Extracted algorithm research record
Ichimoku Strategy
Long/short entries based on Ichimoku Cloud and Tenkan/Kijun crossovers, with Chikou Span confirmation.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. 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
- BTC/USDT
- Recorded timeframes
- 1h
- Recorded sessions
- 24/7
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Ichimoku | {"chikou_lag": 26, "kijun_period": 26, "senkou_period": 52, "tenkan_period": 9} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- Close > Kumo top
- Tenkan crosses above Kijun
- Close_t > Close_{t-26}
Recorded short-entry rules
- Close < Kumo bottom
- Tenkan crosses below Kijun
Recorded exit rules
- Close < Kumo bottom
- Tenkan crosses below Kijun
Recorded filters
- Kumo twist filter available
- Chikou confirmation
- Stop loss
- placed at Kumo bottom
- Take profit
- not explicitly stated
- Position sizing
- sizing rule from risk settings
Questions about this record
What entry rules are recorded for Ichimoku Strategy?
Long: Close > Kumo top Tenkan crosses above Kijun Close_t > Close_{t-26} Short: Close < Kumo bottom Tenkan crosses below Kijun These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: BTC/USDT. Timeframes: 1h. These are source-recorded labels, not verified execution behavior.