This study was based on the Ichimoku Clouds indicator and aims to test its effectiveness in different markets.
All the algorithm and backtesting can be found in the Ichimoku.ipynb jupyter notebook.
I really encourage you to take a look at the notebook and understand how the tests are done, but if you don't want to go through that nerd part you can visit this website I made to quickly process and show the comparison in a graph, you just need to drag a .csv file in order to load the data.
The values showed on the graph means the sum of the operation results for each strategy.
Feel free to contact if you have any question or suggestion.
