StockSharp.Strategies.0212_Williams_R_Ichimoku.py 5.0.1

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dotnet add package StockSharp.Strategies.0212_Williams_R_Ichimoku.py --version 5.0.1
                    
NuGet\Install-Package StockSharp.Strategies.0212_Williams_R_Ichimoku.py -Version 5.0.1
                    
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package.
<PackageReference Include="StockSharp.Strategies.0212_Williams_R_Ichimoku.py" Version="5.0.1" />
                    
For projects that support PackageReference, copy this XML node into the project file to reference the package.
<PackageVersion Include="StockSharp.Strategies.0212_Williams_R_Ichimoku.py" Version="5.0.1" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0212_Williams_R_Ichimoku.py" />
                    
Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package.
paket add StockSharp.Strategies.0212_Williams_R_Ichimoku.py --version 5.0.1
                    
#r "nuget: StockSharp.Strategies.0212_Williams_R_Ichimoku.py, 5.0.1"
                    
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package.
#:package StockSharp.Strategies.0212_Williams_R_Ichimoku.py@5.0.1
                    
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package.
#addin nuget:?package=StockSharp.Strategies.0212_Williams_R_Ichimoku.py&version=5.0.1
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0212_Williams_R_Ichimoku.py&version=5.0.1
                    
Install as a Cake Tool

Williams R Ichimoku Strategy (Python Version)

This setup combines the momentum extremes of Williams %R with the trend structure defined by the Ichimoku Cloud. The idea is to join strong moves only when price sits on the favourable side of the cloud and the short term lines confirm the bias.

Testing indicates an average annual return of about 73%. It performs best in the crypto market.

A long opportunity appears when the oscillator drops below -80 while price holds above the cloud and Tenkan-sen crosses above Kijun-sen. A short signal occurs when %R climbs above -20 with price below the cloud and Tenkan-sen under Kijun-sen. The position remains open until price crosses the opposite side of the cloud.

Because the method waits for several pieces of confirmation, it suits traders who prefer clear trend filters over fast reversals. Dynamic stops are set around the Kijun-sen so risk adjusts with the underlying trend strength.

Details

  • Entry Criteria:
    • Long: %R < -80 && price above Ichimoku cloud and Tenkan-sen > Kijun-sen
    • Short: %R > -20 && price below Ichimoku cloud and Tenkan-sen < Kijun-sen
  • Long/Short: Both sides.
  • Exit Criteria:
    • Long: Exit when price crosses below the cloud
    • Short: Exit when price crosses above the cloud
  • Stops: Yes.
  • Default Values:
    • WilliamsRPeriod = 14
    • TenkanPeriod = 9
    • KijunPeriod = 26
    • SenkouSpanBPeriod = 52
    • CandleType = TimeSpan.FromMinutes(15)
  • Filters:
    • Category: Mixed
    • Direction: Both
    • Indicators: Williams R Ichimoku
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: No
    • Neural networks: No
    • Divergence: No
    • Risk Level: Medium
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Version Downloads Last Updated
5.0.1 162 8/7/2025
5.0.0 273 7/20/2025

Refactor strategy reset handling