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The Ichimoku Cloud

The document describes a TradingView strategy that uses Ichimoku indicators to enter long or short positions on the FXSUSDT currency pair over 15/30 minute intervals. It defines inputs for Ichimoku parameters, trade direction filters, stop loss and take profit percentages, and alert messages. Entry rules look for the close price to cross above or below the Ichimoku lines and longest moving average. Exit rules close positions if the close price crosses back below or above the leading Ichimoku line.

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Michael Bauer
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545 views3 pages

The Ichimoku Cloud

The document describes a TradingView strategy that uses Ichimoku indicators to enter long or short positions on the FXSUSDT currency pair over 15/30 minute intervals. It defines inputs for Ichimoku parameters, trade direction filters, stop loss and take profit percentages, and alert messages. Entry rules look for the close price to cross above or below the Ichimoku lines and longest moving average. Exit rules close positions if the close price crosses back below or above the leading Ichimoku line.

Uploaded by

Michael Bauer
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as TXT, PDF, TXT or read online on Scribd
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//@version=5

strategy(title="Ichimoku Sniper FXSUSDT 15/30m", shorttitle="Ichimoku Sniper


FXSUSDT 15/30m", overlay=true, initial_capital = 1000, default_qty_type =
strategy.percent_of_equity, default_qty_value = 100, commission_value = 0.05)
showBB = input.bool(false, "Show Ichimoku Cloud")
showTrade = input.bool(false, 'Show TP/SL')
conversionPeriods = input.int(4, minval=1, title="Conversion Line Length")
basePeriods = input.int(4, minval=1, title="Base Line Length")
laggingSpan2Periods = input.int(46, minval=1, title="Leading Span B Length")
displacement = input.int(20, minval=1, title="Lagging Span")
donchian(len) => math.avg(ta.lowest(len), ta.highest(len))
conversionLine = donchian(conversionPeriods)
baseLine = donchian(basePeriods)
leadLine1 = math.avg(conversionLine, baseLine)
leadLine2 = donchian(laggingSpan2Periods)
plot(showBB ? conversionLine : na, color=#2962FF, title="Conversion Line")
plot(showBB ? baseLine : na, color=#B71C1C, title="Base Line")
plot(showBB ? close : na, offset = -displacement + 1, color=#43A047, title="Lagging
Span")
p1 = plot(showBB ? leadLine1 : na, offset = displacement - 1, color=#A5D6A7,
title="Leading Span A")
p2 = plot(showBB ? leadLine2 : na, offset = displacement - 1, color=#EF9A9A,
title="Leading Span B")
plot(leadLine1 > leadLine2 ? leadLine1 : leadLine2, offset = displacement - 1,
title = "Kumo Cloud Upper Line", display = display.none)
plot(leadLine1 < leadLine2 ? leadLine1 : leadLine2, offset = displacement - 1,
title = "Kumo Cloud Lower Line", display = display.none)
fill(p1, p2, color = leadLine1 > leadLine2 ? color.rgb(67, 160, 71, 90) :
color.rgb(244, 67, 54, 90))

// Add this to the existing strategy


longest = ta.ema(close, 200)
plot(showBB ? longest : na, color = color.yellow)

// Strategy code begins here


import TradingView/Strategy/2 as css

//DATE RANGE FILTER {


i_tradeDirection = input.string(title='Trade Direction',
defval=strategy.direction.all, options=[strategy.direction.all,
strategy.direction.long, strategy.direction.short], group='Trade Filters')
strategy.risk.allow_entry_in(i_tradeDirection)
i_startTime = input.time(defval=timestamp('01 Jan 2012 00:00 +0000'), title='Start
Time', group='Trade Filters')
i_endTime = input.time(defval=timestamp('01 Jan 2099 00:00 +0000'), title='End
Time', group='Trade Filters')
inDateRange = time >= i_startTime and time <= i_endTime
//}
//SL TP PERCENT {
string sltp= "STOP/TAKE PROFIT"
usetpsl = input.bool(true, 'Use TP/SL', inline=sltp, group=sltp)
float percentStop = input.float(1.75, "Stop %", minval = 0.0, step = 0.25,
group=sltp, inline='percent')
float percentTP = input.float(3.25, "Limit %", minval = 0.0, step = 0.25,
group=sltp, inline='percent')
//}
//ALERTS {
i_alert_txt_entry_long = input.text_area(defval = "", title = "Long Entry Message",
group = "Alerts")
i_alert_txt_entry_short = input.text_area(defval = "", title = "Short Entry
Message", group = "Alerts")
i_alert_txt_exit_long = input.text_area(defval = "", title = "Long Exit Message",
group = "Alerts")
i_alert_txt_exit_short = input.text_area(defval = "", title = "Short Exit Message",
group = "Alerts")
//}

// Using the input stop/ limit percent, we can convert to ticks and use the ticks
to level functions.
// This can be used to calculate the take profit and stop levels.
float sl = css.ticksToStopLevel (css.percentToTicks (percentStop))
float tp = css.ticksToTpLevel (css.percentToTicks (percentTP))

exitPrice = strategy.closedtrades.exit_price(strategy.closedtrades-1)
bias = math.sign(strategy.position_size)
avg = strategy.position_avg_price

// Conditions used to reference position and determine trade bias


bool long = strategy.position_size > 0
bool short = strategy.position_size < 0
bool enterLong = long and not long [1]
bool enterShort = short and not short[1]
bool enter = enterLong or enterShort
bool exit = strategy.position_size == 0 and not (strategy.position_size ==
0)[1]
bool flat = strategy.position_size == 0

//STRATEGY PLOTS {
avgerage = plot(showTrade ? avg : na, "ENTRY", not enter ?
color.new(color.white, 0) : na, 2, plot.style_linebr)
slp = plot(showTrade ? sl : na, "STOP LOSS", not enter ?
color.new(color.red, 60) : na, 4, plot.style_linebr)
tpp = plot(showTrade ? tp : na, "TAKE PROFIT", not enter ?
color.new(color.green, 60) : na, 4, plot.style_linebr)

fill(tpp, avgerage, color = color.new(color.green, 80), title='TP Background')


fill(avgerage, slp, color = color.new(color.red, 80) , title= 'SL Background')
//}

if usetpsl == true and long


css.exitPercent("exit long", percentStop, percentTP,
alertMessage=i_alert_txt_exit_long)

if usetpsl == true and short


css.exitPercent("exit short", percentStop, percentTP,
alertMessage=i_alert_txt_exit_short)

// Strategy code begins here


long_entry = (close > longest) and (close > leadLine1) and (close > leadLine2) and
(close > conversionLine) and (close > baseLine)
short_entry = (close < longest) and (close < leadLine1) and (close < leadLine2) and
(close < conversionLine) and (close < baseLine)

bool longCondition = long_entry


bool shortCondition = short_entry
// Create entries based on the cross conditions for both trades biases.
if longCondition and inDateRange
strategy.close("SHORT", "SX" , alert_message=i_alert_txt_exit_short)
strategy.entry("LONG", strategy.long, alert_message=i_alert_txt_entry_long)

if shortCondition and inDateRange


strategy.close("LONG", "LX", alert_message=i_alert_txt_exit_long)
strategy.entry("SHORT", strategy.short, alert_message=i_alert_txt_entry_short)

if shortCondition or (strategy.position_size > 0) and (close < leadLine1)


strategy.close("Long", "Close Long", alert_message=i_alert_txt_exit_long)
if longCondition or (strategy.position_size < 0) and (close > leadLine1)
strategy.close("Short", "Close Short", alert_message=i_alert_txt_exit_short)

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