Strategies / Trend / ADX Directional Momentum Long

ADX Directional Momentum Long

The strategy buys in strong uptrends, when ADX(14) is above 25, Momentum(14) is positive and +DI(25) leads. It closes the long in strong downtrends, when ADX(14) is above 25, Momentum(14) is negative and -DI(25) leads.

TrendLong onlySwingNasdaq 1004 hours

2.20Profit factor

17,144Net profit EUR

50.22%Win rate

223Trades

-3,673Max drawdown

76.88Avg trade

Best run of 49. Nasdaq 100, 4 hours, spread 3, from run pf:2026-10-04-NAS100-4h.tsv:3.

Entry rules, long

No trades are placed on the first 60 bars.

Exit rules

Sell to close the long when ADX(14) is above 25, Momentum(14) is below 0, -DI(25) is above 25 and +DI(25) is below -DI(25).

Test conditions

Period	Up to 2026-10-04
Instrument	Nasdaq 100, 4 hours
Spread	3 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	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	4 hours	2.20	223	50.22	17,144 EUR	-3,673
Gold	1 hour	1.59	624	41.83	3,378 EUR	-618
Nasdaq 100	15 min	1.26	1,036	41.89	14,951 EUR	-2,733
Nasdaq 100	10 min	1.25	991	39.05	14,136 EUR	-2,755
USD/JPY	30 min	n/a	947	41.61	550,090 USD	-266,480
USD/JPY	4 hours	n/a	189	40.21	463,530 USD	-320,620
USD/JPY	15 min	n/a	915	39.13	326,710 USD	-174,080
EUR/USD	Daily	n/a	61	45.90	69,057 USD	-37,830
Nikkei 225	Daily	n/a	62	41.94	52,498 USD	-8,666
Silver	4 hours	n/a	187	41.18	29,219 USD	-16,695
Nikkei 225	2 min	n/a	996	38.25	24,698 USD	-6,410
Nikkei 225	1 hour	n/a	566	39.22	20,519 USD	-12,666
Nikkei 225	5 min	n/a	1,036	37.55	17,685 USD	-12,427
Nikkei 225	1 min	n/a	988	37.15	17,564 USD	-6,462
Nikkei 225	30 min	n/a	1,117	40.20	16,857 USD	-10,367
Nikkei 225	3 min	n/a	1,039	36.96	16,677 USD	-9,355
Nikkei 225	4 hours	n/a	151	40.40	16,360 USD	-11,772
Dow Jones	Daily	n/a	60	53.33	15,794 EUR	-6,498
Nasdaq 100	Daily	n/a	54	59.26	14,557 EUR	-3,269
Dow Jones	1 hour	n/a	224	42.86	14,250 EUR	-5,473
Nasdaq 100	1 hour	n/a	708	42.09	13,203 EUR	-3,677
DAX 40	Daily	n/a	65	53.85	11,614 EUR	-5,270
Dow Jones	15 min	n/a	807	38.66	11,263 EUR	-6,141
Nasdaq 100	5 min	n/a	925	37.95	10,397 EUR	-3,569
DAX 40	15 min	n/a	972	38.58	9,715 EUR	-3,200
Nasdaq 100	3 min	n/a	835	40.60	9,643 EUR	-2,791
Nasdaq 100	2 min	n/a	819	40.05	9,200 EUR	-3,469
DAX 40	30 min	n/a	1,032	40.12	7,839 EUR	-3,425
Dow Jones	30 min	n/a	433	38.57	7,409 EUR	-6,957
Nasdaq 100	30 min	n/a	1,049	41.09	6,942 EUR	-3,104
DAX 40	10 min	n/a	994	37.63	5,578 EUR	-2,974
DAX 40	4 hours	n/a	197	45.18	5,481 EUR	-4,123
Nasdaq 100	1 min	n/a	882	37.76	4,688 EUR	-2,089
FTSE 100	Daily	n/a	58	48.28	2,983 EUR	-2,688
Gold	Daily	n/a	70	45.71	2,676 EUR	-1,328
FTSE 100	4 hours	n/a	151	48.34	2,448 EUR	-2,140
S&P 500	10 min	n/a	968	39.36	2,356 EUR	-687
S&P 500	Daily	n/a	64	51.56	2,331 EUR	-951
Gold	4 hours	n/a	207	42.51	2,229 EUR	-951
S&P 500	15 min	n/a	999	39.34	2,219 EUR	-1,048
S&P 500	4 hours	n/a	208	46.15	2,109 EUR	-910
Gold	5 min	n/a	848	39.15	1,957 EUR	-506
S&P 500	1 hour	n/a	672	41.22	1,953 EUR	-845
Gold	10 min	n/a	924	38.53	1,716 EUR	-649
Gold	15 min	n/a	902	38.58	1,686 EUR	-884
Gold	30 min	n/a	926	38.98	1,482 EUR	-875
S&P 500	5 min	n/a	950	36.21	1,138 EUR	-765
Gold	3 min	n/a	854	36.53	959 EUR	-660
S&P 500	3 min	n/a	877	37.51	709 EUR	-636

Charts

Results by run

Top 10 of 49 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// ADX Directional Momentum Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

myAdx = ADX[14]
myDiplus = DIplus[25](close)
myDiminus = DIminus[25](close)
mom = Momentum[14]

13 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

ADXDMIMomentum

Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · 4 hours · older data 0.00 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 28,000 bars.

Nasdaq 100 · 4 hours

Bars available	28,000
Net, standard 200,000-bar run	17,143.80 EUR
Net, long run	17,143.80 EUR
Net on the older data alone	0.00 EUR

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 ADX Directional Momentum Long 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 49 market and timeframe combinations. The best run was Nasdaq 100, 4 hours, with a profit factor of 2.20 over 223 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,673 EUR at the tested position size, against a net result of 17,144 EUR.

Does it trade long, short or both?

It only takes long trades.

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Also a trend strategy.

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

Copy trading on US indices is available to ProRealAlgos members as spots open.

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