Ichimoku engine self-test 2026-10-14T12:08:56.692Z
[PASS] daily bars run 17:00 to 17:00 New York and a day with fewer than 30 minutes is dropped: 1 2024-01-02 17:00
[PASS] 4-hour bars close at 21:00, 01:00, 05:00, ... New York
[PASS] Tenkan, Kijun and Span B are midpoints of the 9-, 26- and 52-bar ranges
[PASS] the cloud at bar k is formed by the spans of bar k - 26
[PASS] TK long: Tenkan crosses above Kijun with the close above the cloud
[PASS] Kumo breakout long: the close moves above the cloud and is above the close 26 bars back
[PASS] the long is closed at the next open after the first close below the Kijun
[PASS] result in pips after 1 pip of cost; financing A and B
[PASS] no Kumo breakout signal without the Chikou confirmation
[PASS] one position at a time: trades never overlap
[PASS] synthetic IC-TK-H1: engine and re-implementation agree trade by trade: 4 vs 4, 0 differences
[PASS] synthetic IC-TK-H4: engine and re-implementation agree trade by trade: 0 vs 0, 0 differences
[PASS] synthetic IC-TK-D1: engine and re-implementation agree trade by trade: 8 vs 8, 0 differences
[PASS] synthetic IC-KUMO-H1: engine and re-implementation agree trade by trade: 14 vs 14, 0 differences
[PASS] synthetic IC-KUMO-H4: engine and re-implementation agree trade by trade: 13 vs 13, 0 differences
[PASS] synthetic IC-KUMO-D1: engine and re-implementation agree trade by trade: 5 vs 5, 0 differences
[PASS] the synthetic series produced trades to compare: 44 trades
real data: 8326700 minutes, 2004-01-01 00:03 .. 2026-09-28 15:46 New York (stamps at the minute's close)
[PASS] H1: Tenkan and Kijun equal a naive recomputation (every 211th bar): 141042 bars, 0 differences
[PASS] IC-TK-H1: engine and independent re-implementation agree trade by trade: 2852 vs 2852 trades, 0 differences 
[PASS] IC-TK-H1: control at offset 0 reproduces the real trades: 2852 of 2852, 0 differences
[PASS] IC-KUMO-H1: engine and independent re-implementation agree trade by trade: 3723 vs 3723 trades, 0 differences 
[PASS] IC-KUMO-H1: control at offset 0 reproduces the real trades: 3723 of 3723, 0 differences
[PASS] H4: Tenkan and Kijun equal a naive recomputation (every 211th bar): 35378 bars, 0 differences
[PASS] IC-TK-H4: engine and independent re-implementation agree trade by trade: 653 vs 653 trades, 0 differences 
[PASS] IC-TK-H4: control at offset 0 reproduces the real trades: 653 of 653, 0 differences
[PASS] IC-KUMO-H4: engine and independent re-implementation agree trade by trade: 945 vs 945 trades, 0 differences 
[PASS] IC-KUMO-H4: control at offset 0 reproduces the real trades: 945 of 945, 0 differences
[PASS] D1: Tenkan and Kijun equal a naive recomputation (every 211th bar): 5906 bars, 0 differences
[PASS] IC-TK-D1: engine and independent re-implementation agree trade by trade: 96 vs 96 trades, 0 differences 
[PASS] IC-TK-D1: control at offset 0 reproduces the real trades: 96 of 96, 0 differences
[PASS] IC-KUMO-D1: engine and independent re-implementation agree trade by trade: 165 vs 165 trades, 0 differences 
[PASS] IC-KUMO-D1: control at offset 0 reproduces the real trades: 165 of 165, 0 differences

PASSED