Modern Ichimoku Cloud [GBB]

Category: trend, volatility, momentum

A modernized Ichimoku Cloud implementation featuring ATR-normalized cloud thickness, percentile-based volatility grading, and multi-layer signal qualification.

Formula

Tenkan = \frac{High_n + Low_n}{2} \\ Kijun = \frac{High_m + Low_m}{2} \\ SpanA = \frac{Tenkan + Kijun}{2} \\ SpanB = \frac{High_p + Low_p}{2} \\ Thickness_{norm} = \frac{|SpanA - SpanB|}{ATR} \\ Grade = PercentileRank(Thickness_{norm}, Window) \times 100\%

Inputs

• InpClassicMode (default: false)
• InpTenkanLen (default: 9)
• InpKijunLen (default: 26)
• InpSenkouBLen (default: 52)
• InpDisplacement (default: 26)
• InpPctLen (default: 150)
• InpPcMin (default: 1.0)

See signal primitives, usage in published strategies and more on WOBR StrategyVerse.