ichimoku

Ichimoku Kinko Hyo signals trigger when a TK crossover aligns with price position above or below the cloud and the corresponding cloud direction. This triple-filter mechanism ensures trend confirmation before emitting deterministic long or short outputs.

Yes, you can apply this Ichimoku strategy to intraday crypto feeds. It processes daily or intraday OHLC data using a dependency-free pandas implementation, requiring a 78-candle warm-up to calculate Tenkan-sen, Kijun-sen, and Senkou Spans for accurate trend evaluation.

The best way to backtest Ichimoku crossover strategies deterministically is using a pandas implementation that manages the 78-candle warm-up and applies strict triple-filtered signal conventions, ensuring consistent 1/0/-1 outputs for trend entries and exits without visual charting ambiguity.

An Ichimoku cloud calculation requires a 78-candle warm-up because computing the full five-line framework, especially the Lagging Span and Senkou Span B shifted forward, needs sufficient historical data to populate accurately before generating valid trend-confirmed crossover signals.

A limitation of using pandas for technical analysis signal generation on equity feeds is that it requires strictly structured OHLC data and a fixed 78-candle warm-up period, meaning insufficient historical data will prevent the indicator from producing valid trend-confirmed outputs.