Ichimoku | Bots And Strategy | Help Center

What SteadyEdge calculates

This page documents the exact runtime calculation for the listed filter IDs. Formula symbols use O , H , L , C , and V for the current candle open, high, low, close, and volume; p is the configured lookback.

- Registry filter IDs: ichimoku_cloud_state , ichimoku_tenkan_kijun_spread_pct

Exact formula

Tenkan = (max(H,conversion)+min(L,conversion))/2

Kijun = (max(H,base)+min(L,base))/2

SpanA_raw = (Tenkan+Kijun)/2; SpanB_raw = (max(H,spanB)+min(L,spanB))/2

SpanA_t = SpanA_raw_(t-displacement); SpanB_t = SpanB_raw_(t-displacement)

cloud state: 1 if C>max(SpanA,SpanB), -1 if C<min(...), else 0

spread % = 100*(Tenkan-Kijun)/Kijun

Parameters, defaults, and bounds

- conversion_length : default 9 ; 1–100

- base_length : default 26 ; 1–200

- span_b_length : default 52 ; 2–300

- displacement : default 26 ; 0–200

How the rule passes

above requires a strict > comparison.

below requires a strict < comparison.

cross_above requires the previous value below the threshold and the current value at or above it.

cross_below requires the previous value above the threshold and the current value at or below it.

eq passes when the absolute difference is less than 1e-9 .

Data, timing, and warm-up

Candle filters use the rule timeframe and the latest candle at or before the evaluation time. A non-finite calculated value does not pass.

Every rule in the same filter set must pass. Test Filters and a backtest validate the complete set.

- Filters Reference

- How Entry Filters Work

- Timeframe, Operator, Value, And Params