5 weeks after the release of the last version I hereby proudly present
It is an Ichimoku-based trading system originally developed in libreoffice/ openoffice basic macro language and rewritten in C from scratch.The initial release with a feature list can be found following this link. To immediately jump to the shiny new page, use: The Ichinscratchy trading system (or continue reading to find out about the new features).
This is mainly a maintenance release fixing some bugs, but also has a couple of shiny new features to play with. Most prominent is an additional filter to improve quality of Kumo breakouts, you can read more following this link.
changes in v0.2.1 compared to v0.2.0
- database changes: added new fields to indicators_daily: HH_atr_period, LL_atr_period
- added config file option SIGNAL_EXECUTION_SUNDAYS. If set to false, signals that occur on sundays are not executed. This can easily happen depending on users local time/date: When some markets open on monday morning, in other regions of the world it is still sunday evening
- colored terminal output: errors -> red, warnings -> yellow, cyan -> SL, green -> signals
- streamlined/shortened terminal output for signal/SL execution
- colored html output: green -> uptrend/long, red -> downtrend/short, blue -> not trending
- integrated persistence1D library to find local minima and maxima in price data (see https://people.mpi-inf.mpg.de/~weinkauf/notes/persistence1d.html)
- added config file option ICHI_KUMO_CONFIRM. If set to true for a Kumo breakout to be valid the price has to make a higher high/lower low on close above/below previous (horizontal) reaction high/ reaction low. This drastically improves signal quality of Kumo breakouts at the cost of making a Kumo breakout a pretty rare event. This filter is the first benefit of integrating the persistence1d library into ichinscratchy codebase (more to come :))
- Chandelier Stop now correctly use the SL_CHANDELIER_ATR_PERIOD nr. of days to determine highest highs/lowest lows (see database change). Prior to this fix the hh26/ll26 was used.
- fixed situation when initial SL (Chandelier) is above price for long or below price for short position. This can happen in situation when there were sharp volatility changes in past. Fallback is to use the percentage stop for those situations
(Mostly useless) statistics about the code:
- 5 weeks development
- ~7000 lines of code (compared to 6700 in v0.2.0)
- ~4300 lines comments (compared to 4000 in v0.2.0)
- ~ switch from beer to wine to support development, as biggest part was done during my holidays
If you are interested, I visit the trading system category for it on my blog (see top menu), or follow this link: The Ichinscratchy trading system
Development is hosted over there at gitlab:
Feel free to join and contribute to this project!