The books... not free though
Strategy library
Open source ProBuilder code for ProRealTime. Winners and losers both, with the real backtest behind each one. Nothing is rounded up and nothing is hidden.
| Strategy | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|
| Lower Band RSI Dip Long | 258.72 | 662 | 90.18 | 5,036 | -1,237 |
| RSI Recovery With Trend Filter | 27.31 | 310 | 40.65 | 567,523 | -6,529 |
| Donchian Midline Cross With ATR Stop | 25.61 | 134 | 58.21 | 28,480 | -6,277 |
| DMI Threshold Cross With ATR Stop | 24.44 | 242 | 11.16 | 1,012,100 | -30,970 |
| RSI Trend Breakout Long | 20.54 | 438 | 59.13 | 564,475 | -6,219 |
| Ichimoku MACD Trailing Stop Long | 18.64 | 213 | 41.78 | 579,152 | -7,529 |
| Ichimoku TK Cross Cloud Thickness | 17.19 | 524 | 36.83 | 581,941 | -4,476 |
| Momentum RMI Reversal Long | 16.53 | 110 | 78.18 | 579,233 | -35,884 |
| DPO SMA Crossover With MACD Filter | 16.29 | 475 | 1.26 | 1,032,210 | -105,570 |
| RSI 20 80 Time Stop | 15.54 | 836 | 50.72 | 549,717 | -20,178 |
| Winter Only | 14.53 | 49 | 75.51 | 73,757 | -11,588 |
| RSI Trend Filter Trailing Stop | 14.47 | 363 | 40.22 | 1,183,018 | -11,268 |
| Bollinger Squeeze | 14.30 | 86 | 43.02 | 386,898 | -361,369 |
| Turtle Breakout With RSI Filter | 12.47 | 789 | 2.66 | 1,540,180 | -125,330 |
| Fast EMA Crossover With Stop | 12.33 | 1,009 | 1.88 | 1,518,750 | -119,470 |
| Long-Term Moving Average Cross | 12.31 | 61 | 31.15 | 212,207 | -23,612 |
| Fair Value Gap RSI Reversion | 12.02 | 155 | 77.42 | 552,414 | -35,553 |
| Twelve Minus Two Momentum | 12.00 | 52 | 61.54 | 38,440 | -8,990 |
| EMA Crossover Trend Long | 11.90 | 108 | 88.89 | 21,789 | -5,239 |
| Trend Filtered Channel Breakout | 11.38 | 772 | 2.85 | 1,624,450 | -185,520 |
Distribution
Best run per strategy, 765 strategies with a recorded profit factor.
