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

Ichimoku Cloud Trend Long (long only)

Buys when the tenkan line is above the kijun line and price is above both cloud spans, with the lagging span check passing. Sells when the tenkan crosses under the kijun or price crosses under the kijun, with a 1.5% stop loss.

TrendLong onlySwingNasdaq 100Daily

2.66Profit factor

10,560Net profit EUR

28.68%Win rate

136Trades

-2,486Max drawdown

77.65Avg trade

Best run of 36. Nasdaq 100, Daily, spread 3, from run pf:2026-10-05-NAS100-D.tsv:12.

Entry rules, long

The tenkan line (20 periods) is above the kijun line (60 periods)
The close is above both leading spans as they stood 29 bars earlier
Leading span A is above leading span B on the current bar
The close one bar ago is above both leading spans as they stood 59 bars earlier

Exit rules

The close crosses under the kijun line
A stop loss sits 1.5% below the entry price

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	2026-10-05

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	Daily	2.66	136	28.68	10,560 EUR	-2,486
DAX 40	Daily	2.24	174	32.18	13,632 EUR	-2,270
Silver	4 hours	2.15	304	25.99	36,096 USD	-8,994
Gold	1 hour	1.56	1,124	36.39	3,190 EUR	-418
USD/JPY	30 min	1.25	1,828	36.65	619,050 USD	-107,545
DAX 40	30 min	1.18	1,960	35.36	10,495 EUR	-2,277
USD/JPY	15 min	n/a	1,920	34.17	301,900 USD	-156,460
USD/JPY	1 hour	n/a	1,338	36.10	298,010 USD	-294,060
USD/JPY	10 min	n/a	1,982	34.16	233,400 USD	-123,180
EUR/USD	2 min	n/a	1,950	24.56	110,790 USD	-50,778
EUR/USD	Daily	n/a	119	37.82	80,465 USD	-26,718
EUR/USD	15 min	n/a	1,771	30.21	47,476 USD	-22,732
EUR/USD	5 min	n/a	1,886	27.36	43,285 USD	-33,065
Silver	1 hour	n/a	1,189	30.28	25,481 USD	-13,861
Nikkei 225	1 hour	n/a	980	35.20	22,082 USD	-6,839
Nikkei 225	Daily	n/a	131	21.37	18,321 USD	-9,607
Nikkei 225	30 min	n/a	1,900	32.89	10,734 USD	-6,900
Nikkei 225	15 min	n/a	1,829	32.37	10,539 USD	-8,169
Dow Jones	15 min	n/a	1,462	35.64	8,698 EUR	-3,981
Dow Jones	1 hour	n/a	408	39.22	8,380 EUR	-4,438
Dow Jones	4 hours	n/a	120	40.00	7,669 EUR	-3,845
Nasdaq 100	30 min	n/a	2,101	34.03	7,106 EUR	-3,344
Nasdaq 100	1 hour	n/a	1,215	35.39	6,615 EUR	-3,199
DAX 40	1 hour	n/a	1,123	34.19	4,680 EUR	-2,733
Nasdaq 100	15 min	n/a	1,924	35.76	4,564 EUR	-3,167
GBP/USD	Daily	n/a	132	32.58	4,272 USD	-3,773
Nasdaq 100	10 min	n/a	1,929	34.11	4,221 EUR	-3,697
Nasdaq 100	4 hours	n/a	380	33.16	4,146 EUR	-3,461
Gold	Daily	n/a	140	25.00	2,561 EUR	-849
Gold	4 hours	n/a	324	35.80	2,391 EUR	-784
Gold	30 min	n/a	1,856	34.70	1,863 EUR	-788
Gold	15 min	n/a	1,899	29.91	1,817 EUR	-475
S&P 500	Daily	n/a	205	22.93	1,456 EUR	-748
S&P 500	4 hours	n/a	360	40.28	1,381 EUR	-705
S&P 500	1 hour	n/a	1,283	35.78	915 EUR	-762
Gold	3 min	n/a	2,028	31.80	593 EUR	-449

Charts

Results by run

Top 10 of 36 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)
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

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
senkoua = leada[29]
senkoub = leadb[29]

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

Ichimoku

Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · Daily · older data 307.20 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	10,560.00 EUR
Net, long run	10,867.20 EUR
Net on the older data alone	307.20 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 Trend 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 36 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 2.66 over 136 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,486 EUR at the tested position size, against a net result of 10,560 EUR.

Does it trade long, short or both?

It only takes long trades.

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