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Strategies / Trend / Ichimoku Stochastic MACD Trend Filter

Ichimoku Stochastic MACD Trend Filter

The strategy buys when the smoothed stochastic %K crosses above 20 with positive MACD, price above its 100-bar average and both Ichimoku leading spans. It sells short on the mirror conditions, with the stop and target each set at ATR(8) from entry.

TrendLong & shortSwingSilver1 hour
4.24Profit factor
337,545Net profit USD
38.10%Win rate
2,499Trades
-37,536Max drawdown
135Avg trade

Best run of 1. Silver, 1 hour, spread 2, from run pf:2026-10-13-SILVER-1h.tsv:4.

Entry rules, long

  2. The MACD line (12-period EMA minus 26-period EMA of the close) is above 0.
  3. The close is above the 100-bar simple average and above both Ichimoku leading spans, which are shifted 25 bars.
  4. No long position is open, and signals start after the first 110 bars.

Entry rules, short

  2. The MACD line is below 0.
  3. The close is below the 100-bar simple average and below both Ichimoku leading spans, which are shifted 25 bars.
  4. No short position is open, and signals start after the first 110 bars.

Exit rules

  2. An opposite signal closes the trade and reverses it.

Test conditions

PeriodUp to 2026-10-13
InstrumentSilver, 1 hour
Spread2 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 tested2026-10-13

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
SilverBest run1 hour4.24 2,49938.10337,545 USD-37,536

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Ichimoku Stochastic MACD Trend Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE rawk = 50

conv = (highest[9](high) + lowest[9](low)) / 2
base = (highest[26](high) + lowest[26](low)) / 2
mid = (conv + base) / 2
don = (highest[52](high) + lowest[52](low)) / 2
leadone = mid[25]
leadtwo = don[25]

myMacd = ExponentialAverage[12](close) - ExponentialAverage[26](close)

hh = highest[5](high)
ll = lowest[5](low)

23 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

StochasticMACDSMAIchimokuATR
Read this firstKnown weaknesses2 points
  • It was only tested on Silver, so there is no evidence from other markets.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Ichimoku Stochastic MACD Trend 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 one combination, Silver, 1 hour, with a profit factor of 4.24 over 2,499 trades.

How large was the drawdown?

The best run had a maximum drawdown of 37,536 USD at the tested position size, against a net result of 337,545 USD.

Does it trade long, short or both?

It trades both long and short.

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See how ProRealAlgos combines strategies like this into one automated portfolio.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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