"Winter is coming."

Autumn definitely has arrived. One can tell by two observations: Oktoberfest has started in Munich, and I am using the more gloomy high contrast charts again. Nights are getting longer, days colder. Time to read a good book, drink old whisky and return to coding a trading system...

As usual the "market weather backcast" contains the ichimoku analysis of 22 indices, futures and FOREX pairs. The linked charts contain all the details and neccessary context. Both charts and tables are generated automatically, at the moment the software is still work in progress. As such, I am not sure if it works 100% correctly, so if you see a mistake, would like to see an addition/change or simply give feedback: feel free to mail me at This email address is being protected from spambots. You need JavaScript enabled to view it.Thanks a lot :)

Last two weeks triggered 10 signals in 7 different markets (out of 22 in the investment universe):

If you would like to play around with the system that is used to generate the signals and charts on this blog, you can do so! The latest version of my software, ichinscratchy v0.3.0, was released in December 2017. It´s free & open source, you can find it under http://spare-time-trading.de/en/trading-system. Work on the next version (that will be a maintenance release) is progressing nicely. In fact I started using a development snapshot of the upcoming v0.4.0 to do this weekly analysis/overview as this part is already stable enough. You can check out the development activities at gitlab: https://gitlab.com/werwurm/ichi_reloaded.However, there is no release date yet. It´s done when it´s done...

Things are starting to get interesting. For a starter, check a couple of this week´s charts. DAX and EUROSTOXX bounced off Kumo (have a look at the two opposite Kumo breakouts in stoxx50...) while SMI generated a nice Long signal. US indices still look healthy, however DJ Transportation Average lost a lot of momentum. As you might know, I think DJ Transporter often acts as a kind of forecast for the other indices, watch this one closely! The currencies on the other hand added some momentum, EUR/USD should turn now, otherwise the fragile small uptrend would become obsolete. Silver ended last week with a surpisingly huge spike, from a trend following perspective it is way too early to go long all in...

For the complete overview, look at last weeks analysis and compare to this week, for all markets in the investment universe (especially for an intermarket analysis), as usual: check the charts and tables below!
 
All STRONG signals of the 39th week 2018, ordered by symbols:
+------------+----------+---------------+-------+-------------------+--------------+
| date       | symbol   | name          | type  | amp_info          | price_quote  |
+------------+----------+---------------+-------+-------------------+--------------+
| 2018-09-24 | Coffee   | Kijun Cross   | short | Death X           | 98.500000    |
| 2018-09-28 | DAX      | Kumo Breakout | short | from falling Kumo | 12246.730000 |
| 2018-09-27 | Gold     | Kumo Breakout | short | from falling Kumo | 1182.300000  |
| 2018-09-25 | Gold     | Chikou Cross  | short | 2018-08-24        | 1200.000000  |
| 2018-09-26 | Silver   | Kijun Cross   | short | Death X           | 14.305000    |
| 2018-09-27 | SMI      | Chikou Cross  | long  | 2018-08-22        | 9112.200000  |
| 2018-09-27 | STOXX50E | Kumo Breakout | long  | from falling Kumo | 3449.790000  |
| 2018-09-28 | STOXX50E | Kumo Breakout | short | from falling Kumo | 3399.200000  |
| 2018-09-26 | Sugar    | Chikou Cross  | short | 2018-08-20        | 9.900000     |
| 2018-09-26 | Sugar    | Senkou Cross  | short | 2018-11-01        | 9.900000     |
+------------+----------+---------------+-------+-------------------+--------------+

Below is the gallery for the charts:

