Ichimoku Cloud Cross Strategy

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  • #20148 quote
    Bolu14
    Participant
    New

    Hello everybody,

    i have a question. I try to code a Ichimoku Trading system.

    The Signal should generated, if the SenkouSpanA and SenkouSpanB crosses each other.

    If i do this in PRT, so i get only the Value of the SenkouSpanA and B from the actual bar. But you know, that the cloud is generated 26 Bars in future.

    I can choose bars in Past during i put the numbers of bar in ( ) or [ ] brackets, but how can i do this with bars in the future.

    In some other Tradingtools, this Value is named as SenkouSpanA Predicted, so it means not the Value of the actual bar, it means the Value in Future.

    To imagine, what i want, i make a screenshot from an other Tool.

    I hope you will understand.

    Thanks.

    btw.
    I am an PRT professional User (relation to coding service)

    Ichimoku-CrossOver.jpg Ichimoku-CrossOver.jpg
    #20177 quote
    Nicolas
    Keymaster
    Master

    The Future SpanA and SpanB are nothing more than the actual value of the ichimoku cloud, not the cloud from 26 periods ago.

    So to get their values, the solution is to delete to [26] periods of the traditional calculation of the cloud:

    “normal” cloud (drawn on present candlestick and made of values 26 period ago)

    SpanA = (tenkansen[26]+kijunsen[26])/2
    SpanB = (highest[52](high[26])+lowest[52](low[26]))/2

    “future” cloud (drawn 26 periods to the right of the present candlestick)

    FutureSpanA = (tenkansen+kijunsen)/2
    FutureSpanB = (highest[52](high)+lowest[52](low))/2

     

    Thanks to the Rohan’s code: https://www.prorealcode.com/prorealtime-indicators/ichimoku-trend-or-range/

    #20245 quote
    Bolu14
    Participant
    New

    Thank you. It is the right code.

    Unfortunately the results are not as expected. 🙁

    Thanks again.

    Good work.

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Ichimoku Cloud Cross Strategy


ProOrder: Automated Strategies & Backtesting

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This topic contains 2 replies,
has 2 voices, and was last updated by Bolu14
9 years, 1 month ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/08/2017
Status: Active
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