Generate trading signals from Ichimoku Kinko Hyo indicators using pandas.
npx skills add https://github.com/GGwujun/SigmX --skill ichimoku-ggwujun
Please help me install this Agent Skill. Skill: ichimoku Source: https://github.com/GGwujun/SigmX/tree/main/agent/src/skills/ichimoku Command: npx skills add https://github.com/GGwujun/SigmX --skill ichimoku-ggwujun
This skill provides a standalone Ichimoku Kinko Hyo signal engine that converts multi-line indicators into clear trading signals, reducing the need for manual interpretation of cloud and line interactions.
Feed OHLCV data for your symbols into the engine to generate TK-cross based signals.
High-intent search queries and answers about installing and using this skill.
To generate Ichimoku trading signals using pandas, you feed OHLCV time-series data into the engine to compute the five-line system and detect TK crossovers, cloud breaks, and trend confirmations. It outputs clear, actionable trading signals.
The triple-filter logic for Ichimoku cloud signals validates trades by requiring a TK crossover, confirming price position relative to the cloud, and checking the cloud direction. This robust filtering reduces false positives from single-line interactions.
Yes, you can backtest crypto and equities with this Ichimoku indicator by supplying OHLCV price data. It applies triple-filter signal logic across time-series assets with configurable periods for both live analysis and historical backtesting.
Ichimoku signals require 78 candles to become valid due to the warm-up requirement for calculating the Senkou Span lines. This 78-candle warm-up period (52 + 26) ensures accurate displacement handling before generating trading signals.
The best way to calculate Tenkan-sen and Kijun-sen for trend confirmation is using a pure Python pandas implementation that computes all five Ichimoku lines. It evaluates line interactions to deliver reliable entry and exit signals.
Yes, this Ichimoku signal engine supports customizable indicator periods for the five-line system. You can adjust the Tenkan-sen, Kijun-sen, and Senkou Span periods to fit your specific backtesting or live-trading strategy.
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