Extracted algorithm research record
IchimokuDM
A strategy based on Ichimoku breakout with additional checks for Divergence and ADX
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 80.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded markets
- SA40 Cash
- Recorded timeframes
- 1Hr
- Recorded sessions
- 07:30-16:30 GMT
- Recorded regime
- trending|ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Ichimoku | {"period": 11, "spanA_period": 33, "spanB_period": 22} | Not specified |
| DI+ | {"period": 22} | Not specified |
| DI- | {"period": 22} | Not specified |
| ADX | {"period": 22} | Not specified |
| RSI | {"period": 22} | Not specified |
Extracted strategy rules
Recorded long-entry rules
- BDIV = 1 and AX > 17 and DP > 20 and DP > DN and close > SA and close > SB and TS > KS and close > CS and Close > SA[I] and Close > SB[I]
Recorded short-entry rules
- SDIV = 1 and AX > 17 and DN > 20 and DP < DN and close < SA and close < SB and TS < KS and close < CS and Close < SA[I] and Close < SB[I]
Recorded exit rules
- If close < TS Then //If close below Tenkan-Sen Line
- If close < TS and close < KS Then //If close below Kijun-Sen Line
- If close < TS and close < KS and close < SA or close < SB Then //If close below Senkou-Span
- If close > TS Then //If close above Tenkan-Sen Line
- If close > TS and close > KS Then //If close above Kijun-Sen Line
- If close > TS and close > KS and close > SA or close > SB Then //If close above Senkou-Span
Recorded filters
- news filter
- max spread 15 pips
- Stop loss
- ATR*4
- Take profit
- ATR*5
- Position sizing
- possize = 2 //Minimum position size, possize*3 contracts
Questions about this record
What entry rules are recorded for IchimokuDM?
Long: BDIV = 1 and AX > 17 and DP > 20 and DP > DN and close > SA and close > SB and TS > KS and close > CS and Close > SA[I] and Close > SB[I] Short: SDIV = 1 and AX > 17 and DN > 20 and DP < DN and close < SA and close < SB and TS < KS and close < CS and Close < SA[I] and Close < SB[I] These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: SA40 Cash. Timeframes: 1Hr. These are source-recorded labels, not verified execution behavior.