Ichimoku Kinko Hyo
Ichimoku
Ichimoku packs trend, momentum and support/resistance into one overlay of five lines, including a forward-projected cloud that shows where resistance is expected before price gets there. Its crossover rules translate directly into a no-code EA; the cloud rules need more care.
- Default settings
- 9 / 26 / 52
- Lines
- 5 buffers
- Cloud shift
- 26 bars ahead
示意性 — 合成数据,非实时报价。
What Ichimoku tells you
Ichimoku is a complete system rather than a single reading. Two fast lines give the entry timing, the cloud gives the regime and the levels, and the lagging span checks the current move against where price was a month ago. The forward shift is the unusual part — the cloud is drawn ahead of price, so tomorrow's resistance is already visible today.
- Price above the cloud: bullish regime
- Price below the cloud: bearish regime
- Price inside the cloud: no regime — the system says stand aside
- 1 Midpoints of 9, 26 and 52 bar ranges
- 2 Two of them averaged and pushed 26 bars forward
- 3 The close pushed 26 bars back
显示公式与计算详情
Ichimoku builds five lines from high–low midpoints, then displaces two of them forward and one backward:
- Tenkan-sen (buffer 0) — the midpoint of the highest high and lowest low of the last 9 bars.
- Kijun-sen (buffer 1) — the same midpoint over the last 26 bars.
- Senkou Span A (buffer 2) — the average of Tenkan and Kijun, plotted 26 bars into the future.
- Senkou Span B (buffer 3) — the midpoint over the last 52 bars, also plotted 26 bars ahead. The shaded area between A and B is the cloud.
- Chikou Span (buffer 4) — the current close, plotted 26 bars into the past.
Every line is a midpoint of a range rather than an average of closes, which is why Ichimoku reacts to the extremes of a session rather than to where it settled. The displacement is the design’s real idea: because Senkou A and B are drawn ahead of price, the levels that will matter are visible before price arrives, and because Chikou is drawn behind, the current close can be compared directly against the structure of a month ago.
In MQL5 the call is iIchimoku(symbol, period, tenkan_sen, kijun_sen, senkou_span_b) and it returns a handle to all five buffers. There is no applied-price argument. Goichi Hosoda published the system in 1969 after decades of development; the periods reflect the six-day trading week of the era.
信号
Ichimoku 提供的可回测信号 — 及每个信号适合的市场状态。
Price vs Kijun
Builder 可实现Cloud Breakout
高级逻辑Cloud Twist
高级逻辑MT5 实现
MetaTrader 5 实际计算和绘制的内容——本页每条规则的依据。
缓冲区
| 索引 | 缓冲区 | MT5 中的绘制方式 | 存放内容 |
|---|---|---|---|
| 0 | TENKANSEN_LINE | Line | Conversion line — midpoint of the last 9 bars' high and low. The fast line. |
| 1 | KIJUNSEN_LINE | Line | Base line — midpoint of the last 26 bars. The slow line, and the most common single-line filter. |
| 2 | SENKOUSPANA_LINE | Cloud edge | Leading span A — the midpoint of Tenkan and Kijun, plotted 26 bars into the future. |
| 3 | SENKOUSPANB_LINE | Cloud edge | Leading span B — midpoint of the last 52 bars, also plotted 26 bars ahead. The cloud is the area between A and B. |
| 4 | CHIKOUSPAN_LINE | Line (shifted back) | Lagging span — the close plotted 26 bars into the past, used to compare current price against past structure. |
平台说明
最佳适用场景 / 谨慎使用
没有任何指标具有普适优势。以下是 Ichimoku 发挥作用的场景 — 以及可能误导的场景。
最佳适用场景
- Trending markets
- Higher timeframes
- As a complete regime + entry system
- Instruments with sustained directional moves
谨慎使用
- Tight, directionless ranges
- Price inside the cloud
- Low timeframes
- Changing the classic periods without validation
构建 Ichimoku 策略
将信号接入进场和出场规则,然后导出可编译的 MT5 EA — 无需编写代码。
- Tenkan-sen (9)
- Kijun-sen (26)
- Tenkan crosses above Kijun → Open Buy · SL 60 / TP 120
- Tenkan crosses below Kijun → Open Sell
将 Ichimoku 与其他指标组合
单一指标很少独立有效。这些组合弥补了 Ichimoku 的盲点。
Ichimoku + ADX
- ADX > 25
- Tenkan crosses Kijun
- Buy
No single-flow template pairs Ichimoku with ADX. Start from the Ichimoku template and add an ADX node with a Compare at 25 into an And gate.
