Advanced Ichimoku Kinko Hyo v1.1.0 free
This is an advanced implementation of Ichimoku Kinko Hyo.
This trading system (not indicator) takes into consideration the following theories that came along with the system;
- Wave Theory
- Time Theory
- Price Observation Theory
- The Time-Wave Theory
- Three Roles Improvement (buy signal)
- Three Roles Reversal (sell signal)
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using System; using cAlgo.API; using cAlgo.API.Internals; using cAlgo.API.Indicators; namespace cAlgo { [Cloud("Seukou Span B", "Seukou Span A", Opacity = 0.2, FirstColor = "B22222", SecondColor = "FF7CFC00")] [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.FullAccess)] public class AdvancedIchimokuKinkoHyo : Indicator { [Parameter(DefaultValue = 9, Group = "Ichimoku")] public int TenkanSenPeriods { get; set; } [Parameter(DefaultValue = 26, Group = "Ichimoku")] public int KijunSenPeriods { get; set; } [Parameter(DefaultValue = 52, Group = "Ichimoku")] public int SeukouSpanBPeriods { get; set; } [Output("Tenkan Sen", LineColor = "#FFFF0000")] public IndicatorDataSeries TenkanSen { get; set; } [Output("Kijun Sen", LineColor = "#FF0000FF")] public IndicatorDataSeries KijunSen { get; set; } [Output("Chikou Span", LineColor = "#FFFFFF00")] public IndicatorDataSeries ChikouSpan { get; set; } [Output("Seukou Span B", LineColor = "#FFFF0000", LineStyle = LineStyle.Lines)] public IndicatorDataSeries SeukouSpanB { get; set; } [Output("Seukou Span A", LineColor = "FF008000", LineStyle = LineStyle.Lines)] public IndicatorDataSeries SeukouSpanA { get; set; } //[Parameter(DefaultValue = 26)] public int DisplacementChikou { get; set; } //[Parameter(DefaultValue = 26)] public int DisplacementKumo { get; set; } [Parameter("Depth", DefaultValue = 26, Group = "Waves - Primary")] public int Depth { get; set; } [Parameter("Deviation", DefaultValue = 17, Group = "Waves - Primary")] public int Deviation { get; set; } [Parameter("BackStep", DefaultValue = 9, Group = "Waves - Primary")] public int BackStep { get; set; } [Parameter("Depth", DefaultValue = 101, Group = "Waves - Secondary")] public int Depth2 { get; set; } [Parameter("Deviation", DefaultValue = 26, Group = "Waves - Secondary")] public int Deviation2 { get; set; } [Parameter("BackStep", DefaultValue = 17, Group = "Waves - Secondary")] public int BackStep2 { get; set; } [Output("Waves - Primary", LineColor = "White")] public IndicatorDataSeries Result { get; set; } [Output("Waves - Secondary", LineColor = "Yellow")] public IndicatorDataSeries Result2 { get; set; } [Parameter("Color", DefaultValue = "Blue", Group = "KihonSuchiSeries")] public string Col { get; set; } [Parameter("Transparency %", DefaultValue = 100, Group = "KihonSuchiSeries")] public int Trsp { get; set; } //[Parameter("Magic Number", DefaultValue = 0)] public int mgc = 0; public double maxfast, minfast, maxmedium, minmedium, maxslow, minslow; #region Waves public IndicatorDataSeries ZigZag { get; set; } public IndicatorDataSeries Idx { get; set; } public IndicatorDataSeries ZigZag2 { get; set; } public IndicatorDataSeries Idx2 { get; set; } public IndicatorDataSeries ZigZagHighs { get; set; } public IndicatorDataSeries ZigZagLows { get; set; } private double _lastLow; private double _lastHigh; private double _low; private double _high; private int _lastHighIndex; private int _lastLowIndex; private int _type; private double _point; private double _currentLow; private double _currentHigh; private int prevIdx; private int idx; private int tf; private IndicatorDataSeries _highZigZags; private IndicatorDataSeries _lowZigZags; private double _lastLow2; private double _lastHigh2; private double _low2; private double _high2; private int _lastHighIndex2; private int _lastLowIndex2; private int _type2; private double _point2; private double _currentLow2; private double _currentHigh2; private int prevIdx2; private int idx2; private IndicatorDataSeries _highZigZags2; private IndicatorDataSeries _lowZigZags2; #region KihonSuchi private int x1; private string selected = "none"; private Color alphaColor; private Color betaColor; private Color gammaColor; private string name; private IchimokuKinkoHyo IchimokuKinkoHyo; #endregion #endregion protected override void Initialize() { DisplacementChikou = KijunSenPeriods; DisplacementKumo = KijunSenPeriods; //Waves #region Waves _highZigZags = CreateDataSeries(); _lowZigZags = CreateDataSeries(); ZigZag = CreateDataSeries(); Idx = CreateDataSeries(); ZigZagHighs = CreateDataSeries(); ZigZagLows = CreateDataSeries(); _point = Symbol.TickSize; idx = 0; prevIdx = -1; _highZigZags2 = CreateDataSeries(); _lowZigZags2 = CreateDataSeries(); ZigZag2 = CreateDataSeries(); Idx2 = CreateDataSeries(); _point2 = Symbol.TickSize; idx2 = 0; prevIdx2 = -1; string tfString = Bars.TimeFrame.ToString(); switch (tfString) { case "Minute": tf = 1; break; case "Minute5": tf = 5; break; case "Minute10": tf = 10; break; case "Minute15": tf = 15; break; case "Minute30": tf = 30; break; case "Minute45": tf = 45; break; case "Hour": tf = 60; break; case "Hour2": tf = 60 * 2; break; case "Hour3": tf = 60 * 3; break; case "Hour4": tf = 60 * 4; break; case "Hour6": tf = 60 * 6; break; case "Hour8": tf = 60 * 8; break; case "Hour12": tf = 60 * 12; break; case "Daily": tf = 60 * 24; break; case "Day2": tf = 60 * 24 * 2; break; case "Day3": tf = 60 * 24 * 3; break; case "Weekly": tf = 60 * 24 * 7; break; case "Monthly": tf = 60 * 24 * 7 * 4; break; default: Print("Error! Not Correct TimeFrame"); break; } #endregion #region KihonSuchi IchimokuKinkoHyo = Indicators.IchimokuKinkoHyo(TenkanSenPeriods, KijunSenPeriods, SeukouSpanBPeriods); name = "" + mgc.ToString(); Color color = Color.FromName(Col); alphaColor = Color.FromArgb((int)(Trsp * 2.55), color.R, color.G, color.B); betaColor = Color.FromName("Green"); gammaColor = Color.FromName("Red"); DrawCursors(); DrawCycles(x1, alphaColor); Chart.ObjectHoverChanged += OnChartObjectHoverChanged; Chart.MouseUp += OnChartMouseUp; Bars.BarOpened += Bars_BarOpened; #endregion var stackPanel = new StackPanel { HorizontalAlignment = cAlgo.API.HorizontalAlignment.Left, VerticalAlignment = VerticalAlignment.Top, BackgroundColor = Color.DarkCyan, Opacity = 0.7 }; var button = new cAlgo.API.Button { Text = "Subscribe to Pro", Margin = 3 }; button.Click += Button_Click; stackPanel.AddChild(button); var button2 = new cAlgo.API.Button { Text = "Buy Pro", Margin = 3 }; button2.Click += Button2_Click; stackPanel.AddChild(button2); Chart.AddControl(stackPanel); } private void Button_Click(ButtonClickEventArgs obj) { System.Diagnostics.Process.Start("https://profitislander.gumroad.com/l/advichipro"); } private void Button2_Click(ButtonClickEventArgs obj) { System.Diagnostics.Process.Start("https://flutterwave.com/pay/advichipro"); } public override void Calculate(int index) { //Ichimoku 5 lines #region Ichimoku 5 lines if ((index < TenkanSenPeriods) || (index < SeukouSpanBPeriods)) { return; } maxfast = Bars.HighPrices[index]; minfast = Bars.LowPrices[index]; maxmedium = Bars.HighPrices[index]; minmedium = Bars.LowPrices[index]; maxslow = Bars.HighPrices[index]; minslow = Bars.LowPrices[index]; for (int i = 0; i < TenkanSenPeriods; i++) { if (maxfast < Bars.HighPrices[index - i]) { maxfast = Bars.HighPrices[index - i]; } if (minfast > Bars.LowPrices[index - i]) { minfast = Bars.LowPrices[index - i]; } } for (int i = 0; i < KijunSenPeriods; i++) { if (maxmedium < Bars.HighPrices[index - i]) { maxmedium = Bars.HighPrices[index - i]; } if (minmedium > Bars.LowPrices[index - i]) { minmedium = Bars.LowPrices[index - i]; } } for (int i = 0; i < SeukouSpanBPeriods; i++) { if (maxslow < Bars.HighPrices[index - i]) { maxslow = Bars.HighPrices[index - i]; } if (minslow > Bars.LowPrices[index - i]) { minslow = Bars.LowPrices[index - i]; } } TenkanSen[index] = (maxfast + minfast) / 2; KijunSen[index] = (maxmedium + minmedium) / 2; ChikouSpan[index - DisplacementChikou] = Bars.ClosePrices[index]; SeukouSpanA[index + DisplacementKumo] = (TenkanSen[index] + KijunSen[index]) / 2; SeukouSpanB[index + DisplacementKumo] = (maxslow + minslow) / 2; #endregion #region Waves if (index < Depth) { Result[index] = 0; _highZigZags[index] = 0; _lowZigZags[index] = 0; ZigZagHighs[idx] = 0; ZigZagLows[idx] = 0; ZigZag[idx] = 0; Idx[idx] = 0; return; } if (index < Depth2) { Result2[index] = 0; _highZigZags2[index] = 0; _lowZigZags2[index] = 0; ZigZag2[idx2] = 0; Idx2[idx2] = 0; return; } _currentLow = Functions.Minimum(Bars.LowPrices, Depth); if (Math.Abs(_currentLow - _lastLow) < double.Epsilon) { _currentLow = 0.0; } else { _lastLow = _currentLow; if ((Bars.LowPrices[index] - _currentLow) > (Deviation * _point)) { _currentLow = 0.0; } else { for (int i = 1; i <= BackStep; i++) { if (Math.Abs(_lowZigZags[index - i]) > double.Epsilon && _lowZigZags[index - i] > _currentLow) { _lowZigZags[index - i] = 0.0; } } } } if (Math.Abs(Bars.LowPrices[index] - _currentLow) < double.Epsilon) { _lowZigZags[index] = _currentLow; } else { _lowZigZags[index] = 0.0; } _currentHigh = Bars.HighPrices.Maximum(Depth); if (Math.Abs(_currentHigh - _lastHigh) < double.Epsilon) { _currentHigh = 0.0; } else { _lastHigh = _currentHigh; if ((_currentHigh - Bars.HighPrices[index]) > (Deviation * _point)) { _currentHigh = 0.0; } else { for (int i = 1; i <= BackStep; i++) { if (Math.Abs(_highZigZags[index - i]) > double.Epsilon && _highZigZags[index - i] < _currentHigh) { _highZigZags[index - i] = 0.0; } } } } if (Math.Abs(Bars.HighPrices[index] - _currentHigh) < double.Epsilon) { _highZigZags[index] = _currentHigh; } else { _highZigZags[index] = 0.0; } switch (_type) { case 0: if (Math.Abs(_low - 0) < double.Epsilon && Math.Abs(_high - 0) < double.Epsilon) { if (Math.Abs(_highZigZags[index]) > double.Epsilon) { _high = Bars.HighPrices[index]; _lastHighIndex = index; _type = -1; Result[index] = _high; ZigZag[idx] = _high; ZigZagHighs[idx] = _high; Idx[idx] = index; idx++; Print("High Values : Results {0},ZigZag {1},IndexBar {2}", Result, ZigZag, Idx); } if (Math.Abs(_lowZigZags[index]) > double.Epsilon) { _low = Bars.LowPrices[index]; _lastLowIndex = index; _type = 1; Result[index] = _low; ZigZagLows[idx] = _low; ZigZag[idx] = _low; Idx[idx] = index; idx++; Print("Low Values : Results {0},ZigZag {1},IndexBar {2}", Result, ZigZag, Idx); } } break; case 1: if (Math.Abs(_lowZigZags[index]) > double.Epsilon && _lowZigZags[index] < _low && Math.Abs(_highZigZags[index] - 0.0) < double.Epsilon) { Result[_lastLowIndex] = double.NaN; _lastLowIndex = index; _low = _lowZigZags[index]; Result[index] = _low; ZigZag[idx - 1] = _low; ZigZagLows[idx - 1] = _low; Idx[idx - 1] = index; Print("Low Values : Results {0},ZigZag {1},IndexBar {2}", Result, ZigZag, Idx); } if (Math.Abs(_highZigZags[index] - 0.0) > double.Epsilon && Math.Abs(_lowZigZags[index] - 0.0) < double.Epsilon) { _high = _highZigZags[index]; _lastHighIndex = index; Result[index] = _high; ZigZag[idx] = _high; ZigZagHighs[idx] = _high; Idx[idx] = index; idx++; _type = -1; Print("High Values : Results {0},ZigZag {1},IndexBar {2}", Result, ZigZag, Idx); } break; case -1: if (Math.Abs(_highZigZags[index]) > double.Epsilon && _highZigZags[index] > _high && Math.Abs(_lowZigZags[index] - 0.0) < double.Epsilon) { Result[_lastHighIndex] = double.NaN; _lastHighIndex = index; _high = _highZigZags[index]; Result[index] = _high; ZigZagHighs[idx - 1] = _high; ZigZag[idx - 1] = _high; Idx[idx - 1] = index; Print("High Values : Results {0},ZigZag {1},IndexBar {2}", Result, ZigZag, Idx); } if (Math.Abs(_lowZigZags[index]) > double.Epsilon && Math.Abs(_highZigZags[index]) <= double.Epsilon) { _low = _lowZigZags[index]; _lastLowIndex = index; Result[index] = _low; ZigZag[idx] = _low; ZigZagLows[idx] = _low; Idx[idx] = index; idx++; _type = 1; Print("Low Values : Results {0},ZigZag {1},IndexBar {2}", Result, ZigZag, Idx); } break; default: return; } _currentLow2 = Functions.Minimum(Bars.LowPrices, Depth2); if (Math.Abs(_currentLow2 - _lastLow2) < double.Epsilon) { _currentLow2 = 0.0; } else { _lastLow2 = _currentLow2; if ((Bars.LowPrices[index] - _currentLow2) > (Deviation2 * _point2)) { _currentLow2 = 0.0; } else { for (int i = 1; i <= BackStep2; i++) { if (Math.Abs(_lowZigZags2[index - i]) > double.Epsilon && _lowZigZags2[index - i] > _currentLow2) { _lowZigZags2[index - i] = 0.0; } } } } if (Math.Abs(Bars.LowPrices[index] - _currentLow2) < double.Epsilon) { _lowZigZags2[index] = _currentLow2; } else { _lowZigZags2[index] = 0.0; } _currentHigh2 = Bars.HighPrices.Maximum(Depth2); if (Math.Abs(_currentHigh2 - _lastHigh2) < double.Epsilon) { _currentHigh2 = 0.0; } else { _lastHigh2 = _currentHigh2; if ((_currentHigh2 - Bars.HighPrices[index]) > (Deviation2 * _point2)) { _currentHigh2 = 0.0; } else { for (int i = 1; i <= BackStep2; i++) { if (Math.Abs(_highZigZags2[index - i]) > double.Epsilon && _highZigZags2[index - i] < _currentHigh2) { _highZigZags2[index - i] = 0.0; } } } } if (Math.Abs(Bars.HighPrices[index] - _currentHigh2) < double.Epsilon) { _highZigZags2[index] = _currentHigh2; } else { _highZigZags2[index] = 0.0; } switch (_type2) { case 0: if (Math.Abs(_low2 - 0) < double.Epsilon && Math.Abs(_high2 - 0) < double.Epsilon) { if (Math.Abs(_highZigZags2[index]) > double.Epsilon) { _high2 = Bars.HighPrices[index]; _lastHighIndex2 = index; _type2 = -1; Result2[index] = _high2; ZigZag2[idx] = _high2; Idx2[idx2] = index; idx2++; } if (Math.Abs(_lowZigZags2[index]) > double.Epsilon) { _low2 = Bars.LowPrices[index]; _lastLowIndex2 = index; _type2 = 1; Result2[index] = _low2; ZigZag2[idx] = _low2; Idx2[idx2] = index; idx2++; } } break; case 1: if (Math.Abs(_lowZigZags2[index]) > double.Epsilon && _lowZigZags2[index] < _low2 && Math.Abs(_highZigZags2[index] - 0.0) < double.Epsilon) { Result2[_lastLowIndex2] = double.NaN; _lastLowIndex2 = index; _low2 = _lowZigZags2[index]; Result2[index] = _low2; ZigZag2[idx2 - 1] = _low2; Idx2[idx2 - 1] = index; } if (Math.Abs(_highZigZags2[index] - 0.0) > double.Epsilon && Math.Abs(_lowZigZags2[index] - 0.0) < double.Epsilon) { _high2 = _highZigZags2[index]; _lastHighIndex2 = index; Result2[index] = _high2; ZigZag2[idx2] = _high2; Idx2[idx2] = index; idx2++; _type2 = -1; } break; case -1: if (Math.Abs(_highZigZags2[index]) > double.Epsilon && _highZigZags2[index] > _high2 && Math.Abs(_lowZigZags2[index] - 0.0) < double.Epsilon) { Result2[_lastHighIndex2] = double.NaN; _lastHighIndex2 = index; _high2 = _highZigZags2[index]; Result2[index] = _high2; ZigZag2[idx2 - 1] = _high2; Idx2[idx2 - 1] = index; } if (Math.Abs(_lowZigZags2[index]) > double.Epsilon && Math.Abs(_highZigZags2[index]) <= double.Epsilon) { _low2 = _lowZigZags2[index]; _lastLowIndex2 = index; Result2[index] = _low2; ZigZag2[idx2] = _low2; Idx2[idx2] = index; idx2++; _type2 = 1; } break; default: return; } if (prevIdx != index && (DateTime.UtcNow - Bars.OpenTimes[index]).TotalMinutes < tf) { Print("I am today ", tf); } prevIdx = index; prevIdx2 = index; #endregion } #region Kihon Suchi private void Bars_BarOpened(BarOpenedEventArgs obj) { if (IsSenBullish() == true && BullishChikouPriceCrossing() == true) { int start = GetRecentLowestPriceIndex(SeukouSpanBPeriods, TimeFrame); DrawCycles(start, betaColor); } if (IsSenBearish() == true && BearishChikouPriceCrossing() == true) { int start = GetRecentHighestPriceIndex(SeukouSpanBPeriods, TimeFrame); DrawCycles(start, gammaColor); } } private void OnChartMouseUp(ChartMouseEventArgs obj) { if (selected == "kihon1") { x1 = (int)obj.BarIndex; DrawCycles(x1, alphaColor); } //if (selected == "cycle2") //{ // x2 = (int)obj.BarIndex; // drawCycles(); //} } private void OnChartObjectHoverChanged(ChartObjectHoverChangedEventArgs obj) { if (!obj.IsObjectHovered) { selected = "none"; } else { try { selected = obj.ChartObject.Name == "kihon1" + name ? "kihon1" : "none"; } catch (Exception e) { Print(e.Message); return; } } } private void DrawCursors() { int start; Color color; if (IsSenBullish() == true && BullishChikouPriceCrossing() == true) { start = GetRecentLowestPriceIndex(SeukouSpanBPeriods, TimeFrame); color = betaColor; } else { start = GetRecentHighestPriceIndex(SeukouSpanBPeriods, TimeFrame); color = gammaColor; } int index = start; Chart.DrawVerticalLine("kihon1" + name, index, color, 2); //Chart.DrawVerticalLine("cycle2" + name, index, alphaColor, 2, LineStyle.DotsRare); Chart.FindObject("kihon1" + name).IsInteractive = true; //Chart.FindObject("cycle2" + name).IsInteractive = true; x1 = index; //x2 = index; } private void DrawCycles(int StartPoint, Color color) { for (int i = 0; i < Chart.BarsTotal + 1000; i++) { Chart.RemoveObject("KIHON_SUCHI_series" + i + " " + name); } int coo1 = StartPoint - 1; for (int i = 0; i < KihonValues.Length; ++i) { Chart.DrawVerticalLine("KIHON_SUCHI_series" + i + " " + name, coo1 + KihonValues[i], color); double conjCoord = ((Chart.TopY - Chart.BottomY) * 0.75) + Chart.BottomY; //Chart.DrawTrendLine("Conj", x1, conjCoord, x2, conjCoord, alphaColor); Chart.DrawText("kihonSuchiValue" + KihonValues[i], "" + KihonValues[i], coo1 + KihonValues[i] + 1, conjCoord, color); } } public readonly int[] KihonValues = new int[17] { 1, 9, 17, 26, 33, 42, 51, 65, 76, 83, 97, 101, 129, 151, 172, 226, 257 }; /// <summary> /// Retrieves the recent Highest price and its periods from now /// </summary> /// <param name="Periods"></param> /// <param name="timeFrame"></param> /// <returns></returns> public int GetRecentHighestPriceIndex(int Periods, TimeFrame timeFrame) { //double maxHigh = MarketData.GetBars(timeFrame, SymbolName).HighPrices.Maximum(Periods); int Index = new int(); double maxHigh = MarketData.GetBars(timeFrame, SymbolName).HighPrices.Last(1); for (int i = 0; i < Periods * 2; i++) { if (maxHigh < MarketData.GetBars(timeFrame, SymbolName).HighPrices.Last(i)) { maxHigh = MarketData.GetBars(timeFrame, SymbolName).HighPrices.Last(i); DateTime dateTime = MarketData.GetBars(timeFrame, SymbolName).OpenTimes.Last(i); //minLow Index = Bars.OpenTimes.GetIndexByTime(dateTime); } } return Index; } /// <summary> /// /// </summary> /// <param name="Periods"></param> /// <param name="timeFrame"></param> /// <returns></returns> public int GetRecentLowestPriceIndex(int Periods, TimeFrame timeFrame) { int Index = new int(); double minLow = MarketData.GetBars(timeFrame, SymbolName).LowPrices.Last(1); for (int i = 0; i < Periods * 2; i++) { if (minLow > MarketData.GetBars(timeFrame, SymbolName).LowPrices.Last(i)) { minLow = MarketData.GetBars(timeFrame, SymbolName).LowPrices.Last(i); DateTime dateTime = MarketData.GetBars(timeFrame, SymbolName).OpenTimes.Last(i); //minLow Index = Bars.OpenTimes.GetIndexByTime(dateTime); } } //double