Eurjpy Ichimoku Tema Breakout
- Эксперты
-
Tomas Vanek
I am a algotrader uses genetic algorithms to search for new strategies. - Версия: 1.0
EURJPY Ichimoku–TEMA Breakout (H1) is a fully automated MetaTrader 5 strategy designed to capture **confirmed trend breakouts** on EURJPY using an Ichimoku cloud direction filter with rule-based **pending STOP execution** around a TEMA reference level adjusted by volatility. The EA was backtested on **EURJPY on the H1 timeframe** from **January 2, 2015 to August 22, 2025** using a **MetaTrader 5 (hedged)** backtest engine. No parameter setup is required — the system is delivered with optimized and fine-tuned settings.
Recommended broker: Any MT5 broker with stable EURJPY execution, reasonable spread, and consistent server time.
StrategyQuant source code: https://quantmonitor.net/eurjpy-ichimoku-tema-breakout-strategy/
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MAIN SETTINGS
Symbol / Timeframe: EURJPY / H1
Trading options:
- Daily Exit: Disabled
- Friday Exit: Enabled (19:00)
- Max trades per day: No limit (duplicate trades disabled)
- Weekend trading: Enabled
- Pending orders: Used (STOP orders)
- Pending order replacement: Allowed
- Pending order validity: 24 bars
Risk management:
- Stop Loss: 35 pips (fixed)
- Profit Target: 195 pips (fixed)
- Trailing Stop: Disabled
- Time exit: Close after 36 bars
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ENTRY LOGIC (ICHIMOKU CONTEXT + TEMA BREAKOUT + VOLATILITY BUFFER)
This EA confirms directional context first and executes only if price extends into a volatility-adjusted breakout zone.
It combines an **Ichimoku Kumo breakout filter** with a **TEMA-based pending STOP trigger**, where the final entry price is shifted by a buffer derived from Bollinger Band Width Ratio.
Setup conditions (direction filter):
- Long setup:
- Ichimoku signals a **bullish Kumo breakout**
- Short setup:
- Ichimoku signals a **bearish Kumo breakout**
Entry rules (pending STOP orders around TEMA with volatility buffer):
Breakout execution uses the **TEMA(112)** level shifted by a volatility expansion component based on **BB Width Ratio(180)**:
- LONG: place a Buy Stop at
TEMA(112)[3] + 0.8 × BB Width Ratio(180)[1]
- SHORT: place a Sell Stop at
TEMA(112)[3] − 0.8 × BB Width Ratio(180)[1]
Pending orders:
- Validity: 24 bars
- Replacing existing pending orders: Allowed
- Duplicate trades: Disabled
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EXIT RULES
- Fixed Profit Target: 195 pips
- Fixed Stop Loss: 35 pips
- Trailing Stop: Not used
- Time-based exit: forced exit after 36 bars
- Friday risk control: forced exit on Friday at 19:00 to reduce weekend gap exposure
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VALIDATION
Recommended: validate the build with out-of-sample (OOS) windows, robustness tests, Monte Carlo simulations, and a dedicated TRUE OOS segment to reduce overfitting risk and confirm stability beyond the development sample.
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RISK DISCLAIMER
Trading involves significant risk. Past performance is not necessarily indicative of future results. Always forward-test on a demo account before trading live and use appropriate risk management.