  • BuFu_contrastBuFu_contrast
  • Cocoa_contrastCocoa_contrast
  • Coffee_contrastCoffee_contrast
  • Copper_contrastCopper_contrast
  • Cotton_contrastCotton_contrast
  • DAX_contrastDAX_contrast
  • DJI_contrastDJI_contrast
  • DJTransp_contrastDJTransp_contrast
  • EURJPY_contrastEURJPY_contrast
  • EURUSD_contrastEURUSD_contrast
  • Gold_contrastGold_contrast
  • HSI_contrastHSI_contrast
  • N225_contrastN225_contrast
  • OJuice_contrastOJuice_contrast
  • Palladium_contrastPalladium_contrast
  • SMI_contrastSMI_contrast
  • SPX_contrastSPX_contrast
  • STOXX50E_contrastSTOXX50E_contrast
  • Silver_contrastSilver_contrast
  • Soybeans_contrastSoybeans_contrast
  • Sugar_contrastSugar_contrast
  • WTI_contrastWTI_contrast

Simple Image Gallery Extended

If you downloaded my software and wonder about the system settings, a quick overview for the most relevant ones used for this weekly overview:

  • Ichimoku time period settings are standard (9,26,52), only strong signals are shown.
  • ICHI_CHIKOU_CONFIRM = true (Chikou Span is used as confirmation/ filter for trend).
  • ICHI_KUMO_CONFIRM = false (Kumo breakouts have to be higher/lower than last reaction high/low to be valid)
  • SIGNAL_REGIME_FILTER = none (all market regime filters are off)
  • SIGNAL_EXECUTION_PYRAMID = full (use every signal even if it is already in portfolio)

Below as mentioned the list with the evaluation of the status quo using Ichimoku. The tables also list the last three Strong Ichimoku Signals.

Wish you relaxing Trading!

DAX 2018-09-28 12246.73
price below kumo --> Downtrend Signal filter SHORT
confirmed by Chikou-Span
Kumo on 2018-08-23 from 12612.97 to 12654.36 price 12365.58
Last 3 STRONG signals:
2018-09-28 Kumo Breakout (from falling Kumo) Short at 12246.73
2018-08-30 Kumo Breakout (from falling Kumo) Short at 12494.24
2018-08-30 Kijun Cross (Death X) Short at 12494.24
     
DJI 2018-09-28 26458.31
price above kumo --> Uptrend Signal filter LONG
confirmed by Chikou-Span
Kumo on 2018-08-22 from 24467.07 to 24683.22 price 25733.60
Last 3 STRONG signals:
2018-08-16 Kijun Cross (Golden X) Long at 25558.73
2018-07-09 Kumo Breakout (Golden X) Long at 24776.59
2018-07-09 Kijun Cross (Golden X) Long at 24776.59
     
DJTransp 2018-09-28 11379.4
price above kumo --> Uptrend Signal filter LONG
confirmed by Chikou-Span
Kumo on 2018-08-22 from 10593.1 to 10604.6 price 11322.2
Last 3 STRONG signals:
2018-07-26 Senkou Cross (2018-08-31) Long at 10984.9
2018-07-16 Kumo Breakout (2018-08-31) Short at 10435.5
2018-07-11 Kumo Breakout (from rising Kumo) Short at 10442.5
     
HSI 2018-09-28 27788.5
price below kumo --> Downtrend Signal filter SHORT
confirmed by Chikou-Span
Kumo on 2018-08-22 from 29019.7 to 29711.7 price 27927.6
Last 3 STRONG signals:
2018-09-06 Tenkan/Kijun Cross (Death X) Short at 26974.8
2018-09-05 Kijun Cross (Death X) Short at 27243.8
2018-09-03 Kijun Cross (Death X) Short at 27712.5
     
N225 2018-09-28 24142.5
price above kumo --> Uptrend Signal filter LONG
confirmed by Chikou-Span
Kumo on 2018-08-21 from 22157.6 to 22256.7 price 22219.7
Last 3 STRONG signals:
2018-09-11 Kumo Breakout (from rising Kumo) Long at 22665.5
2018-09-11 Kijun Cross (from rising Kumo) Long at 22665.5
2018-08-27 Tenkan/Kijun Cross (Golden X) Long at 22799.6
     
