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Ichimoku mod

By JohnLast 2758 days ago Comments (2)

Here I place a mod for the Ichimoku indicator that suits me. You can compare the mod and the normal Ichimoku (lower indicator). The mod still need some polishing.

The download is availale only for registered users.

 

image
От Indicators

 

image
От Indicators

 

Basically I made the mod as crossing of the SSAep the fast one and a slow one. This is it.

I made a code implant court-circuiting the original Ichimoku  code.

Check this link:

TENKAN SEN ("turning line")

(HIGHEST HIGH + LOWEST LOW)/2 for the past 9 periods

Replaced by SSA with window lenghs as Tenkan parameter

KIJUN SEN ("standard line")

(HIGHEST HIGH + LOWEST LOW)/2 for the past 26 periods

Replaced by SSA with window lenghs as Tenkan parameter

CHIKOU SPAN ("lagging line") 

CURRENT CLOSING PRICE time-shifted backwards (into the past) 26 periods

Replaced by SSA with window lenghs as parameter.


SENKOU SPAN A ("1st leading line")

(TENKAN SEN + KIJUN SEN)/2 time-shifted forwards (into the future) 26 periods

Here basically we shift the combined SSA forward

SENKOU SPAN B ("2nd leading line")

(HIGHEST HIGH + LOWEST LOW)/2 for the past 52 periods time-shifted forwards (into the future) 26 periods.

Here I do not touch anything, why, intuition.

Comments

  • JohnLast 2467 days ago

    Maybe further research into this indicator may be needed. Some say that it works really great on JPY pairs. Here on the last shot I see that in the mod the chikou spna is the original and not replaced by SSA ep. And maybe the senkou span B can be replaced by SSA ep.

    Just I want to keep in mind that we use the end - pointed version of SSA. The same can be done with the end - pointed version of the Hodrick Prescott filter.  

    However proper evaluation of this stuff can be made only by someone who is experienced of this method.