Topic: plotting forward data values * ichimoku kumo spans

how can i plot the forward value of the kumo span a and span b ????????????

what i NEED is to plot the value of span A and B at the end of the kumo/cloud

the end is at 26 periods ahead in the standar ichi system

NEEd to plot value of each span for each time frame  ((not at close of each candle)) BUT value is 26 period AHEAD .

Formulas
.
  • Senkou Span A; (Tenkan line + Kijun Line)/2 plotted 26 time periods ahead
  • Senkou Span B; (highest high + lowest low)/2 calculated over past 52 time periods, sent 26 periods ahead.

smile pls how can i do that inside FSB ??

its quiet urgent
tks
lerecidiviste

Re: plotting forward data values * ichimoku kumo spans

ok, just found this post. I was searching for the same thing. No answer since that time so I guess it's a waste of time to ask the same thing again. My bad.

3 (edited by footon 2017-05-09 23:58:28)

Re: plotting forward data values * ichimoku kumo spans

Why the attitude? Having a bad day?

Custom indicator is the answer. It's not so straightforward to send the values ahead.

EDIT: I have to correct myself, the answer is much more simple - use Ichimoku Kinko Hyo indicator.

Calc for SpanA:

senkouSpanA[bar + kijun] = (tenkanSen[bar] + kijunSen[bar]) / 2;

SpanB:

senkouSpanB[bar + kijun] = (highestHigh + lowestLow) / 2;

4 (edited by ManuB76 2017-05-10 11:32:15)

Re: plotting forward data values * ichimoku kumo spans

Hi Footon. It was not meant to blame. This old post of 2009 was apparently left unanswered, so I understand that this question may probably not be answered. The goal is meant to look if the future of the kumo is bright or dark, based on the Kumo cloud that we see forming and that crossover is so important. It must be determined whether it is positive or negative 26 period from the price. I understand that there's no Kumo future in FSB Pro like we see it on trading platforms. The actual period is at level 0. So, indeed it is not possible to implement this 26 p ahead in FSB Pro.

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Span A is created through adding the Tenkan Line to the Kijun Line, then finding their average and plotting it 26 time periods ahead. The formula is: (Tenkan Line + Kijun Line)/ 2 plotted 26 periods ahead.

Span B is formed by adding the highest high (over the last 52 periods) to the corresponding lowest low, then finding their average and plotting the result 26 periods ahead. The formula is: (Highest high + lowest low over the last 52 periods)/2 and placed 26 periods ahead.

http://ichimokustrategy.com/the-kumo-break-strategy-ichimoku-cloud-trading/

Re: plotting forward data values * ichimoku kumo spans

Manu, the fact we don't see visually Span A and B extending into the future, does not mean it isn't extending (using values 26 periods ahead).

The code examples I posted is a testament to the fact that the values are plotted 26 periods ahead! Just as the Ichi theory states.

bar + kijun : what does it mean? It means current bar + kijun value, which is 26. Therefore, values are shifted 26 bars ahead. The values you see in FSB are calculated 26 bars ago. You can calculate it on a piece of paper and verify it yourself if you still don't believe me.

Re: plotting forward data values * ichimoku kumo spans

You're right. The formula is correct. I am testing this strategy with the No No indicator for now. I'll stop the trades manually. As far it looks like working properly, but I did not find a way to create a fully automated strategy with this breakout. But it does help. I do not miss the kumo breakouts anymore. Thank you Footon for the explanation.

Re: plotting forward data values * ichimoku kumo spans

I made an Ichi M indicator a while back, it has much more logic options incorporated, maybe that can help you?

Re: plotting forward data values * ichimoku kumo spans

yes! I would like to see it. I am very focused on Ichimoku trading. Can you share it plz ?

Re: plotting forward data values * ichimoku kumo spans

Here you are.

Let me know if something's not right.

Post's attachments

Ichimoku Kinko Hyo M.cs 30.38 kb, 5 downloads since 2017-05-10 

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Re: plotting forward data values * ichimoku kumo spans

Thank you Footon, it looks amazing. Is it possible to add Chikou span to the SlotTypes.OpenFilter and SlotTypes.CloseFilter?

Some parts of the code are slightly different from the explanation of the tutorial that I found on the forum. I'm making a mess and can't debug.

Re: plotting forward data values * ichimoku kumo spans

Is it possible to add Chikou span to the SlotTypes.OpenFilter and SlotTypes.CloseFilter?

What logic do you have in mind?

Re: plotting forward data values * ichimoku kumo spans

The basis is like this:

Opening logic = Bar opening

Slot 1: ichimoku
The position opens above the Kumo
Tenkan= 9
Kijun= 26
Senkou Span B= 52
signal shift = 0

Slot 2: ichimoku
Chikou Span is above the closing price
Tenkan= 9
Kijun= 26
Senkou Span B= 52
signal shift = 26

Slot 3: ichimoku
Senkou Span A crosses Senkou Span B
Tenkan= 9
Kijun= 26
Senkou Span B= 52
signal shift = 0

Closing logic = Bar closing

Slot 1: ichimoku
Chikou Span is below the closing price
Tenkan= 9
Kijun= 26
Senkou Span B= 52
signal shift = 0

Re: plotting forward data values * ichimoku kumo spans

Chikou is shifted close price in essence, so I used crossover indi for that condition. Your strategy attached.

