Ichimoku (ICH)

Cloud-first regime scoring, forecast target/trigger, and invalidation.

What It Measures

Ichimoku provides cloud-first regime classification, directional probability, confidence, forecast trigger, and invalidation.

Inputs

Ichimoku components (Tenkan, Kijun, Senkou A/B, Chikou).
Cloud position/state, TK cross state, twist state, chikou confirmation.
ATR-based buffer logic for invalidation.

ich_periods: {"displacement": 26, "kijun": 26, "senkou_b": 52, "tenkan": 9}
ich_min_confidence_to_display: 0.35
ich_break_buffer_atr_mult: 0.12
ich_tk_cross_strength_window: 20
ich_chikou_clearance_bars: 26
ich_cloud_future_bars: -1

Calculation Pipeline

Compute Ichimoku lines using configured periods.
Score cloud state + TK cross + chikou + twist into net score delta.
Convert score delta to bull/bear probabilities and confidence.
Apply minimum confidence floor for regime display.
Build forecast scenarios, target, trigger, and invalidation.

Formulas & Rules

tenkan = (9H + 9L) / 2
kijun = (26H + 26L) / 2
senkou_a = (tenkan + kijun) / 2 shifted +26
senkou_b = (52H + 52L) / 2 shifted +26
chikou = close shifted -26

bull_prob = clip(round(50 + score_delta * 0.52), 5, 95)
bear_prob = 100 - bull_prob
confidence = clip(24 + min(38, abs(score_delta) * 0.62), 8, 96)

Live Worked Example

TF	Regime	State	Bull/Bear	Confidence	Primary Forecast	Target	Invalidation
1W	bear	below_cloud	28/72	41%	Bear continuation	$51,304	> $94,042
1D	neutral	inside_cloud	45/55	21%	Range/transition	$72,235	n/a
4H	bull	above_cloud	86/14	53%	Bull continuation	$73,578	< $70,090

Failure / Fallback Behavior

If history/ATR/windows are insufficient, engine returns neutral fallback payload.
If confidence is below minimum threshold, non-neutral regime may be neutralized.
Forecast remains deterministic with explicit trigger language.

Interpretation Notes

Cloud state governs baseline regime; TK/twist/chikou refine confidence and continuation risk.