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Ichimoku Cloud Strategy added. Issue 336 (#350)
# Describe Request Ichimoku Cloud Strategy added. Fixed #336 # Change Type New strategy.
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‎README.md‎

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‎strategy/momentum/README.md‎

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@@ -31,6 +31,11 @@ The information provided on this project is strictly for informational purposes
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- [func \(a \*AwesomeOscillatorStrategy\) Compute\(snapshots \<\-chan \*asset.Snapshot\) \<\-chan strategy.Action](<#AwesomeOscillatorStrategy.Compute>)
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- [func \(\*AwesomeOscillatorStrategy\) Name\(\) string](<#AwesomeOscillatorStrategy.Name>)
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- [func \(a \*AwesomeOscillatorStrategy\) Report\(c \<\-chan \*asset.Snapshot\) \*helper.Report](<#AwesomeOscillatorStrategy.Report>)
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- [type IchimokuCloudStrategy](<#IchimokuCloudStrategy>)
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- [func NewIchimokuCloudStrategy\(\) \*IchimokuCloudStrategy](<#NewIchimokuCloudStrategy>)
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- [func \(i \*IchimokuCloudStrategy\) Compute\(snapshots \<\-chan \*asset.Snapshot\) \<\-chan strategy.Action](<#IchimokuCloudStrategy.Compute>)
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- [func \(\*IchimokuCloudStrategy\) Name\(\) string](<#IchimokuCloudStrategy.Name>)
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- [func \(i \*IchimokuCloudStrategy\) Report\(c \<\-chan \*asset.Snapshot\) \*helper.Report](<#IchimokuCloudStrategy.Report>)
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- [type RsiStrategy](<#RsiStrategy>)
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- [func NewRsiStrategy\(\) \*RsiStrategy](<#NewRsiStrategy>)
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- [func NewRsiStrategyWith\(buyAt, sellAt float64\) \*RsiStrategy](<#NewRsiStrategyWith>)
@@ -159,6 +164,54 @@ func (a *AwesomeOscillatorStrategy) Report(c <-chan *asset.Snapshot) *helper.Rep
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Report processes the provided asset snapshots and generates a report annotated with the recommended actions.
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<a name="IchimokuCloudStrategy"></a>
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## type [IchimokuCloudStrategy](<https://github.com/cinar/indicator/blob/master/strategy/momentum/ichimoku_cloud_strategy.go#L15-L18>)
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IchimokuCloudStrategy represents the configuration parameters for calculating the Ichimoku Cloud strategy.
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```go
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type IchimokuCloudStrategy struct {
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// IchimokuCloud represents the configuration parameters for calculating the Ichimoku Cloud.
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IchimokuCloud *momentum.IchimokuCloud[float64]
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}
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```
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<a name="NewIchimokuCloudStrategy"></a>
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### func [NewIchimokuCloudStrategy](<https://github.com/cinar/indicator/blob/master/strategy/momentum/ichimoku_cloud_strategy.go#L21>)
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```go
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func NewIchimokuCloudStrategy() *IchimokuCloudStrategy
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```
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NewIchimokuCloudStrategy function initializes a new Ichimoku Cloud strategy with the default parameters.
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<a name="IchimokuCloudStrategy.Compute"></a>
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### func \(\*IchimokuCloudStrategy\) [Compute](<https://github.com/cinar/indicator/blob/master/strategy/momentum/ichimoku_cloud_strategy.go#L33>)
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```go
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func (i *IchimokuCloudStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action
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```
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Compute processes the provided asset snapshots and generates a stream of actionable recommendations.
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<a name="IchimokuCloudStrategy.Name"></a>
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### func \(\*IchimokuCloudStrategy\) [Name](<https://github.com/cinar/indicator/blob/master/strategy/momentum/ichimoku_cloud_strategy.go#L28>)
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```go
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func (*IchimokuCloudStrategy) Name() string
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```
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Name returns the name of the strategy.
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<a name="IchimokuCloudStrategy.Report"></a>
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### func \(\*IchimokuCloudStrategy\) [Report](<https://github.com/cinar/indicator/blob/master/strategy/momentum/ichimoku_cloud_strategy.go#L71>)
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```go
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func (i *IchimokuCloudStrategy) Report(c <-chan *asset.Snapshot) *helper.Report
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```
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Report processes the provided asset snapshots and generates a report annotated with the recommended actions.
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<a name="RsiStrategy"></a>
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## type [RsiStrategy](<https://github.com/cinar/indicator/blob/master/strategy/momentum/rsi_strategy.go#L25-L34>)
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‎strategy/momentum/ichimoku_cloud_strategy.go‎

