HKUDS Ichimoku Kinko Hyo
Purpose
A standalone Japanese technical analysis framework that uses a five-line system and the cloud to provide a complete trend-evaluation structure:
| Line | Japanese | Calculation | Meaning |
|---|---|---|---|
| Conversion line | Tenkan-sen | (9H+9L)/2 | Short-term trend |
| Base line | Kijun-sen | (26H+26L)/2 | Medium-term trend |
| Leading Span A | Senkou Span A | (Tenkan+Kijun)/2 shifted forward by 26 | Upper cloud boundary |
| Leading Span B | Senkou Span B | (52H+52L)/2 shifted forward by 26 | Lower cloud boundary |
| Lagging Span | Chikou Span | Closing price shifted backward by 26 | Trend confirmation |
Signal Logic
Signals are triggered only on TK crossover events, with three filters:
- Strong buy: bullish TK cross + price above the cloud + bullish cloud (A > B)
- Strong sell: bearish TK cross + price below the cloud + bearish cloud (A < B)
- All other cases → stand aside
Warm-up requires 78 candles (52+26).
Parameters
| Parameter | Default | Description |
|---|---|---|
| tenkan_period | 9 | Tenkan-sen period |
| kijun_period | 26 | Kijun-sen period |
| senkou_b_period | 52 | Senkou Span B period |
| displacement | 26 | Forward/backward shift period |
Dependencies
pip install pandas numpy requests
Signal Convention
1= long,-1= short,0= stand aside