Post's attachments

Manu Ichi Strategy.xml 15.58 kb, 3 downloads since 2017-05-11 

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Re: plotting forward data values * ichimoku kumo spans

Hmm indeed it's what I wanted but the results are not what I expected. I am convinced of my opening slots. So, I've figured out something with Top Bottom Price with a fixed take profit. Now I let FSB Pro generated a second slot to exit. The results seem interesting with Fisher Turbo. I'll let it run for a while to get the better results and let it run for a few months in demo when I get something.

15 (edited by ManuB76 2017-05-15 22:20:51)

Re: plotting forward data values * ichimoku kumo spans

Now i see. It's a difficult matter to work with this indicator in FSB Pro. Now take any kind of kumo break out technique. The intention is that the position is opened when a cloud is broken (in the beginning of the cloud breakout not in the middle somewhere or at the end just before the position change direction). This indicator does not take this into account. In this way, the following can happen: The position is opened and when the condition to close is activated, it closes correctly but if the price is still over the cloud, it opens a new position if the opening condition is still valid because that is exactly what this indicator is doing. Now it is also possible that the opening conditions are not met and the EA does not open the position but there's a fake breakout and somewhere in the middle of the cloud the conditions are met then the EA will open a position which is not good.

I've tried over and over to find conditions to overcome this but it's not possible. The position should open at the given conditions when the first bar is closing above the kumo and then close the position under a given condition let's say after 300 pips. This means that after the position closed it's done and the EA should wait for the next proper breakout. I've tried to use the enter once a day slot but then I miss opportunities and it can still open in the middle or at the end of a cloud if the conditions are valid.

I may have missed something but for so far I did not find the way how to correct this.

Considering this problem, it is not helpful to test the EA because this is not a kumo breakout no matter what kumo breakout technique is used.

Re: plotting forward data values * ichimoku kumo spans

I can relate to what you refer to. I have learned to use what the program offers..... instead of trying to change it...

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: plotting forward data values * ichimoku kumo spans

I'll find something about it. It may take some time but giving up is not my thing. The generator is a solid tool.

Re: plotting forward data values * ichimoku kumo spans

Hope you don't mind if I add my 2 cents...

I have a lot of software experience -- including developing indicators and EAs.  And I'm relatively new to FSB.  And since I came from the world where the focus was indicators then that is how I first approached FSB.  But then I read something that Blaiserboy wrote -- the FSB model is about *statistics*, and not indicators.  And then a light bulb went on.

I've discovered that FSB is a joy to use when you simply let it do its thing.  I let it generate a bunch of strategies without worrying which indicators are included.  And then I go through the Collection and pick out the ones with the best stats.

I'm much more successful creating EAs now that I learned not to fight the tool but, rather, simply take what it gives me (since it gives a *lot*).

Re: plotting forward data values * ichimoku kumo spans

I have spent many years playing with FSBPro and Forex Strategy Builder, tried a lot of things......  experience has taught me to be strict with the criteria and to let the program work.

I can understand people wanting to make changes, I have wanted to do that also....

Popov has attempted to make something that will run quickly on most machines so he has stayed away from elaborate calculations wherever possible. (because there are so many calculations involved)

I sorta just trust that the math calculations will bring me something that is profitable, I try to not mentally attach pictures of the indicators on a chart, but view them only as different math formulae so that the macd is just some arithmetic approach. That may sound weird but that is how I can handle using the different indicators that I have never used on a chart.  LOL

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: plotting forward data values * ichimoku kumo spans

Since I bought FSB Pro, I've tried different purely generated EA's that I made with FSB Pro but then I realized that curve fitting is often the problem. I have trouble understanding the logic of how these programs work because they are created often with indicators that I do not know at all. It's not always clear for me. I prefer to work with indicators that I know and that I already use when manual trading.

I have now come to use the OOS, I did not use it until now. But I have to clamp my heart when I run an EA on a live account even after a few weeks of testing. I saw some of my EA's running fine then started on a live account and it was good for 10 trades. After a couple of trades it was opening exactly where it should not. Of course, I can test an EA months as some other EA traders recommend on the internet, but it will be the same again. It may work well for weeks or months and by the time you go live, the strategy is to old. But how to know when it's time to change or modify it?

So I try to find somewhere the average by creating a logical base that I trust and then using the generator to improve and backtest it. I'm relatively familiar with Ichimoku trading and it's an indicator that you should not change in principle. That's a good base for avoiding curve fitting. But I'm very far from being a specialist in EA creation. I will follow your experience and let run FSBPro and then choose the EAs that seem the best. Thank you for your advice. I appreciate.

Re: plotting forward data values * ichimoku kumo spans

Hmmmmm  Curve Fitting usually begins with having more than a couple indicators.

As you know, the Ichimoku Kinko Hyo consists of 5 moving averages, a couple of which are complex.

Be wary of the number of additional indicators if using Ichimoku.

In FSBPro you can do the Monte Carlo and then the Multi Markets.... if the strategy passes the Monte Carlo at 95 percent and then the Multi Markets with three or four other currency pairs, I think you can be assured that the Curve Fitting has been looked after.

I have had tremendous frustration trying to get strategies past the Multi Markets but it is well worth the efforts.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....