Ichimoku Cloud question

[GeminiSi]

HI,
I want to run a very simple backtest.
I have downloaded the Ichimoku as an indicator.
I want to test price crossing above Span A = buy
Span A must be on top
Price crossing below Span A or Span B = sell
I would also like to only buy if the "Future is Bright" (forward cloud has Span A on top)

So I turn on the strategy builder and just do not see how this can be made.
There is no options for any of this.

Help please!!

Thanks, Simon

[NinjaTrader_PaulH]

Hello GeminiSi,

Thanks for your post.

The Ichimoku indicator forward shifts the cloud which is the region between Span A and Span B 26 bars. You would need to reference the SpanA and SpanB of 26 bars ago to the current price value.

[GeminiSi]

Hello GeminiSi,
You would need to reference the SpanA and SpanB of 26 bars ago to the current price value.

Hello Paul,
Thanks for your reply. How do I reference the SpanA and SpanB of 26 bars ago to the current price value?

Simon

[NinjaTrader_PaulH]

Hello Simon,

Thanks for your reply.

You will need to do this in a 2 set process and use a user created double variable.

In set one, you would need no conditions at all and only one action which is to save the SpanALine value of 26 bars ago into the double variable. Using no conditions means that the action will occur on every execution of the strategy code (typically on bar close).

In the next set you would use the crossabove condition to look at the cross of the current bar of the Close data series over the double variable representing the spanAline of 26 bars ago.

I've created a short video to walk you through this: https://Paul-ninjaTrader.tinytake.co...cwOF82MDMwNDA3

[kkc2015]

The latest version of IchimokuSignal_B2(Update) exposed the signals (but not yet tested). The signals codes are shown in the indicator - see below.

private const int icSignal_start = 100; // use for adjusting TK_DN to start from 1
private const int icSignal_TK_DN = 101; // _DN = odd number = signal for Tenkan / Kijun sen crossed down
private const int icSignal_TK_UP = 102; // _UP = even number = signal for Tenkan / Kijun sen crossed up
private const int icSignal_PK_DN = 103;
private const int icSignal_PK_UP = 104;
private const int icSignal_KB_DN = 105;
private const int icSignal_KB_UP = 106;
private const int icSignal_SS_DN = 107;
private const int icSignal_SS_UP = 108;
private const int icSignal_CP_DN = 109;
private const int icSignal_CP_UP = 110;

private const int icSignal_Weak = 1;
private const int icSignal_Neutral = 2;
private const int icSignal_Strong = 3;
private const int icSignal_Trade = 4;

//......
[XmlIgnore]
public Series<int> iExt_Signal; // expose signals for external access, 2017.06.19
[XmlIgnore]
public Series<int> iExt_SignalStrength; // expose signal strength for external access, 2017.06.19