Strategies / Breakout / Ichimoku Cloud Breakout Long (long only) 3

Ichimoku Cloud Breakout Long (long only) 3

Buys when the close crosses above the top of the Ichimoku cloud and closes the long when the close crosses below the bottom of the cloud. It trades long only, with no stop or target.

BreakoutLong onlySwingNasdaq 100Daily

2.61Profit factor

19,605Net profit EUR

44.36%Win rate

133Trades

-3,435Max drawdown

147Avg trade

Best run of 35. Nasdaq 100, Daily, spread 3, from run pf:2026-10-11-NAS100-D.tsv:9.

Entry rules, long

The cloud spans use 9-, 26- and 52-bar high and low midpoints.
Signals are only checked after 80 bars.

Exit rules

The close crosses under the lower of the two cloud spans calculated 26 bars earlier, and the position is sold at market for 1 contract.

Test conditions

Period	Up to 2026-10-11
Instrument	Nasdaq 100, Daily
Spread	3 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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	Daily	2.61	133	44.36	19,605 EUR	-3,435
S&P 500	Daily	2.61	164	38.41	5,124 EUR	-958
Dow Jones	Daily	2.12	172	33.72	30,859 EUR	-6,892
Nikkei 225	4 hours	1.69	324	30.56	42,546 USD	-6,248
USD/JPY	30 min	1.21	2,494	28.23	848,590 USD	-172,180
USD/JPY	Daily	n/a	153	33.33	1,350,790 USD	-432,210
USD/JPY	1 hour	n/a	1,783	27.20	463,110 USD	-355,540
USD/JPY	15 min	n/a	2,656	26.47	341,490 USD	-129,390
USD/JPY	10 min	n/a	2,676	26.05	325,930 USD	-128,860
Nikkei 225	Daily	n/a	131	29.01	49,951 USD	-13,604
Nikkei 225	1 hour	n/a	1,268	28.08	21,437 USD	-10,828
Nikkei 225	3 min	n/a	2,710	25.28	16,701 USD	-8,728
Nasdaq 100	4 hours	n/a	409	31.78	14,868 EUR	-5,146
DAX 40	30 min	n/a	2,717	27.13	12,718 EUR	-5,266
Nasdaq 100	30 min	n/a	2,748	29.33	11,970 EUR	-3,935
Nasdaq 100	1 hour	n/a	1,482	29.42	11,886 EUR	-3,756
DAX 40	4 hours	n/a	403	30.27	11,159 EUR	-3,690
DAX 40	Daily	n/a	184	31.52	10,844 EUR	-4,929
Dow Jones	1 hour	n/a	497	30.58	10,632 EUR	-5,042
Dow Jones	4 hours	n/a	145	29.66	8,787 EUR	-5,354
DAX 40	1 hour	n/a	1,472	27.72	6,006 EUR	-4,730
US Crude Oil	30 min	n/a	2,345	28.23	5,641 EUR	-4,800
Nasdaq 100	5 min	n/a	2,754	24.73	5,588 EUR	-4,319
Brent Crude	30 min	n/a	1,698	27.92	5,104 EUR	-4,367
DAX 40	15 min	n/a	2,714	25.17	4,502 EUR	-4,457
Gold	Daily	n/a	163	31.29	3,153 EUR	-809
Gold	30 min	n/a	2,645	27.18	2,873 EUR	-1,013
S&P 500	4 hours	n/a	407	33.66	2,554 EUR	-839
Gold	1 hour	n/a	1,507	28.27	2,522 EUR	-1,205
Gold	4 hours	n/a	379	31.66	2,511 EUR	-1,456
Gold	10 min	n/a	2,849	23.73	1,604 EUR	-1,036
S&P 500	30 min	n/a	2,787	29.10	1,590 EUR	-936
S&P 500	1 hour	n/a	1,541	29.20	1,582 EUR	-942
Gold	5 min	n/a	2,736	25.73	1,383 EUR	-730
Gold	15 min	n/a	2,809	23.60	1,161 EUR	-1,099

Charts

Results by run

Top 10 of 35 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Ichimoku Cloud Breakout Long (long only) 3
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

tenkan = (highest[9](high) + lowest[9](low)) / 2
kijun = (highest[26](high) + lowest[26](low)) / 2
spana = (tenkan + kijun) / 2
spanb = (highest[52](high) + lowest[52](low)) / 2
cloudtop = MAX(spana[26], spanb[26])
cloudbot = MIN(spana[26], spanb[26])

10 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
In ProRealTime, open a chart of the instrument and timeframe you want to test, then open ProOrder > New trading system and choose "Create with programming".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

Ichimoku

Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · Daily · older data 0.00 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 10,000 bars.

Nasdaq 100 · Daily

Bars available	10,000
Net, standard 200,000-bar run	19,605.30 EUR
Net, long run	19,605.30 EUR
Net on the older data alone	0.00 EUR

Read this firstKnown weaknesses2 points

The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Ichimoku Cloud Breakout Long (long only) 3 in ProOrder?

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.

Which markets was it tested on?

It was tested on 35 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 2.61 over 133 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,435 EUR at the tested position size, against a net result of 19,605 EUR.

Does it trade long, short or both?

It only takes long trades.

Ichimoku Stochastic MACD Trend Filter

Uses the same indicator.

4.24 PF · 2,499 trades

Volatility Spike Regression Long

Best run on the same market, Nasdaq 100.

1.22 PF · 1,850 trades

48 Bar Percent Breakout

Also a breakout strategy.

2.60 PF · 104 trades

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