Ichimoku Cloud

Created by Goichi Hosoda (細田悟一, Hosoda Goichi), Ichimoku Cloud, also known as Ichimoku Kinkō Hyō, is a collection of indicators that depict support and resistance, momentum, and trend direction. [Discuss] 💬

// C# usage syntax (batch)
IReadOnlyList<IchimokuResult> results =
  bars.ToIchimoku(tenkanPeriods, kijunPeriods, senkouBPeriods);

// usage with custom offset
IReadOnlyList<IchimokuResult> results =
  bars.ToIchimoku(tenkanPeriods, kijunPeriods, senkouBPeriods, offsetPeriods);

// usage with different custom offsets
IReadOnlyList<IchimokuResult> results =
  bars.ToIchimoku(tenkanPeriods, kijunPeriods, senkouBPeriods, senkouOffset, chikouOffset);

// buffered usage (incremental)
IchimokuList buffer = bars.ToIchimokuList(tenkanPeriods, kijunPeriods, senkouBPeriods);
IReadOnlyList<IchimokuResult> results = buffer;

// streaming usage (real-time)
BarHub barHub = new();
IchimokuHub observer = barHub.ToIchimokuHub(tenkanPeriods, kijunPeriods, senkouBPeriods);
IReadOnlyList<IchimokuResult> results = observer.Results;

Parameters

param	type	description
tenkanPeriods	int	Number of periods (T) in the Tenkan-sen midpoint evaluation. Must be greater than 0. Default is 9.
kijunPeriods	int	Number of periods (K) in the shorter Kijun-sen midpoint evaluation. Must be greater than 0. Default is 26.
senkouBPeriods	int	Number of periods (S) in the longer Senkou leading span B midpoint evaluation. Must be greater than K. Default is 52.
offsetPeriods	int	Optional. Number of periods to offset both Senkou and Chikou spans. Must be non-negative. Default is kijunPeriods.
senkouOffset	int	Optional. Number of periods to offset the Senkou span. Must be non-negative. Default is kijunPeriods.
chikouOffset	int	Optional. Number of periods to offset the Chikou span. Must be non-negative. Default is kijunPeriods.

See overloads usage above to determine which parameters are relevant for each. If you are customizing offsets, all parameter arguments must be specified.

Historical price bars requirements

You must have at least the greater of T,K, S, and offset periods for bars to cover the warmup periods; though, given the leading and lagging nature, we recommend notably more.

bars is a collection of generic TBar historical price bars. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Response

IReadOnlyList<IchimokuResult>

• This method returns a time series of all available indicator values for the bars provided.
• It always returns the same number of elements as there are in the historical price bars.
• It does not return a single incremental indicator value.
• The first T-1, K-1, and S-1 periods will have various null values since there's not enough data to calculate. Custom offset periods may also increase null results for warmup periods.

IchimokuResult

property	type	description
Timestamp	DateTime	Date from evaluated TBar
TenkanSen	double	Conversion / signal line
KijunSen	double	Base line
SenkouSpanA	double	Leading span A
SenkouSpanB	double	Leading span B
ChikouSpan	double	Lagging span

Utilities

• .Condense()
• .Find(lookupDate)
• .RemoveWarmupPeriods(removePeriods)

See Utilities and helpers for more information.

Chaining

Results can be used for chaining in subsequent indicators when streaming.

// example: chain to another indicator (streaming)
var emaHub = bars
    .ToIchimokuHub()
    .ToEmaHub(14);

Note: TenkanSen is the primary reusable value for chaining purposes.

See Chaining indicators for more.

Streaming

Use the buffer-style List<T> when you need incremental calculations without a hub:

IchimokuList ichimokuList = new(tenkanPeriods, kijunPeriods, senkouBPeriods);

foreach (IBar bar in bars)  // simulating stream
{
  ichimokuList.Add(bar);
}

// based on `ICollection<IchimokuResult>`
IReadOnlyList<IchimokuResult> results = ichimokuList;

Subscribe to a BarHub for advanced streaming scenarios:

BarHub barHub = new();
IchimokuHub observer = barHub.ToIchimokuHub(tenkanPeriods, kijunPeriods, senkouBPeriods);

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<IchimokuResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.