STOXX50E 2018-09-28 3399.20
price below kumo --> Downtrend Signal filter SHORT
confirmed by Chikou-Span
Kumo on 2018-08-23 from 3446.64 to 3468.52 price 3419.26
Last 3 STRONG signals:
2018-09-28 Kumo Breakout (from falling Kumo) Short at 3399.20
2018-09-27 Kumo Breakout (from falling Kumo) Long at 3449.79
2018-08-30 Kumo Breakout (from falling Kumo) Short at 3430.99
     
SMI 2018-09-28 9088.0
price above kumo --> Uptrend Signal filter LONG
confirmed by Chikou-Span
Kumo on 2018-08-23 from 8691.5 to 8699.4 price 9049.7
Last 3 STRONG signals:
2018-09-20 Senkou Cross (2018-10-26) Long at 9000.8
2018-09-20 Kumo Breakout (2018-10-26) Long at 9000.8
2018-09-20 Kijun Cross (Golden X) Long at 9000.8
     
SPX 2018-09-28 2913.98
price above kumo --> Uptrend Signal filter LONG
confirmed by Chikou-Span
Kumo on 2018-08-22 from 2704.41 to 2759.10 price 2861.82
Last 3 STRONG signals:
2018-07-12 Tenkan/Kijun Cross (Golden X) Long at 2798.29
2018-07-06 Kijun Cross (Golden X) Long at 2759.82
2018-07-05 Chikou Cross (2018-05-29) Long at 2736.61
     
BuFu 2018-09-28 158.79
price below kumo --> Downtrend Signal filter SHORT
confirmed by Chikou-Span
Kumo on 2018-08-23 from 160.88 to 162.04 price 163.06
Last 3 STRONG signals:
2018-09-07 Senkou Cross (2018-10-15) Short at 159.95
2018-09-07 Kumo Breakout (2018-10-15) Short at 159.95
2018-09-07 Kijun Cross (Death X) Short at 159.95
     
Cocoa 2018-09-28 2057.00
price below kumo --> Downtrend Signal filter SHORT
confirmed by Chikou-Span
Kumo on 2018-08-22 from 2463.50 to 2557.50 price 2310.00
Last 3 STRONG signals:
2018-09-12 Kumo Breakout (from falling Kumo) Long at 2355.00
2018-07-27 Tenkan/Kijun Cross (from falling Kumo) Short at 2219.50
2018-06-22 Kijun Cross (Death X) Short at 2508.50
     
Coffee 2018-09-28 102.450
price below kumo --> Downtrend Signal filter SHORT
NOT confirmed by Chikou --> no stable trend
Kumo on 2018-08-22 from 111.405 to 115.575 price 96.400
Last 3 STRONG signals:
2018-09-24 Kijun Cross (Death X) Short at 98.500
2018-07-31 Kijun Cross (Death X) Short at 109.900
2018-07-26 Kijun Cross (Death X) Short at 109.550
     
Copper 2018-09-28 2.787
price in kumo --> sideways no trades
Chikou-Span at 3.126 in kumo or between kumo and price
Kumo on 2018-08-26 from 2.826 to 2.986 price 2.727
Last 3 STRONG signals:
2018-09-14 Kijun Cross (Death X) Short at 2.627
2018-09-04 Tenkan/Kijun Cross (Death X) Short at 2.583
2018-08-30 Kijun Cross (Death X) Short at 2.691
     
Cotton 2018-09-28 76.3800
price below kumo --> Downtrend Signal filter SHORT
confirmed by Chikou-Span
Kumo on 2018-08-22 from 87.2500 to 89.1450 price 82.3100
Last 3 STRONG signals:
2018-08-14 Tenkan/Kijun Cross (Death X) Short at 83.0600
2018-07-20 Kumo Breakout (Death X) Short at 87.1100
2018-08-13 Chikou Cross (2018-07-06) Short at 82.9300
     
Gold 2018-09-28 1191.500
price below kumo --> Downtrend Signal filter SHORT
confirmed by Chikou-Span
Kumo on 2018-08-29 from 1236.200 to 1259.700 price 1204.500
Last 3 STRONG signals:
2018-09-27 Kumo Breakout (from falling Kumo) Short at 1182.300
2018-09-25 Chikou Cross (from falling Kumo) Short at 1200.000
2018-06-26 Tenkan/Kijun Cross (Death X) Short at 1256.600
     
