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Strategies / Trend / Adaptive ATR ADX Trend Scalper

Adaptive ATR ADX Trend Scalper

The strategy buys when two adaptive ATR trend bands both turn up and sells short when both turn down. Each trade has a 0.5% stop and 1.2% target and exits when the fast band reverses.

TrendLong & shortIntradayEUR/USD2 min
n/aProfit factor
173,419Net profit USD
30.89%Win rate
3,972Trades
-44,446Max drawdown
43.66Avg trade

Best run of 9. EUR/USD, 2 min, spread 1, from run sweeps:2026-10-03-EURUSD-2m-opt.tsv:10.

Entry rules, long

  2. No direction change has occurred since the last position closed.

Entry rules, short

  2. No direction change has occurred since the last position closed.

Exit rules

  2. The fast band turns up, closing the short.
  3. The position closes at a 0.5% stop loss or a 1.2% profit target.

Test conditions

PeriodUp to 2026-10-03
InstrumentEUR/USD, 2 minutes
Spread1 points
Starting capital1,000,000
CostsSpread only. Commissions and overnight financing are not included.
BarsUp to 200,000 bars, fewer where the instrument has less history
Last tested2026-10-03

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
EUR/USDBest run2 minn/a 3,97230.89173,419 USD-44,446
USD/JPY30 minn/a 2,84936.01364,150 USD-131,460
USD/JPY1 hourn/a 2,01934.18240,330 USD-224,790
EUR/USD1 hourn/a 2,52235.6978,419 USD-27,057
EUR/USD5 minn/a 3,56031.9145,649 USD-38,194
GBP/USD1 hourn/a 2,48836.259,407 USD-2,909
Nasdaq 10030 minn/a 3,76131.964,844 EUR-4,488
DAX 401 hourn/a 2,16531.043,700 EUR-2,472
GBP/USDDailyn/a 37831.222,141 USD-1,832

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Adaptive ATR ADX Trend Scalper
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 2 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE str = 0
ONCE sdmpos = 0
ONCE sdmneg = 0
ONCE tupm = 0
ONCE tdnm = 0
ONCE dirm = 1
ONCE tupf = 0
ONCE tdnf = 0
ONCE dirf = 1
ONCE waiting = 0
ONCE wason = 0

hr = high - high[1]
lr = low[1] - low

135 more lines: the entry and exit rules.

Setup

How to load it

  1. Copy the code with the copy button on the code block.
  2. In ProRealTime, open a chart of the instrument and timeframe you want to test, then open ProOrder > New trading system and choose "Create with programming".
  3. Paste the code, give the system a name and save it.
  4. Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

ADXATRDMISMA
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Adaptive ATR ADX Trend Scalper in ProOrder?

Yes. The code is ProBuilder and runs as an automated ProOrder system. Backtest it on your own account with your own spread and position size before trading it live.

Which markets was it tested on?

It was tested on 9 market and timeframe combinations. The best run by trade count was EUR/USD, 2 minutes, with 3,972 trades.

How large was the drawdown?

The best run had a maximum drawdown of 44,446 USD at the tested position size, against a net result of 173,419 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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ADX Filtered EMA Cross

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Past backtest results do not guarantee future results. This is not financial advice. Curated and maintained by ProRealAlgos. ProRealTime™ is a trademark of ProRealTime SAS. prorealalgos.comStatsDocs