Trades start when price is on the right side of the Ichimoku cloud, confirmed by the cloud 26 bars back, and the close crosses the Kijun (26) while beyond the Tenkan (9). Each trade risks 10 points to make 120 points long or 150 points short.
Best run of 19. Dow Jones, Daily, spread 3, from run pf:2026-09-26-DOW30-D.tsv:1.
| Period | Up to 2026-09-26 |
| Instrument | Dow Jones, Daily |
| Spread | 3 points |
| Contracts | 1 |
| Starting capital | 1,000,000 |
| Costs | Spread only. Commissions and overnight financing are not included. |
| Bars | Up to 200,000 bars, fewer where the instrument has less history |
| Last tested | 2026-09-27 |
| positionSize Contracts per trade | 1 |
| tenkanPeriod Conversion line length | 9 |
| kijunPeriod Base line length | 26 |
| spanBPeriod Leading span B length | 52 |
| displacement Cloud and lagging line shift in bars | 26 |
| stopLossPoints Protective stop in points | 10 |
| longTargetPoints Long profit target in points | 120 |
| shortTargetPoints Short profit target in points | 150 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| Dow JonesBest run | Daily | 1.59 | 302 | 11.26 | 1,598 EUR | -370 |
| FTSE 100 | Daily | 1.54 | 277 | 11.19 | 1,369 EUR | -330 |
| Gold | 5 min | 1.51 | 387 | 10.59 | 1,791 EUR | -375 |
| USD/JPY | 10 min | n/a | 1,247 | 8.98 | 296,950 JPY | -83,630 |
| USD/JPY | Daily | n/a | 337 | 10.39 | 166,000 JPY | -99,300 |
| USD/JPY | 3 min | n/a | 410 | 8.78 | 98,060 JPY | -79,400 |
| USD/JPY | 15 min | n/a | 1,527 | 7.60 | 87,050 JPY | -71,050 |
| EUR/USD | Daily | n/a | 282 | 11.70 | 19,221 USD | -6,479 |
| S&P 500 | Daily | n/a | 3 | 33.33 | 7,600 EUR | -1,238 |
| Gold | 1 hour | n/a | 630 | 9.21 | 1,718 EUR | -708 |
| Gold | 30 min | n/a | 730 | 8.90 | 1,480 EUR | -541 |
| Gold | 3 min | n/a | 315 | 10.48 | 1,440 EUR | -517 |
| Gold | 15 min | n/a | 543 | 9.02 | 1,211 EUR | -598 |
| S&P 500 | 10 min | n/a | 862 | 7.89 | 906 EUR | -725 |
| Nasdaq 100 | Daily | n/a | 241 | 10.37 | 888 EUR | -396 |
| Gold | Daily | n/a | 152 | 11.18 | 696 EUR | -347 |
| Gold | 4 hours | n/a | 335 | 8.66 | 630 EUR | -537 |
| Nasdaq 100 | 2 min | n/a | 286 | 8.39 | 589 EUR | -432 |
| S&P 500 | 1 min | n/a | 105 | 9.52 | 280 EUR | -241 |
Charts
Above 1.0 made money, below 1.0 lost money.
Longer history
With the full 1,000,000 bars available on Gold 5 minutes, net profit rose to EUR 2,327.2 from EUR 1,790.5 in the standard run, and the older data alone added EUR 536.7.
| Bars available | 1,000,000 |
| Net, standard 200,000-bar run | 1,790.50 EUR |
| Net, long run | 2,327.20 EUR |
| Net on the older data alone | 536.70 EUR |
The code
Every file in the library uses the same header, the same section order and the same variable names. The numbers above were produced by the original version before the rewrite, and the rewrite has not yet been compiled in ProRealTime.
// ============================================================ // Ichimoku Cloud Confluence // ProRealAlgos Strategy Library | prorealalgos.com // Type: Trend // Direction: Long & short // Timeframe tested: Daily // ============================================================ // --- Settings --- DEFPARAM CumulateOrders = false // --- Parameters --- positionSize = 1 // contracts per trade tenkanPeriod = 9 // conversion line length kijunPeriod = 26 // base line length spanBPeriod = 52 // leading span B length displacement = 26 // cloud and lagging line shift in bars stopLossPoints = 10 // protective stop, points longTargetPoints = 120 // long profit target, points shortTargetPoints = 150 // short profit target, points ONCE tradedToday = 0 // --- Indicators --- tenkan = (Highest[tenkanPeriod](high) + Lowest[tenkanPeriod](low)) / 2 kijun = (Highest[kijunPeriod](high) + Lowest[kijunPeriod](low)) / 2 spanA = (tenkan[displacement] + kijun[displacement]) / 2 spanB = (Highest[spanBPeriod](high[displacement]) + Lowest[spanBPeriod](low[displacement])) / 2 // Price above or below the whole cloud cloudBullish = (close > spanA AND spanA > spanB) OR (close > spanB AND spanB > spanA) cloudBearish = (close < spanA AND spanA < spanB) OR (close < spanB AND spanB < spanA) // Lagging line: today's close against the cloud from 26 bars ago laggingBullish = close > spanA[displacement] AND close > spanB[displacement] laggingBearish = close < spanA[displacement] AND close < spanB[displacement] // Close crosses the base line while above or below the cloud and the conversion line kijunBullish = close > spanA AND close > spanB AND close CROSSES OVER kijun AND close > tenkan kijunBearish = close < spanA AND close < spanB AND close CROSSES UNDER kijun AND close < tenkan
25 more lines: the entry and exit rules.
Read this first
Questions
Yes, it is an automated system with 1 contract, a 10 point stop and fixed targets. On daily charts the once per day rule resets every bar.
Every listed run was profitable. Dow Jones Daily had a profit factor of 1.59, FTSE 100 Daily 1.54 and Gold 5 minutes 1.51, while USD/JPY showed large USD figures with deep drawdowns.
Trading 1 contract, the maximum drawdown was EUR 370.00 against net profit of EUR 1,597.60.
On daily bars the cloud and Kijun reflect weeks of price action, so the signals are fewer and cleaner. The fixed point stop and targets still stay the same size as on intraday charts.
Related
Copy trading on US indices is available to ProRealAlgos members as spots open.