OJuice 2018-09-28 147.6
price below kumo --> Downtrend Signal filter SHORT
confirmed by Chikou-Span
Kumo on 2018-08-22 from 162.8 to 165.4 price 155.9
Last 3 STRONG signals:
2018-08-16 Senkou Cross (2018-09-24) Short at 154.4
2018-08-13 Kumo Breakout (2018-09-24) Short at 158.5
2018-07-25 Kijun Cross (Golden X) Long at 164.8
     
Palladium 2018-09-28 1064.6
price above kumo --> Uptrend Signal filter LONG
confirmed by Chikou-Span
Kumo on 2018-08-27 from 910.7 to 939.7 price 941.9
Last 3 STRONG signals:
2018-08-29 Senkou Cross (2018-10-02) Long at 958.5
2018-08-29 Kumo Breakout (2018-10-02) Long at 958.5
2018-08-27 Kumo Breakout (from falling Kumo) Long at 941.9
     
Silver 2018-09-28 14.623
price below kumo --> Downtrend Signal filter SHORT
confirmed by Chikou-Span
Kumo on 2018-08-29 from 15.561 to 16.210 price 14.695
Last 3 STRONG signals:
2018-09-26 Kijun Cross (Death X) Short at 14.305
2018-06-26 Senkou Cross (Death X) Short at 16.275
2018-06-25 Kumo Breakout (from falling Kumo) Short at 16.308
     
Soybeans 2018-09-28 844.2
price below kumo --> Downtrend Signal filter SHORT
NOT confirmed by Chikou --> no stable trend
Kumo on 2018-08-28 from 847.5 to 930.8 price 833.8
Last 3 STRONG signals:
2018-09-04 Senkou Cross (2018-10-05) Short at 845.0
2018-08-10 Kijun Cross (2018-10-05) Short at 850.0
2018-08-27 Chikou Cross (2018-07-22) Short at 847.2
     
Sugar 2018-09-28 10.42
price below kumo --> Downtrend Signal filter SHORT
NOT confirmed by Chikou --> no stable trend
Kumo on 2018-08-22 from 11.50 to 11.91 price 10.18
Last 3 STRONG signals:
2018-09-26 Senkou Cross (2018-11-01) Short at 9.90
2018-09-17 Kumo Breakout (2018-11-01) Short at 10.63
2018-09-17 Kijun Cross (Death X) Short at 10.63
     
WTI 2018-09-28 73.250
price above kumo --> Uptrend Signal filter LONG
confirmed by Chikou-Span
Kumo on 2018-08-24 from 69.430 to 70.147 price 68.720
Last 3 STRONG signals:
2018-09-19 Senkou Cross (2018-10-25) Long at 71.120
2018-09-18 Kumo Breakout (2018-10-25) Long at 69.850
2018-09-12 Kumo Breakout (from rising Kumo) Long at 70.370
     
EURJPY 2018-09-28 131.990
price above kumo --> Uptrend Signal filter LONG
confirmed by Chikou-Span
Kumo on 2018-08-29 from 129.165 to 130.180 price 130.750
Last 3 STRONG signals:
2018-09-13 Senkou Cross (2018-10-17) Long at 130.840
2018-09-11 Kumo Breakout (2018-10-17) Long at 129.570
2018-09-06 Kumo Breakout (from rising Kumo) Short at 128.720
     
EURUSD 2018-09-28 1.16090
price above kumo --> Uptrend Signal filter LONG
NOT confirmed by Chikou --> no stable trend
Kumo on 2018-08-23 from 1.16887 to 1.17530 price 1.15390
Last 3 STRONG signals:
2018-09-17 Kumo Breakout (from falling Kumo) Long at 1.16830
2018-09-13 Kumo Breakout (from falling Kumo) Long at 1.16900
2018-08-31 Kumo Breakout (from falling Kumo) Short at 1.16010
     

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