Dow Kumo Breakout
Characteristics
Market: Dow Jones
Timeframe: 1H
Direction: Long only
This strategy combines a breakout above a 600-period moving average with a trend filter based on the Ichimoku cloud.
Objective
The strategy aims to capture large bullish moves while filtering out weaker breakouts using the Ichimoku cloud.
Entry
A long position is opened when:
- Price crosses above the MA600.
- Price closes above the top of the Ichimoku cloud.
- No position is already open.
Position Management
The ATR(14) is recorded at the time of entry and is used to calculate two profit targets:
- TP1: +8 ATR → close 1 contract.
- TP2: +20 ATR → close the remaining contract.
The ATR value is fixed at the time of entry and does not change during the trade.
Exit
The remaining position is closed if price closes:
- Below the MA600.
- And below the bottom of the Ichimoku cloud.
There is no fixed stop-loss in this version.
Disclaimer
The strategy does not take overnight financing costs into account. This is particularly important when trading CFDs. The backtest was performed using an average spread of 4 points.
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Dow Kumo Breakout (FR)
Caractéristiques
Marché : Dow Jones
Unité de temps : 1H
Direction : Achat uniquement
Cette stratégie combine une cassure de moyenne mobile 600 périodes avec un filtre de tendance basé sur le nuage Ichimoku.
Objectif
La stratégie cherche à capter de grandes phases haussières tout en filtrant les cassures faibles grâce au nuage Ichimoku.
Entrée
Une position acheteuse est ouverte lorsque :
- Le prix croise au-dessus de la MA600.
- Le prix clôture au-dessus du haut du nuage Ichimoku.
- Aucune position n’est déjà ouverte.
Gestion de la position
L’ATR(14) est enregistré au moment de l’entrée et sert à calculer deux objectifs :
- TP1 : +8 ATR → fermeture de 1 contrat.
- TP2 : +20 ATR → fermeture du contrat restant.
La valeur de l’ATR est figée au moment de l’entrée et ne change pas pendant le trade.
Sortie
La position restante est fermée si le prix clôture :
- Sous la MA600.
- Et sous le bas du nuage Ichimoku.
Il n’y a pas de stop-loss fixe dans cette version.
Avertissement
La stratégie ne tient pas comptes des frais overnight. Attention si vous êtes en Cfd notamment. Backtest réalisé avec un spread moyen de 4.
//Dow Kumo Breakout
//DOW JONES
//TF 1H
defparam cumulateorders = false
defparam preloadbars = 100000
maperiod = 600
atrperiod = 14
tp1atr = 8
tp2atr = 20
positionsize = 2
tp1size = 1
tp2size = 1
trendma = average[maperiod](close)
myatr = averagetruerange[atrperiod](close)
tenkan = (highest[9](high) + lowest[9](low)) / 2
kijun = (highest[26](high) + lowest[26](low)) / 2
spana = (tenkan[26] + kijun[26]) / 2
spanb = (highest[52](high[26]) + lowest[52](low[26])) / 2
kumotop = max(spana,spanb)
kumobottom = min(spana,spanb)
once entryatr = 0
once initialpositionsize = 0
once tp1done = 0
breakma = close crosses over trendma
abovekumo = close > kumotop
longsignal = breakma and abovekumo
if not onmarket then
entryatr = 0
initialpositionsize = 0
tp1done = 0
if longsignal then
entryatr = myatr
initialpositionsize = positionsize
buy positionsize contracts at market
endif
endif
if longonmarket then
if tp1done = 0 and countofposition < initialpositionsize then
tp1done = 1
endif
tp1price = positionprice + (tp1atr * entryatr)
tp2price = positionprice + (tp2atr * entryatr)
breakmaexit = close < trendma
breakkumoexit = close < kumobottom
structurebreak = breakmaexit and breakkumoexit
if structurebreak then
sell at market
else
if tp1done = 0 then
sell tp1size contracts at tp1price limit
sell tp2size contracts at tp2price limit
else
sell at tp2price limit
endif
endif
endif
nice!