minLow = MarketData.GetBars(timeFrame, SymbolName).LowPrices.Minimum(Periods); return Index; } /// <summary> /// Check if tenkanSen-KijunSen crossing is bearish /// That is the TenkanSen is below KijunSen /// </summary> /// <param name="Value"></param> /// <returns>bool</returns> private bool IsSenBearish(int Value = 1) { int newValue = Value + 1; bool r = ((IchimokuKinkoHyo.TenkanSen.Last(Value) < IchimokuKinkoHyo.KijunSen.Last(Value)) == true) && ((IchimokuKinkoHyo.TenkanSen.IsFalling() == true) || IchimokuKinkoHyo.TenkanSen.Last(newValue) == IchimokuKinkoHyo.TenkanSen.Last(newValue + 1) == true) == true; bool EqualAndFalling = (IchimokuKinkoHyo.TenkanSen.Last(Value) == IchimokuKinkoHyo.KijunSen.Last(Value) == true) && (IchimokuKinkoHyo.TenkanSen.IsFalling() == true); bool StrongBear = r == true && IchimokuKinkoHyo.ChikouSpan.IsFalling() == true; return (r == true) || (EqualAndFalling == true) || (StrongBear == true); } /// <summary> /// Check if tenkanSen-KijunSen crossing is Bullish /// That is TenkanSen is above KijunSen /// </summary> /// <returns>bool</returns> /// <param name="Value"></param> private bool IsSenBullish(int Value = 1) { bool r = ((IchimokuKinkoHyo.TenkanSen.Last(Value) > IchimokuKinkoHyo.KijunSen.Last(Value)) == true) && (IchimokuKinkoHyo.TenkanSen.IsRising() == true || (IchimokuKinkoHyo.TenkanSen.Last(Value + 1) == IchimokuKinkoHyo.TenkanSen.Last(Value + 2)) == true) == true; bool EqualAndRising = (IchimokuKinkoHyo.TenkanSen.Last(Value) == IchimokuKinkoHyo.KijunSen.Last(Value) == true) && (IchimokuKinkoHyo.TenkanSen.IsRising() == true); bool StrongBull = r == true && IchimokuKinkoHyo.ChikouSpan.IsRising() == true; return (r == true) || (EqualAndRising == true) || (StrongBull == true); } /// <summary> /// Check to see if Chikou Span has crossed price below. /// This is used to confirm a weak bearish signal /// </summary> /// <param name="Value"></param> /// <returns></returns> private bool BearishChikouPriceCrossing(int Value = 1) { return IchimokuKinkoHyo.ChikouSpan.Last(Value) < Bars.ClosePrices.Last(KijunSenPeriods); } /// <summary> /// Check to see if Chikou Span has crossed the price to the upside /// This is used to confirm a weak bullish signal /// </summary> /// <param name="Value"></param> /// <returns></returns> private bool BullishChikouPriceCrossing(int Value = 1) { return IchimokuKinkoHyo.ChikouSpan.Last(Value) > Bars.ClosePrices.Last(KijunSenPeriods); } #endregion } }

Hi,
Thank you for this system,
Would be possible to insert buy/sell arrows into it?

ok

nice work.
it's a bit confusing though .

thanks a lot!

Dear Kyerematics, can help to add commands for back test and autotrade?
thanks a lot. this strategy is awesome.

Hello kyerematics, your work is amazing, you truly spend time coding and learning all about this trade system, congrats. If i can, want ask you only one improvement, it is possible put some alerts when the price break out the cloud? Tks in advanced, and tks to this work.

@rinaktariza.ro check out ProfitSense

rinaktariza.ro check out ProfitSense

leonardorico.vieira check out Advanced Ichimoku Pro