{
  "id": 2628,
  "rank": 1302,
  "name": "ichimok2005",
  "aka": [
    "ichimok2005 expert",
    "ichimoku kinko hyo"
  ],
  "family": "A",
  "subtype": "A5",
  "one_liner": "Trades based on Ichimoku Kinko Hyo signals with fixed lot size and opposite positions closed on signal emergence.",
  "market_regime": "any",
  "timeframes": [
    "H3"
  ],
  "symbols": [
    "EURUSD"
  ],
  "sessions": [
    "null"
  ],
  "indicators": [
    {
      "name": "Ichimoku",
      "params": {
        "period_tenkan_sen": 9,
        "period_kijun_sen": 26,
        "period_senkou_span_b": 52
      },
      "applied_to": "close"
    },
    {
      "name": "iMA",
      "params": null,
      "applied_to": "close"
    },
    {
      "name": "iMACD",
      "params": null,
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "Senkou_Span_A > Senkou_Span_B",
    "Close > Open",
    "Senkou_Span_B < Close && Close < Senkou_Span_A"
  ],
  "entry_short": [
    "Senkou_Span_B > Senkou_Span_A",
    "Open > Close",
    "Senkou_Span_B > Close && Close > Senkou_Span_A"
  ],
  "exit_rules": [
    "opposite positions are closed on signal emergence"
  ],
  "filters": [
    "null"
  ],
  "stop_loss": "Stop Loss (in pips) - stop loss value",
  "take_profit": "Take Profit (in pips) - take profit value",
  "position_size": "Lots - position volume",
  "evidence_type": "source_code",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/2628-ichimok2005",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.mql5.com/en/code/19563",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}
