Strategies / Trend / Ichimoku Cloud StochRSI Filter

Ichimoku Cloud StochRSI Filter

Buys when the close is above both Ichimoku cloud spans from 48 bars ago, the Stochastic RSI is below 0.8, and the close is above the 50-bar EMA. Sells when the close drops below either span while the Stochastic RSI is above 0.2.

TrendLong onlySwingS&P 500Daily

2.70Profit factor

4,433Net profit EUR

32.43%Win rate

148Trades

-1,096Max drawdown

29.95Avg trade

Best run of 35. S&P 500, Daily, spread 1, from run pf:2026-10-05-USA500-D.tsv:9.

Entry rules, long

The close is above the 50-bar EMA.
The Stochastic RSI, RSI(14) normalised over 14 bars, is below 0.8.

Exit rules

The close is below either cloud span, using values from 48 bars ago, and the Stochastic RSI is above 0.2.

Test conditions

Period	Up to 2026-10-05
Instrument	S&P 500, 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	2026-10-05

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
S&P 500Best run	Daily	2.70	148	32.43	4,433 EUR	-1,096
USD/JPY	Daily	n/a	118	34.75	1,125,310 USD	-484,550
USD/JPY	30 min	n/a	1,944	30.56	691,430 USD	-215,080
USD/JPY	4 hours	n/a	353	28.33	536,520 USD	-216,600
USD/JPY	10 min	n/a	2,138	28.30	230,250 USD	-180,960
USD/JPY	5 min	n/a	2,207	26.37	174,710 USD	-114,240
EUR/USD	Daily	n/a	128	32.81	53,676 USD	-34,025
Nikkei 225	Daily	n/a	102	35.29	41,542 USD	-12,432
Nikkei 225	4 hours	n/a	259	31.27	25,275 USD	-7,327
Dow Jones	Daily	n/a	144	33.33	24,361 EUR	-6,624
Nikkei 225	1 hour	n/a	917	28.90	22,969 USD	-15,159
Nikkei 225	30 min	n/a	1,904	29.31	19,234 USD	-9,924
Nasdaq 100	Daily	n/a	96	43.75	16,898 EUR	-5,238
DAX 40	Daily	n/a	144	36.81	15,005 EUR	-3,805
US Crude Oil	Daily	n/a	106	35.85	13,787 EUR	-4,148
Nasdaq 100	4 hours	n/a	292	33.90	11,915 EUR	-4,761
Nikkei 225	3 min	n/a	2,030	26.55	11,478 USD	-9,754
Nikkei 225	2 min	n/a	2,073	25.76	10,599 USD	-9,248
Brent Crude	Daily	n/a	55	36.36	9,361 EUR	-4,725
DAX 40	15 min	n/a	2,130	27.51	8,097 EUR	-2,301
Nasdaq 100	30 min	n/a	1,932	30.75	6,592 EUR	-3,981
DAX 40	1 hour	n/a	1,103	30.55	6,257 EUR	-3,714
Nasdaq 100	5 min	n/a	2,055	27.15	5,682 EUR	-4,027
DAX 40	30 min	n/a	2,002	28.62	5,515 EUR	-3,925
DAX 40	10 min	n/a	2,203	25.47	3,168 EUR	-3,165
Gold	Daily	n/a	139	35.25	2,900 EUR	-1,454
S&P 500	4 hours	n/a	299	35.45	2,334 EUR	-966
Gold	1 hour	n/a	1,140	29.91	2,276 EUR	-1,340
Gold	15 min	n/a	2,122	24.93	2,097 EUR	-680
Gold	30 min	n/a	1,956	27.97	1,979 EUR	-768
Gold	4 hours	n/a	296	30.07	1,867 EUR	-1,494
S&P 500	1 hour	n/a	1,164	32.04	1,523 EUR	-1,079
Gold	10 min	n/a	2,112	24.95	1,358 EUR	-805
Gold	5 min	n/a	2,162	26.32	1,169 EUR	-531
Gold	3 min	n/a	2,135	25.85	880 EUR	-673

Charts

Results by run

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

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Ichimoku Cloud StochRSI Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ema = ExponentialAverage[50](close)
myRsi = RSI[14](close)
rsihi = Highest[14](myRsi)
rsilo = Lowest[14](myRsi)
den = rsihi - rsilo
stochok = 0
stoch = 0

18 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

IchimokuEMARSIStochastic

Longer historyRe-run on up to 1,000,000 barsS&P 500 · Daily · older data 59.21 EUR

S&P 500 had no history beyond the standard run, so both runs used 14,000 bars.

S&P 500 · Daily

Bars available	14,000
Net, standard 200,000-bar run	4,433.28 EUR
Net, long run	4,492.49 EUR
Net on the older data alone	59.21 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 StochRSI Filter 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 S&P 500, Daily, with a profit factor of 2.70 over 148 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,096 EUR at the tested position size, against a net result of 4,433 EUR.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

CCI Sign With EMA Alignment

Best run on the same market, S&P 500.

1.23 PF · 1,253 trades

Adaptive Score Crossover Swing

Also a trend strategy.

2.70 PF · 160 trades

Put your name on the ProRealAlgos waitlist to trade a tested portfolio instead of single strategies.

Copy trading on US indices is available to ProRealAlgos members as spots open.

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

Join the ProRealAlgos Community

Sign up is paused. All spots are currently filled.Leave your email and we’ll reach out as slots open.

When are you looking to start?

Within 6 months 6–12 months Just exploring