The books... not free though
Buys when the Tenkan line is above the Kijun line and price is above the cloud, and sells short on the mirror condition. Any cross of the close through the close from 25 bars earlier closes the open trade.
Best run of 13. USD/JPY, Daily, spread 1, from run pf:2026-10-04-USDJPY-D.tsv:11.
| 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 | 1.64 | 503 | 36.78 | 3,066,560 USD | -416,710 |
| USD/JPY | 1 hour | n/a | 5,339 | 32.80 | 620,790 USD | -278,250 |
| EUR/USD | Daily | n/a | 480 | 38.96 | 173,132 USD | -50,303 |
| Nikkei 225 | Daily | n/a | 441 | 34.01 | 34,568 USD | -15,330 |
| Brent Crude | Daily | n/a | 196 | 33.16 | 17,101 EUR | -8,587 |
| GBP/USD | Daily | n/a | 536 | 35.45 | 13,976 USD | -6,814 |
| US Crude Oil | Daily | n/a | 421 | 38.24 | 12,523 EUR | -8,787 |
| Nasdaq 100 | Daily | n/a | 409 | 33.99 | 7,472 EUR | -5,953 |
| Gold | 1 hour | n/a | 4,410 | 30.61 | 2,650 EUR | -1,076 |
| Gold | 30 min | n/a | 8,000 | 30.24 | 2,345 EUR | -2,033 |
| Gold | 4 hours | n/a | 1,124 | 33.45 | 1,814 EUR | -842 |
| Gold | Daily | n/a | 532 | 31.20 | 1,771 EUR | -961 |
| S&P 500 | Daily | n/a | 539 | 32.84 | 1,046 EUR | -1,029 |
Charts
Top 10 of 13 runs. The full list is in the table above.
The code
// ============================================================== // Ichimoku Cloud Chikou Touch // ProRealAlgos Strategy Library | prorealalgos.com // Type: Trend // Direction: Long & short // Timeframe tested: Daily // ============================================================== DEFPARAM CumulateOrders = false 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 cura = senkoua[25] curb = senkoub[25] sshigh = max(cura, curb) sslow = min(cura, curb) mom = close - close[25]
21 more lines: the entry and exit rules.
Setup
USD/JPY had no history beyond the standard run, so both runs used 12,000 bars.
| Bars available | 12,000 |
| Net, standard 200,000-bar run | 3,066,560.00 USD |
| Net, long run | 3,068,020.00 USD |
| Net on the older data alone | 1,460.00 USD |
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 1.64 over 503 trades.
The best run had a maximum drawdown of 416,710 USD at the tested position size, against a net result of 3,066,560 USD.
It trades both long and short.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.
