The Best Ichimoku Strategy

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  • #51007

    I have created this comprehensive strategy based on ichimoku. I optimized this on Germany cash 1 euro a CFD market TF 3H. The parameters to be optimized are both SL and TP but also the same ichimoku parameters based on the TF and the market. The goal is to improve it again and to make it perform well on other tools like forex. Thnaks.

     

    3 users thanked author for this post.
    #51030

    Thank you for your post proposal into the library. any ideas or codes proposed will do anything that will move the community forward 🙂  Moved it here to discuss about:

    1/ Overfit is the first thing that come to mind, did you try at least to validate your optimized variables on an Out Of Sample (OOS) period? To prevent over fitting, develop your idea on a 70% time period and validate it on the last 30% period.

    2/ The conditions to exit position (long or short) are exactly the same between lines 273 to 281?

    #51037

    hi,

    1. I will do it as soon as possible and display result here;
    2. I write the same condition for semplicity but it operate correctly in the case of long of short position. I  can modify it but it will not have variation of the results.

    Thanks

     

    #51042
    1. Yes! A Walk Forward analysis is deeply needed here, divide your time period in 2 pieces (1 IS + 1 OOS) at least, or more is even better.
    2. Ok.
    #51180

    Hi,

    I have do the Walk Forward analysis and it seems ok and confirm the parameters optimized. I add some screenshoot. Thanks

     

    #51294

    Nice to see that WFA validate the optimisation. How much variables optimized here?

    #51322

    The only variables that influence the results are those below. The other parameters constitute valid filters for each instrument and TF.

    I= 6
    P = 26
    U = 146

    Even the SL and TP levels are valid for any period. I also did, with SL and TP, a separate optimization and the Walk Forward Analysis provides positive results.

    I concentrated to find reliability only on Germany cash 1 euro. If anyone in the community wants to help me to make it even more efficient on forex I would be grateful.

     

    Thanks

     

    #141160

    Hello,

    I would have liked to test this strategy.
    Unfortunately, he doesn’t want to show me anything.
    Not an error message either.
    Would it be possible for Nicolas to test it?

    Thank you in advance!

    Kind regards,

    Tom

    #141161

    I tried it also both on SB and CFD and not one single trade over 100k bars on DAX 3H TF … weird??

    #141196

    I have not tested it, but the difference between the MA should be converted to pointsize, change the lines:

     

     

    1 user thanked author for this post.
    #141215

    Thank You Nicolas, but it still doesn’t execute any trades.

    Has to be something simple?

    I have tried everything I can think of. I’ll wait until   @volpiemanuele comes back on and hopefully sorts it?

    #169902

    I can ask you for the file in itf, please

    #169904

    There you go, I changed TTlong and TTshort as suggested by Nicolas, then replaced TenkanSen and KijunSen by TenkanSenX and KijunSenX not to be confused with new v11 keywords.

    As reported by GraHal no trades were opened. There must be some error in the logic that volpiemanuele could fix (he’s likely to have already fixed it).

     

     

Viewing 13 posts - 1 through 13 (of 13 total)

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