]

We're going to calculate X

= Highest price of range – Lowest price of range
= 12872.00-12851.90 = 20.10
X = 20.10/(ATR of the highest price of the range)
X = 20.10/2.83 = 7.10
X = 7.10


[u]Etape 4 : formule[/u]

So to determine a profit limit :

LIMIT = PRICE + (ATR * X)

LIMIT = 12859.50 + (4.47 * 7.10)
LIMIT = 12859.50 + 32
LIMIT = 12891.00

And to determine a stop loss

STOP = PRICE – (ATR * X)
STOP = 12859.50 – (4.47 * 7.10)
STOP = 12859.50 – 32
STOP = 12828.00

Finally, for more details on the steps to follow, I invite you to look at the Excel steps image.

[attachment=0]Excel steps.JPG[/attachment]

You're great, I'll tell you very soon.
Attachments
Step1.png
image Step 1
Step 2.1.png
image Step 2.1
Step 2.2.png
image Step 2.2
Excel steps.JPG
image Excel steps
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Re: Complete Ichimoku Strategy

Postby Gilles » Fri Sep 28, 2018 12:00 pm

What I explained to you will look like this technique Chandelier trailing stop Strategy except that the stop loss calculation will be done every moment. As soon as the trade starts, the stop will adjust as you go along. So we will take as much gain as possible by controlling our losses more.

About this technique, what is very annoying is that one is obliged to choose a particular trade. It would have to apply to all open trades when it closes operations. For my part, when I take a position, I do it with several trades simultaneously.

Excuse me Apprentice for my English, college level:). I'm trying to do my best.
Regards, Gilles.
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Re: Complete Ichimoku Strategy

Postby Gilles » Mon Oct 15, 2018 11:13 am

Hi, Apprentice,

What do you think about my ATR coeficient explanation, graphics and Excel support ?

Can you set it up with the closing of all open trades at the same time ?

Then I told you already but could you also add a feature that allows to stop trading as soon as our goal of profit is reached for the day ?

I would like to have your feedback on these different points :)

Thanks,
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