Ichimoku Backtester with TP, SL, and Cloud Confirmation Option — Strategy by gregh2
By gregh2
Performance Metrics
- Author: gregh2
- Symbol: COINBASE:LTCUSD
- Timeframe: 8 hours
- Net P&L: +1,266,539.75 USD (+1,137.52%)
- Win Rate: 51.4%
- Profit Factor: 1.419
- Max Drawdown: 2,332,033.04 USD (184.93%)
- Total Trades: 35
- Sharpe Ratio: 0.186
Description
Feb 12, 2021Started with the Basic Ichimoku strategy from Mizuki32. Added Take Profit, Stop Loss (for both long and short), and a toggle to wait for confirmation from the cloud.Feb 20, 2021Release NotesAdded RSI options for Entry and TP.Feb 20, 2021Release NotesAdded option to take profit after X bar closes past the RSI threshold.Feb 20, 2021Release NotesUpdating defaults to have no RSI, no TP, no SLMar 8, 2021Release NotesUpdated Backtester to have toggle for Stoch RSI and cleaned up RSI logic on strategy exit.May 30, 2021Release NotesCleaning up Inputs, Removing Stochastic RSI, removing TP after sequential RSIJun 7, 2021Release NotesAdded back Stoch RSI Toggle per user request. Moved date range to top so the data selector is usable.Apr 14, 2023Release NotesThis update cleans up the code and corrects many bugs. It is recommended you update your strategy and the matching indicator.MAJOR BUGFIXES:1. Corrected logic for tenkan and kijun cross to use crossover and crossunder fuctions. This prevents possible misfiring of alerts2. Corrected RSI and Long/Short logic so RSI TP fires correctly. 3. Correct the Chikou Span Plotting (it was plotting in the wrong direction of the current price).4. Corrected offsets. Previous indicator that logic was sourced from incorrect offset everything by +1Apr 14, 2023Release NotesUpdated the color of the chikou span so it's easier to see.Apr 14, 2023Release NotesFixing entry and exit logic from updateApr 15, 2023Release NotesUpdating name and cleaning up some logicApr 16, 2023Release NotesFixed broken short entry logic