Strategies / Trend / Ichimoku TK Cross Cloud Thickness

Ichimoku TK Cross Cloud Thickness

Opens a long when the Tenkan line crosses above the Kijun line with price above a cloud at least 0.3% thick, and a short on the mirror. Exits on the opposite Tenkan-Kijun cross or a close through the cloud.

TrendLong & shortSwingSilver1 hour

17.19Profit factor

581,941Net profit USD

36.83%Win rate

524Trades

-4,476Max drawdown

1,111Avg trade

Best run of 21. Silver, 1 hour, spread 2, from run pf:2026-10-10-SILVER-1h.tsv:1.

Entry rules, long

The close is above the cloud, meaning both spans calculated 26 bars earlier.
The distance between the two current spans is at least 0.3% of the close.
The last signal was not already a long.
Signals are only checked after 90 bars.

Entry rules, short

The close is below the cloud, meaning both spans calculated 26 bars earlier.
The distance between the two current spans is at least 0.3% of the close.
The last signal was a long.

Exit rules

A short is closed at market when the Tenkan line crosses over the Kijun line or the close rises above the cloud.

Test conditions

Period	Up to 2026-10-10
Instrument	Silver, 1 hour
Spread	2 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
SilverBest run	1 hour	17.19	524	36.83	581,941 USD	-4,476
USD/JPY	Daily	n/a	68	39.71	395,870 USD	-354,300
EUR/USD	Daily	n/a	60	40.00	66,712 USD	-12,221
Silver	15 min	n/a	513	27.29	11,674 USD	-8,465
Nikkei 225	Daily	n/a	55	41.82	11,430 USD	-7,515
EUR/USD	30 min	n/a	151	39.74	10,202 USD	-7,075
Nasdaq 100	Daily	n/a	57	40.35	8,786 EUR	-2,288
US Crude Oil	1 hour	n/a	382	36.65	5,863 EUR	-1,673
DAX 40	4 hours	n/a	140	39.29	3,941 EUR	-3,092
US Crude Oil	2 min	n/a	198	40.40	2,944 EUR	-813
Brent Crude	1 hour	n/a	281	40.21	2,855 EUR	-1,581
FTSE 100	Daily	n/a	61	42.62	2,542 EUR	-1,466
DAX 40	30 min	n/a	454	38.55	1,907 EUR	-1,669
US Crude Oil	3 min	n/a	219	36.07	1,791 EUR	-1,373
Brent Crude	3 min	n/a	203	37.93	1,680 EUR	-787
FTSE 100	4 hours	n/a	134	36.57	1,240 EUR	-987
Nasdaq 100	10 min	n/a	199	36.68	1,208 EUR	-1,118
GBP/USD	1 hour	n/a	212	37.26	1,103 USD	-1,012
Gold	1 hour	n/a	350	37.43	824 EUR	-309
Gold	4 hours	n/a	142	38.73	618 EUR	-614
DAX 40	3 min	n/a	32	31.25	375 EUR	-271

Charts

Results by run

Top 10 of 21 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Ichimoku TK Cross Cloud Thickness
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE hasbuy = 0

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

30 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

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 TK Cross Cloud Thickness 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 21 market and timeframe combinations. The best run was Silver, 1 hour, with a profit factor of 17.19 over 524 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,476 USD at the tested position size, against a net result of 581,941 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.com Stats Docs