Strategies / Breakout / Adaptive Cloud Breakout

Adaptive Cloud Breakout

The strategy buys when the high breaks above a cloud built from an adaptive moving average, its Hull average and a SuperTrend line. It sells when the low breaks below the cloud bottom or the close falls under it.

BreakoutLong onlySwingSilver1 hour

3.15Profit factor

567,628Net profit USD

36.90%Win rate

2,932Trades

-33,888Max drawdown

194Avg trade

Best run of 25. Silver, 1 hour, spread 2, from run pf:2026-10-12-SILVER-1h.tsv:24.

Entry rules, long

The SuperTrend line uses a factor of 2 and a 5 bar ATR.
Signals are checked only after bar 45 and only when no long position is open.

Exit rules

The close is below the cloud bottom, which also closes the long at market.

Test conditions

Period	Up to 2026-10-12
Instrument	Silver, 1 hour
Spread	2 points
Starting capital	1,000,000
Costs	Spread only. Commissions and overnight financing are not included.
Bars	Up to 200,000 bars, fewer where the instrument has less history
Last tested	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
SilverBest run	1 hour	3.15	2,932	36.90	567,628 USD	-33,888
USD/JPY	4 hours	n/a	863	44.84	414,100 USD	-349,910
Dow Jones	Daily	n/a	322	47.83	31,548 EUR	-10,964
Silver	Daily	n/a	288	42.01	27,787 USD	-25,287
Nikkei 225	4 hours	n/a	615	43.25	26,462 USD	-18,419
Nikkei 225	Daily	n/a	259	38.61	24,770 USD	-23,238
Nasdaq 100	4 hours	n/a	762	46.46	18,330 EUR	-6,921
DAX 40	4 hours	n/a	773	45.67	15,336 EUR	-4,643
Nasdaq 100	Daily	n/a	254	50.39	14,704 EUR	-8,362
Nikkei 225	1 hour	n/a	2,236	41.14	13,157 USD	-12,968
Dow Jones	30 min	n/a	1,875	41.28	11,876 EUR	-8,522
DAX 40	Daily	n/a	248	47.58	11,324 EUR	-7,725
Nasdaq 100	1 hour	n/a	2,865	40.87	10,038 EUR	-6,739
DAX 40	1 hour	n/a	2,674	42.15	8,954 EUR	-6,756
DAX 40	30 min	n/a	4,396	42.45	7,845 EUR	-6,631
Nasdaq 100	15 min	n/a	4,514	41.56	7,355 EUR	-5,478
Brent Crude	4 hours	n/a	418	43.54	6,805 EUR	-6,681
Nasdaq 100	30 min	n/a	4,495	41.82	6,323 EUR	-6,108
FTSE 100	Daily	n/a	288	46.53	5,302 EUR	-4,695
Gold	Daily	n/a	308	41.23	4,221 EUR	-1,534
FTSE 100	4 hours	n/a	697	46.48	2,989 EUR	-2,388
S&P 500	4 hours	n/a	767	47.59	2,773 EUR	-1,096
Gold	4 hours	n/a	800	43.62	2,578 EUR	-1,412
S&P 500	Daily	n/a	345	48.12	2,475 EUR	-2,117
Gold	1 hour	n/a	2,881	38.84	1,534 EUR	-973

Charts

Results by run

Top 10 of 25 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Adaptive Cloud Breakout
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE nama = 0
ONCE stup = 0
ONCE stlo = 0
ONCE st = 0
ONCE dir = 1

xp = (open + high + low + close) / 4
noise = abs(xp - xp[1])
sig = abs(xp - xp[20])
nnoise = summation[20](noise)

59 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
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".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

KAMAHull MASuperTrendATRWMA

Read this firstKnown weaknesses2 points

The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Adaptive Cloud Breakout 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 25 market and timeframe combinations. The best run was Silver, 1 hour, with a profit factor of 3.15 over 2,932 trades.

How large was the drawdown?

The best run had a maximum drawdown of 33,888 USD at the tested position size, against a net result of 567,628 USD.

Does it trade long, short or both?

It only takes long trades.

KDJ J Line Momentum Long

Uses the same indicator.

4.17 PF · 6,135 trades

SMA Crossover With RSI Exit

Best run on the same market, Silver.

2.13 PF · 8,999 trades

Bollinger Band Walk

Also a breakout strategy.

3.10 PF · 148 trades

See how ProRealAlgos combines strategies like this into one automated portfolio.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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.com Stats Docs