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Strategies / Trend / Ichimoku Pullback Swing Bracket

Ichimoku Pullback Swing Bracket

Buys when Tenkan is above Kijun with a green cloud, after a close below both within the last 5 bars, and sells short on the mirror setup. Stops sit at the lower of 1 ATR(14) below entry and the 15-bar low, with targets at twice the risk.

TrendLong & shortSwingUSD/JPYDaily
1.52Profit factor
53,420Net profit USD
41.41%Win rate
483Trades
-8,390Max drawdown
111Avg trade

Best run of 9. USD/JPY, Daily, spread 1, from run pf:2026-10-10-USDJPY-D.tsv:11.

Entry rules, long

  2. The close is above Tenkan.
  3. Kijun is above Senkou A from 25 bars earlier, and the cloud from 25 bars earlier is green (A above B).
  4. The close was below both Tenkan and Kijun within the last 5 bars.

Entry rules, short

  2. The close is below Tenkan.
  3. Kijun is below Senkou A from 25 bars earlier, and the cloud from 25 bars earlier is red (A below B).
  4. The close was above both Tenkan and Kijun within the last 5 bars.

Exit rules

  2. Short stops mirror this at the higher of 1 ATR(14) above entry and the 15-bar highest high.
  3. The target is twice the stop distance from entry, and an opposite signal reverses the position.

Test conditions

PeriodUp to 2026-10-10
InstrumentUSD/JPY, Daily
Spread1 points
Starting capital1,000,000
CostsSpread only. Commissions and overnight financing are not included.
BarsUp to 200,000 bars, fewer where the instrument has less history
Last tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest runDaily1.52 48341.4153,420 USD-8,390
Nikkei 2254 hoursn/a 22239.1924,056 USD-8,199
SilverDailyn/a 9633.3319,688 USD-12,123
Nikkei 225Dailyn/a 12437.9018,858 USD-17,306
Nasdaq 100Dailyn/a 12240.167,167 EUR-3,951
Nasdaq 10010 minn/a 1,54733.166,049 EUR-4,493
Gold10 minn/a 1,67731.071,515 EUR-815
GoldDailyn/a 12333.331,050 EUR-734
Gold15 minn/a 1,56632.18904 EUR-783

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Ichimoku Pullback Swing Bracket
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE tos = 0
ONCE kos = 0
ONCE bos = 0
ONCE longcnt = 1000
ONCE shortcnt = 1000

tatr = AverageTrueRange[9](close) * 2
tup = MedianPrice + tatr
tdn = MedianPrice - tatr

197 more lines: the entry and exit rules.

Setup

How to load it

  1. Copy the code with the copy button on the code block.
  2. 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".
  3. Paste the code, give the system a name and save it.
  4. Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

ATRIchimoku
Longer historyRe-run on up to 1,000,000 barsUSD/JPY · Daily · older data 0.00 USD

USD/JPY had no history beyond the standard run, so both runs used 12,000 bars.

USD/JPY · Daily

Bars available12,000
Net, standard 200,000-bar run53,420.00 USD
Net, long run53,420.00 USD
Net on the older data alone0.00 USD
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 Pullback Swing Bracket 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 9 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.52 over 483 trades.

How large was the drawdown?

The best run had a maximum drawdown of 8,390 USD at the tested position size, against a net result of 53,420 USD.

Does it trade long, short or both?

It trades both long and short.

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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.comStatsDocs