Simplified Version of ICHIMOKU KINKO HYO Strategy

Strategy Name: Simplified Version of ICHIMOKU KINKO HYO Strategy

Support: Commodity Futures

Applicable cycle: multi-cycle

  • Main chart:
    none
  • Secondary chart:
    none
(*backtest
start: 2018-06-01 00:00:00
end: 2018-09-25 00:00:00
period: 1h
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
*)

//Trading terms
CONDITION1:=REF(CLOSE,1) > REF(CLOSE,N1)  AND REF(CLOSE,8) > REF(CLOSE,N4) AND CLOSE > OPEN AND REF(CLOSE,137)>REF(OPEN,N2) AND CLOSE > REF(OPEN,N3);
CONDITION2:=REF(CLOSE,1) < REF(CLOSE,N1)  AND REF(CLOSE,8) < REF(CLOSE,N4) AND CLOSE < OPEN AND REF(CLOSE,137)<REF(OPEN,N2) AND CLOSE < REF(OPEN,N3);

//Trading system
CONDITION1,BPK;
CONDITION2,SPK;

//Filter function
AUTOFILTER;

Backtest on FMZ Quant to know more

Source Code: https://www.fmz.com/strategy/129083

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