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// Copyright (c) 2021-2026 Onur Cinar.
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// The source code is provided under GNU AGPLv3 License.
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// https://github.com/cinar/indicator
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package momentum
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import (
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"github.com/cinar/indicator/v2/asset"
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"github.com/cinar/indicator/v2/helper"
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"github.com/cinar/indicator/v2/momentum"
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"github.com/cinar/indicator/v2/strategy"
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)
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// IchimokuCloudStrategy represents the configuration parameters for calculating the Ichimoku Cloud strategy.
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type IchimokuCloudStrategy struct {
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// IchimokuCloud represents the configuration parameters for calculating the Ichimoku Cloud.
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IchimokuCloud *momentum.IchimokuCloud[float64]
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}
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// NewIchimokuCloudStrategy function initializes a new Ichimoku Cloud strategy with the default parameters.
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func NewIchimokuCloudStrategy() *IchimokuCloudStrategy {
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return &IchimokuCloudStrategy{
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IchimokuCloud: momentum.NewIchimokuCloud[float64](),
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}
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}
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// Name returns the name of the strategy.
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func (*IchimokuCloudStrategy) Name() string {
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return "Ichimoku Cloud Strategy"
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}
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// Compute processes the provided asset snapshots and generates a stream of actionable recommendations.
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func (i *IchimokuCloudStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action {
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snapshotsSplice := helper.Duplicate(snapshots, 3)
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highs := asset.SnapshotsAsHighs(snapshotsSplice[0])
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lows := asset.SnapshotsAsLows(snapshotsSplice[1])
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closings := asset.SnapshotsAsClosings(snapshotsSplice[2])
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closingsSplice := helper.Duplicate(closings, 2)
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cl, bl, lsa, lsb, ll := i.IchimokuCloud.Compute(highs, lows, closingsSplice[0])
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// Lagging line is not used in the core logic, drain it to prevent blocking
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go helper.Drain(ll)
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actions := helper.Operate5(
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helper.Skip(closingsSplice[1], i.IchimokuCloud.IdlePeriod()),
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cl,
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bl,
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lsa,
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lsb,
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func(c, conversion, base, spanA, spanB float64) strategy.Action {
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if c > spanA && c > spanB && conversion > base && spanA > spanB {
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return strategy.Buy
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}
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if c < spanA && c < spanB && conversion < base && spanA < spanB {
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return strategy.Sell
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}
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return strategy.Hold
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},
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)
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// Shift the actions to account for the idle period
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return helper.Shift(actions, i.IchimokuCloud.IdlePeriod(), strategy.Hold)
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}
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// Report processes the provided asset snapshots and generates a report annotated with the recommended actions.
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func (i *IchimokuCloudStrategy) Report(c <-chan *asset.Snapshot) *helper.Report {
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snapshots := helper.Duplicate(c, 6)
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dates := asset.SnapshotsAsDates(snapshots[0])
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closings := asset.SnapshotsAsClosings(snapshots[2])
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highs := asset.SnapshotsAsHighs(snapshots[3])
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lows := asset.SnapshotsAsLows(snapshots[4])
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closingsForCloud := asset.SnapshotsAsClosings(snapshots[5])
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cl, bl, lsa, lsb, ll := i.IchimokuCloud.Compute(highs, lows, closingsForCloud)
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// Lagging line is not used in the report right now, drain it.
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go helper.Drain(ll)
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clShifted := helper.Shift(cl, i.IchimokuCloud.IdlePeriod(), 0)
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blShifted := helper.Shift(bl, i.IchimokuCloud.IdlePeriod(), 0)
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lsaShifted := helper.Shift(lsa, i.IchimokuCloud.IdlePeriod(), 0)
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lsbShifted := helper.Shift(lsb, i.IchimokuCloud.IdlePeriod(), 0)
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actions, outcomes := strategy.ComputeWithOutcome(i, snapshots[1])
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annotations := strategy.ActionsToAnnotations(actions)
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outcomes = helper.MultiplyBy(outcomes, 100)
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report := helper.NewReport(i.Name(), dates)
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report.AddChart()
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report.AddColumn(helper.NewNumericReportColumn("Close", closings))
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report.AddColumn(helper.NewNumericReportColumn("Conversion Line", clShifted))
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report.AddColumn(helper.NewNumericReportColumn("Base Line", blShifted))
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report.AddColumn(helper.NewNumericReportColumn("Leading Span A", lsaShifted))
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report.AddColumn(helper.NewNumericReportColumn("Leading Span B", lsbShifted))
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report.AddColumn(helper.NewAnnotationReportColumn(annotations), 0, 1)
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report.AddColumn(helper.NewNumericReportColumn("Outcome", outcomes), 1)
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return report
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}

‎strategy/momentum/ichimoku_cloud_strategy_test.go‎

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// Copyright (c) 2021-2026 Onur Cinar.
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// The source code is provided under GNU AGPLv3 License.
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// https://github.com/cinar/indicator
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package momentum_test
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import (
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"testing"
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"github.com/cinar/indicator/v2/asset"
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"github.com/cinar/indicator/v2/helper"
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"github.com/cinar/indicator/v2/strategy"
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"github.com/cinar/indicator/v2/strategy/momentum"
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)
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func TestIchimokuCloudStrategy(t *testing.T) {
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snapshots, err := helper.ReadFromCsvFile[asset.Snapshot]("testdata/brk-b.csv")
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if err != nil {
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t.Fatal(err)
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}
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results, err := helper.ReadFromCsvFile[strategy.Result]("testdata/ichimoku_cloud_strategy.csv")
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if err != nil {
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t.Fatal(err)
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}
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expected := helper.Map(results, func(r *strategy.Result) strategy.Action { return r.Action })
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ic := momentum.NewIchimokuCloudStrategy()
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actual := ic.Compute(snapshots)
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err = helper.CheckEquals(actual, expected)
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if err != nil {
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t.Fatal(err)
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}
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}
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func TestIchimokuCloudStrategyReport(t *testing.T) {
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snapshots, err := helper.ReadFromCsvFile[asset.Snapshot]("testdata/brk-b.csv")
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if err != nil {
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t.Fatal(err)
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}
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ic := momentum.NewIchimokuCloudStrategy()
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report := ic.Report(snapshots)
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fileName := "ichimoku_cloud_strategy.html"
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defer helper.Remove(t, fileName)
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err = report.WriteToFile(fileName)
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if err != nil {
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t.Fatal(err)
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}
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}

‎strategy/momentum/momentum.go‎

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func AllStrategies() []strategy.Strategy {
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return []strategy.Strategy{
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NewAwesomeOscillatorStrategy(),
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NewIchimokuCloudStrategy(),
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NewRsiStrategy(),
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NewStochasticRsiStrategy(),
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NewTripleRsiStrategy(),

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