The books... not free though
Trades in the direction of an Ichimoku trend, going long above the cloud or short below it. Once a trade is more than 1.5 times the 14-period ATR in profit, it closes when price crosses the close from 25 bars earlier.
Best run of 13. USD/JPY, Daily, spread 1, from run pf:2026-10-04-USDJPY-D.tsv:19.
| Period | Up to 2026-10-04 |
| Instrument | USD/JPY, Daily |
| Spread | 1 points |
| 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 | 2026-10-04 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| USD/JPYBest run | Daily | 1.45 | 379 | 44.59 | 2,569,730 USD | -587,440 |
| Silver | 1 hour | n/a | 3,238 | 39.56 | 600,616 USD | -568,320 |
| USD/JPY | 1 hour | n/a | 3,814 | 40.93 | 508,410 USD | -395,030 |
| EUR/USD | Daily | n/a | 351 | 43.59 | 127,818 USD | -64,133 |
| Nikkei 225 | 4 hours | n/a | 702 | 41.31 | 23,151 USD | -13,291 |
| Nikkei 225 | Daily | n/a | 311 | 39.87 | 22,653 USD | -20,241 |
| GBP/USD | Daily | n/a | 379 | 45.12 | 16,859 USD | -8,644 |
| Nasdaq 100 | Daily | n/a | 302 | 44.04 | 11,408 EUR | -5,112 |
| DAX 40 | 30 min | n/a | 5,684 | 41.94 | 8,918 EUR | -5,566 |
| Gold | 1 hour | n/a | 3,243 | 40.89 | 2,921 EUR | -1,267 |
| Gold | 4 hours | n/a | 825 | 43.27 | 2,001 EUR | -1,115 |
| Gold | Daily | n/a | 388 | 42.78 | 1,896 EUR | -1,076 |
| Gold | 30 min | n/a | 5,681 | 39.59 | 1,659 EUR | -1,220 |
Charts
Top 10 of 13 runs. The full list is in the table above.
The code
// ============================================================== // Ichimoku Cloud ATR Chikou Exit // ProRealAlgos Strategy Library | prorealalgos.com // Type: Trend // Direction: Long & short // Timeframe tested: Daily // ============================================================== DEFPARAM CumulateOrders = false ONCE entryprice = 0 ONCE wason = 0 tenkan = (highest[9](high) + lowest[9](low)) / 2 kijun = (highest[26](high) + lowest[26](low)) / 2 senkoua = (tenkan + kijun) / 2 senkoub = (highest[52](high) + lowest[52](low)) / 2 myAtr = AverageTrueRange[14](close) sshigh = max(senkoua[25], senkoub[25]) sslow = min(senkoua[25], senkoub[25]) mom = close - close[25]
38 more lines: the entry and exit rules.
Setup
Questions
Yes. The code is ProBuilder and runs as an automated ProOrder system. Backtest it on your own account with your own spread and position size before trading it live.
It was tested on 13 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.45 over 379 trades.
The best run had a maximum drawdown of 587,440 USD at the tested position size, against a net result of 2,569,730 USD.
It trades both long and short.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.
