Ichimoku Kinko Hyo

The five-line Ichimoku cloud chart. Bundles Tenkan-sen, Kijun-sen, Senkou Span A, Senkou Span B, and Chikou Span into a single indicator output. The two Senkou Spans form the Kumo (cloud) which acts as dynamic support/resistance; Chikou shows the close of the current bar lagged backwards onto the chart. Standard parameters are (9, 26, 52, 26).

Quick reference

Item	Value
Family	Ichimoku & Charts
Input type	Candle
Output type	IchimokuOutput { tenkan, kijun, senkou_a, senkou_b, chikou: Option<f64> }
Output range	unbounded (price-units)
Default parameters	tenkan = 9, kijun = 26, senkou_b = 52, displacement = 26
Warmup period	senkou_b_period + displacement - 1 (77 at defaults)
Interpretation	Multi-line trend / support / resistance system; price above cloud = bull, below = bear

Formula

tenkan_t   = (max(high, tenkan_period) + min(low, tenkan_period)) / 2
kijun_t    = (max(high, kijun_period)  + min(low, kijun_period))  / 2

leading_a_t = (tenkan_t + kijun_t) / 2
leading_b_t = (max(high, senkou_b_period) + min(low, senkou_b_period)) / 2

// What's visible at step t:
senkou_a_visible_t = leading_a_{t - displacement}
senkou_b_visible_t = leading_b_{t - displacement}
chikou_visible_t   = close_{t - displacement}

The two Senkou spans are computed at time t - displacement and displayed at time t — the indicator emits the visible values (i.e. lagged), which matches every TA library that processes candles in chronological order. See crates/wickra-core/src/indicators/ichimoku.rs.

Parameters

Name	Type	Default	Constraint	Description
tenkan_period	usize	9	> 0	Conversion-line midpoint window.
kijun_period	usize	26	> 0	Base-line midpoint window.
senkou_b_period	usize	52	> 0	Leading Span B midpoint window.
displacement	usize	26	> 0	Forward shift for Senkou A/B and backward shift for Chikou.

Ichimoku::new returns Error::PeriodZero for any zero argument. Ichimoku::classic() returns the (9, 26, 52, 26) factory.

Inputs / Outputs

Indicator<Input = Candle, Output = IchimokuOutput> with five Option<f64> fields. Any field that doesn't have enough history is None independently — Tenkan can emit while Senkou B is still None, etc.

• Python. Ichimoku(...).batch(high, low, close) returns an (n, 5) float64 array with columns [tenkan, kijun, senkou_a, senkou_b, chikou]; NaN for None.
• Node. Flat number[] of length n * 5; streaming update(candle) returns { tenkan, kijun, senkouA, senkouB, chikou } | null.

Warmup

warmup_period() == senkou_b_period + displacement − 1. At defaults that's 52 + 26 − 1 = 77 — Senkou B needs its own 52-bar midpoint and a 26-bar history of those midpoints to displace from. Intermediate fields fill earlier:

• tenkan: tenkan_period bars.
• kijun: kijun_period bars.
• senkou_a (visible): requires kijun_period + displacement − 1 bars (51 at defaults).
• senkou_b (visible): requires senkou_b_period + displacement − 1 bars (77).
• chikou: displacement + 1 bars.

Edge cases

• Insufficient history. Each field is independently None until its own backing window has filled; the multi-field output gracefully reflects partial availability.
• Constant input. All five lines converge to the constant (tenkan and kijun equal the midpoint of the constant high/low pair).
• Reset. Clears all rolling buffers and the candle history.

Examples

Rust

use wickra::{BatchExt, Candle, Ichimoku, Indicator};

fn main() -> Result<(), Box<dyn std::error::Error>> {
    let candles: Vec<Candle> = (0..100).map(|i| {
        let b = 100.0 + (f64::from(i) * 0.2).sin() * 5.0;
        Candle::new(b, b + 1.0, b - 1.0, b, 1.0, i as i64).unwrap()
    }).collect();
    let mut ich = Ichimoku::classic();
    if let Some(o) = ich.batch(&candles)[80] {
        println!("tenkan={:?} kijun={:?} senkou_a={:?}",
                 o.tenkan, o.kijun, o.senkou_a);
    }
    Ok(())
}

Python

import numpy as np
import wickra as ta

t = np.arange(100)
base = 100 + np.sin(t * 0.2) * 5
high = base + 1
low  = base - 1
close = base

ich = ta.Ichimoku(9, 26, 52, 26)
out = ich.batch(high, low, close)
print('shape:', out.shape)  # (100, 5)
print('row 80:', out[80])  # tenkan, kijun, senkou_a, senkou_b, chikou

Node

const wickra = require('wickra');
const ich = new wickra.Ichimoku(9, 26, 52, 26);
const t = Array.from({ length: 100 }, (_, i) => i);
const base = t.map(i => 100 + Math.sin(i * 0.2) * 5);
const flat = ich.batch(base.map(b => b + 1), base.map(b => b - 1), base);
console.log('row 80 tenkan:', flat[80 * 5 + 0]);
console.log('row 80 kijun :', flat[80 * 5 + 1]);

Streaming

use wickra::{Candle, Ichimoku, Indicator};

let mut ich = Ichimoku::classic();
let candle_stream: Vec<wickra::Candle> = Vec::new(); // your live OHLCV candle feed
for bar in candle_stream {
    if let Some(o) = ich.update(bar) {
        // Cloud-state classification
        if let (Some(a), Some(b)) = (o.senkou_a, o.senkou_b) {
            let above_cloud = bar.close > a.max(b);
            let below_cloud = bar.close < a.min(b);
            // ...
        }
    }
}

Interpretation

• Cloud (Kumo). Bounded above by max(senkou_a, senkou_b) and below by min(...). Price above the cloud = bullish; below = bearish; inside = neutral / consolidation. Cloud thickness reflects regime strength.
• Tenkan / Kijun cross. Tenkan above Kijun = short-term bullish; Tenkan crossing above Kijun = bullish trigger. Symmetric for sell.
• Chikou. Confirms momentum — Chikou above prior price action = bullish confirmation.
• Cloud twist (Senkou A crosses B). Foreshadows a future trend shift. Because Senkou spans are displaced forward by displacement bars in their target representation, a visible twist today happened in the underlying data displacement bars ago — read carefully.

Common pitfalls

• Conflating forward and backward shifts. Senkou Spans are displaced forward (shown ahead of the current bar); Chikou backward (shown behind). Wickra emits the values that are visible at the current bar — i.e. the lagged versions.
• Reading partial output. Tenkan can be Some while Senkou B is None — each field is independent. Downstream code must check each Option separately.
• Long warmup. 77 bars at defaults. Backtests on short data see mostly warmup.

References

• Goichi Hosoda (publishing as "Ichimoku Sanjin"), 1968 — original Japanese-language treatment.
• Manesh Patel, Trading with Ichimoku Clouds (2010) — modern English-language reference.

See also

• HeikinAshi — paired Japanese-charting transform.
• SuperTrend — alternative trend-and-stop system.
• BollingerBands — Western analogue for dynamic support/resistance.
• Indicators-Overview — full taxonomy.