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

Ichimoku Cloud Trend Long (long only) 3

Buys when the Span A line is above Span B and the close is above both spans. Closes the long when Span A falls below Span B and the close drops below both spans.

TrendLong onlySwingNasdaq 100Daily

2.78Profit factor

19,784Net profit EUR

55.34%Win rate

103Trades

-4,207Max drawdown

192Avg trade

Best run of 38. Nasdaq 100, Daily, spread 3, from run pf:2026-10-05-NAS100-D.tsv:18.

Entry rules, long

The close is above both Span A and Span B.

Exit rules

Span A is below Span B and the close is below both spans, closing the long.

Test conditions

Period	Up to 2026-10-05
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	2026-10-10

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	Daily	2.78	103	55.34	19,784 EUR	-4,207
S&P 500	Daily	2.32	147	41.50	4,395 EUR	-978
Nikkei 225	4 hours	1.70	264	42.80	40,452 USD	-7,081
Gold	1 hour	1.37	1,253	37.43	3,490 EUR	-685
DAX 40	4 hours	1.31	318	37.74	11,230 EUR	-2,603
Gold	30 min	1.28	2,092	34.23	3,365 EUR	-653
USD/JPY	15 min	1.16	2,082	36.26	502,290 USD	-124,520
USD/JPY	Daily	n/a	132	34.85	683,380 USD	-465,400
USD/JPY	30 min	n/a	2,040	35.83	617,540 USD	-262,610
USD/JPY	10 min	n/a	2,115	35.46	525,090 USD	-153,280
USD/JPY	1 hour	n/a	1,471	34.94	465,770 USD	-386,390
USD/JPY	4 hours	n/a	362	33.43	287,330 USD	-279,300
EUR/USD	Daily	n/a	118	41.53	91,862 USD	-45,521
Nikkei 225	Daily	n/a	118	37.29	45,714 USD	-12,702
Nikkei 225	1 hour	n/a	990	37.68	34,396 USD	-11,949
Nikkei 225	3 min	n/a	2,092	34.70	26,053 USD	-8,031
Dow Jones	Daily	n/a	153	40.52	25,895 EUR	-9,456
Silver	30 min	n/a	2,151	31.47	23,932 USD	-16,782
Nikkei 225	2 min	n/a	2,084	34.50	18,382 USD	-6,294
DAX 40	30 min	n/a	2,080	36.44	16,064 EUR	-4,520
Nasdaq 100	4 hours	n/a	337	41.84	13,334 EUR	-4,656
Nasdaq 100	30 min	n/a	2,056	35.85	11,790 EUR	-4,518
DAX 40	Daily	n/a	143	41.96	11,219 EUR	-5,750
Brent Crude	Daily	n/a	52	46.15	10,894 EUR	-7,623
US Crude Oil	Daily	n/a	126	44.44	10,591 EUR	-5,515
Nasdaq 100	15 min	n/a	2,206	36.17	9,116 EUR	-3,843
Dow Jones	4 hours	n/a	112	39.29	8,777 EUR	-7,754
Nasdaq 100	1 hour	n/a	1,258	36.65	8,509 EUR	-4,817
Nasdaq 100	10 min	n/a	2,194	33.82	8,498 EUR	-4,377
DAX 40	15 min	n/a	2,187	34.61	6,903 EUR	-4,265
DAX 40	1 hour	n/a	1,200	36.08	5,851 EUR	-5,578
Nasdaq 100	5 min	n/a	2,137	34.02	4,774 EUR	-4,340
Gold	Daily	n/a	139	35.25	3,418 EUR	-1,274
Gold	4 hours	n/a	326	40.18	2,486 EUR	-1,166
S&P 500	4 hours	n/a	331	38.37	2,275 EUR	-977
Gold	15 min	n/a	2,218	32.28	1,711 EUR	-891
Gold	5 min	n/a	2,159	34.46	1,302 EUR	-938
Gold	10 min	n/a	2,212	32.59	997 EUR	-801

Charts

Results by run

Top 10 of 38 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 Trend Long (long only) 3
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

conv = (highest[9](high) + lowest[9](low)) / 2
base = (highest[26](high) + lowest[26](low)) / 2
spana = (conv + base) / 2
spanb = (highest[52](high) + lowest[52](low)) / 2

12 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 271.20 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	19,784.30 EUR
Net, long run	20,055.50 EUR
Net on the older data alone	271.20 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 Trend 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 38 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 2.78 over 103 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,207 EUR at the tested position size, against a net result of 19,784 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

Double Supertrend Long

Also a trend strategy.

2.81 PF · 104 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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