ichimoku-cloud

Generate Ichimoku trading signals from OHLCV data using pandas by detecting Tenkan/Kijun crossovers and applying cloud position and direction filters. The process outputs an integer series of 1 for long, -1 for short, and 0 for stand aside.

The minimum history length required to calculate Ichimoku cloud signals is 78 periods, combining the 52-period Senkou Span B and the 26-period displacement. This warm-up handling ensures signals are not produced with insufficient data.

Yes, you can backtest crypto trading strategies on daily candles by applying this signal generation method to OHLCV price series for symbols like BTC-USDT or ETH-USDT. It creates a deterministic rule-based series for evaluating trend quality.

Tenkan-sen and Kijun-sen crossovers determine long and short signals by combining the crossover event with cloud position and direction filters. A Tenkan crossing above the Kijun with favorable cloud conditions emits a 1 long signal, while the opposite emits a -1 short signal.

Yes, the periods for Tenkan, Kijun, Senkou Span B, and displacement are fully configurable in this Ichimoku implementation. This allows you to customize the signal generation logic to fit various bar frequencies and backtesting workflows.

Your Ichimoku signal series outputs zeros because the warm-up handling enforces a minimum 78-period history before generating signals. This stand-aside position prevents inaccurate calculations during the initial indicator warm-up phase.