Ichimoku with MACD/ CMF/ TSI — Strategy by exlux
By exlux
Performance Metrics
- Author: exlux
- Symbol: CME:SP1!
- Timeframe: 1 hour
- Net P&L: +558,850.00 USD (+50.63%)
- Win Rate: 50.7%
- Profit Factor: 2.61
- Max Drawdown: 39,250.00 USD (3.28%)
- Total Trades: 69
- Sharpe Ratio: 0.314
Description
This is a very powerful trend strategy designed for markets such as stocks market , stock index and crypto.For time frames I found out that 1h seems to do the trick.Components:Ichimoku full packMACD histogramCMF oscillatorTSI oscillatorRules for entryLong : For Ichimoku:Tenkan part of cloud is bigger than kijun, Chikou is above 0 , close of a candle is above the SenkouMACD histogram is above 0CMF oscillator is positive and bigger than 0.1TSI oscillator is above 0Short: For Ichimoku:Tenkan part of cloud is smaller than kijun, Chikou is below 0 , close of a candle is belowthe SenkouMACD histogram is below 0CMF oscillator is negative and below -0.1TSI oscillator is below 0Rules for exitThis strategy does not have any risk management inside. Instead it exits whenver it receives an opposite signal form the original one used for entry.If you have any questions let me know !