打开 Builder →Ichimoku + Moving Average
- Price > 200 MA
- Tenkan crosses Kijun
- Buy
No single-flow template pairs Ichimoku with a moving average — the portfolio template that holds both runs them as separate legs. Add an MA node and a Price node into a Compare.
打开 Builder →Ichimoku + ATR
- Tenkan crosses Kijun
- ATR sets the stop distance
- Buy
No single-flow template pairs Ichimoku with ATR. Add an ATR node feeding a risk-based lot or stop node.
打开 Builder →参数
在您自己的货币对和时间框架上验证的起始值 — 非保证设置。
| 参数 | 默认值 | 建议测试范围 | 功能说明 |
|---|---|---|---|
| Tenkan-sen | 9 | 7–12 | Window for the conversion line's high–low midpoint. The fast line; shortening it makes crossovers more frequent and less meaningful. |
| Kijun-sen | 26 | 22–34 | Window for the base line, and also the forward and backward shift applied to the spans. Changing it moves three things at once. |
| Senkou Span B | 52 | 44–70 | Window for the slower cloud edge. Widening it makes the cloud thicker and regime changes rarer. |
| Line | Tenkan / Kijun | — | Which of the five buffers a rule reads. A buffer selector, not a numeric setting. |
初始预设
市场示例
Ichimoku 有效的场景、失效的场景,以及过滤器如何改变结果。
Crossover above the cloud
Price is already above the cloud when Tenkan crosses Kijun, and the move continues — the configuration the full system is built around.
Crossover inside the cloud
The two lines cross while price sits inside the cloud. The system's own rule says there is no regime here; the crossover fires anyway and goes nowhere.
Regime filter suppresses the entry
Add the cloud position as a condition and the same in-cloud crossovers are all skipped, leaving only the ones that agree with the larger picture.
FAQ
- Do I need all five lines?
- No, and most EAs do not use all five. Tenkan and Kijun alone give a workable crossover system, and Kijun on its own is a respectable trend filter — that is what the Builder template uses. The cloud adds regime context, and the lagging span adds a check against past structure. Each line you add costs a condition; add them because they change the outcome, not for completeness.
- Should I change the 9 / 26 / 52 settings?
- You can, but be aware that 26 does three jobs — the base-line window, the forward shift of the cloud, and the backward shift of the lagging span. Changing it changes the geometry of the whole system, not just one line. The classic numbers come from a 6-day trading week; 7 / 22 / 44 is the common 5-day adjustment.
- Why does my cloud rule behave strangely in a backtest?
- Almost always because of the forward shift. The Senkou buffers already contain the 26-bar displacement, so reading them at index 0 gives you a level that belongs 26 bars in the future. A cloud comparison has to read the buffer at the matching offset — this is the single most common way an Ichimoku EA goes wrong without erroring.
- Does Ichimoku have an applied-price setting?
- No. Every line is a midpoint of highs and lows over its own window, or a shift of one of those, so there is no price series to select. MQL5's iIchimoku takes only the three periods.
- Can I build an Ichimoku EA without coding?
- Yes for the line-based rules. The Ichimoku template wires Tenkan and Kijun nodes into a Cross node with the three periods as EA inputs. Cloud position and cloud twist are the exceptions — both depend on reading the forward-shifted spans at the right offset, which is easy to express incorrectly and worth writing deliberately.
- How should I validate settings before going live?
- Backtest on quality tick data first, then run the EA on a demo account before risking money. When optimising, hold back data the search never saw and prefer settings that stay profitable across periods over the single in-sample peak — chasing that peak is overfitting the noise. No default or preset here is a performance promise; every value is a starting point to re-validate on your own pair and broker.