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

Ichimoku Cloud Breakout Long (long only)

The system buys 1 contract when a close breaks above the prior 12-bar high during an Ichimoku uptrend and a short EMA stack is rising. It exits when Tenkan crosses under Kijun or the close crosses under Kijun, with a 4% stop loss.

BreakoutLong onlyIntradayGold30 min

2.01Profit factor

914Net profit EUR

40.53%Win rate

227Trades

-160Max drawdown

4.03Avg trade

Best run of 26. Gold, 30 min, spread 0.6, from run pf:2026-10-05-GOLD-30m.tsv:3.

Entry rules, long

The cloud is green, with Span A above Span B, Tenkan(20) above Kijun(60), and Kijun(60) above the displaced Span A.
A Tenkan over Kijun cross happened on this bar or within the 2 prior bars.
The 3-period EMA is above the 5-period EMA, and the 5-period EMA is above the 10-period EMA.
The close is not above 1.036 times its close 3 bars earlier.

Exit rules

The trade also closes at market when the close crosses under Kijun(60).
A stop loss sits 4% below the entry price.

Test conditions

Period	Up to 2026-10-05
Instrument	Gold, 30 minutes
Spread	0.6 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	2026-10-05

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
GoldBest run	30 min	2.01	227	40.53	914 EUR	-160
USD/JPY	15 min	1.98	251	43.82	248,230 USD	-37,510
USD/JPY	10 min	1.69	215	36.28	152,730 USD	-27,120
Silver	4 hours	n/a	26	50.00	13,821 USD	-5,233
Silver	1 hour	n/a	156	33.33	12,671 USD	-7,807
Nikkei 225	Daily	n/a	17	23.53	9,276 USD	-3,456
Nikkei 225	3 min	n/a	230	33.91	4,879 USD	-4,343
Dow Jones	15 min	n/a	162	40.12	4,595 EUR	-1,332
Nikkei 225	30 min	n/a	225	33.78	4,088 USD	-3,297
US Crude Oil	Daily	n/a	7	42.86	3,830 EUR	-1,997
Dow Jones	5 min	n/a	168	37.50	3,540 EUR	-1,079
Nasdaq 100	1 hour	n/a	167	38.32	3,341 EUR	-1,379
GBP/USD	Daily	n/a	17	41.18	3,336 USD	-2,569
Nikkei 225	1 min	n/a	244	35.66	2,659 USD	-1,738
Nasdaq 100	10 min	n/a	219	36.99	2,646 EUR	-995
DAX 40	1 hour	n/a	148	37.16	2,390 EUR	-1,487
US Crude Oil	30 min	n/a	183	38.25	1,978 EUR	-1,661
Gold	Daily	n/a	16	56.25	1,974 EUR	-986
GBP/USD	1 hour	n/a	200	36.50	1,914 USD	-681
Nasdaq 100	15 min	n/a	240	35.83	1,704 EUR	-1,557
GBP/USD	4 hours	n/a	29	34.48	1,249 USD	-848
DAX 40	10 min	n/a	242	35.95	895 EUR	-836
FTSE 100	Daily	n/a	11	45.45	686 EUR	-599
Gold	15 min	n/a	230	28.70	524 EUR	-253
Gold	10 min	n/a	230	30.43	326 EUR	-186
Gold	5 min	n/a	213	32.39	312 EUR	-245

Charts

Results by run

Top 10 of 26 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)
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

emathree = ExponentialAverage[3](close)
emafive = ExponentialAverage[5](close)
ematen = ExponentialAverage[10](close)

tenkan = (highest[20](high) + lowest[20](low)) / 2
kijun = (highest[60](high) + lowest[60](low)) / 2
leada = (tenkan + kijun) / 2
leadb = (highest[120](high) + lowest[120](low)) / 2

21 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

IchimokuEMA

Longer historyRe-run on up to 1,000,000 barsGold · 30 min · older data 261.20 EUR

On the long run with 245,000 bars the net result was 1,175 EUR, against 914 EUR on the standard 200,000-bar run. The older data alone gave 261 EUR.

Gold · 30 min

Bars available	245,000
Net, standard 200,000-bar run	914.10 EUR
Net, long run	1,175.30 EUR
Net on the older data alone	261.20 EUR

Read this firstKnown weaknesses2 points

Results include the spread only. Commissions and overnight financing are not included.
The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run Ichimoku Cloud Breakout Long (long only) 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 26 market and timeframe combinations. The best run was Gold, 30 minutes, with a profit factor of 2.01 over 227 trades.

How large was the drawdown?

The best run had a maximum drawdown of 160 EUR at the tested position size, against a net result of 914 EUR.

Does it trade long, short or both?

It only takes long trades.

Reversal Pattern With Chaikin Volatility

Uses the same indicator.

2.26 PF · 6,872 trades

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

Little Turtle Breakout

Also a breakout strategy.

1.99 PF · 105 trades

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Past backtest results do not guarantee future results. This is not financial advice. Curated and maintained by ProRealAlgos. ProRealTime™ is a trademark of ProRealTime SAS. prorealalgos.com Stats Docs

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