ParCorn

Output of Ichimoku Screener

NYSE:RACE   FERRARI N.V
109 0 2
Promising results, will soon try this in quantopian backtest

I would impose more rules but something funky happening in the pipeline backtester, I think

Rules:
universe_filter = (average_dollar_volume > 10e6)

cloud_volume = (ichi.senkou_span_a - ichi.senkou_span_b) / ichi.senkou_span_a
thick_bullish_cloud = cloud_volume > 0.02
trigger_above = ichi.tenkan_sen > ichi.kijun_sen
price_above_trigger = USEquityPricing.close > ichi.tenkan_sen
price_above_base = USEquityPricing.close > ichi.kijun_sen
price_above = price_above_base
uptrend_filter = thick_bullish_cloud & (price_above & trigger_above)
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