Join waitlist
The books... not free though
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatisticsMarket statistics and edges1,327StrategiesBacktested strategy library18Research papersThe study behind the algos301DocsProBuilder coding reference27Algo development programCourses and lessons24Everything here feeds the 24 algosSee the algos
Strategies / Trend / ADX Filtered Low Average Crossover

ADX Filtered Low Average Crossover

Buys when the 34 period EMA of the close is above the 20 period average of the lows and ADX(13) is above 25. Closes the long when the EMA drops below that average while ADX stays above 25.

TrendLong onlySwingDow JonesDaily
3.63Profit factor
35,422Net profit EUR
67.94%Win rate
131Trades
-8,615Max drawdown
270Avg trade

Best run of 28. Dow Jones, Daily, spread 3, from run pf:2026-10-04-DOW30-D.tsv:7.

Entry rules, long

  2. The 13 period ADX is above 25.

Exit rules

  1. The 34 period EMA falls below the 20 period average of the lows while the 13 period ADX is above 25, closing the long.

Test conditions

PeriodUp to 2026-10-04
InstrumentDow Jones, Daily
Spread3 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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Dow JonesBest runDaily3.63 13167.9435,422 EUR-8,615
Nikkei 2254 hours2.02 21567.4449,608 USD-11,063
Nasdaq 1001 hour1.48 1,13661.2722,104 EUR-5,453
Nasdaq 10030 min1.35 1,59062.1423,833 EUR-5,284
USD/JPY1 hourn/a 1,17560.85370,310 USD-331,870
USD/JPY30 minn/a 1,60058.19336,670 USD-283,840
USD/JPY10 minn/a 1,51259.72224,090 USD-205,670
Nikkei 2251 hourn/a 84761.9841,643 USD-10,993
Dow Jones4 hoursn/a 10767.2922,746 EUR-11,023
Nasdaq 1004 hoursn/a 32070.6220,027 EUR-5,106
Nikkei 22530 minn/a 1,62057.5319,982 USD-15,044
Nikkei 22515 minn/a 1,66257.4619,706 USD-14,766
Nasdaq 100Dailyn/a 9568.4217,998 EUR-5,520
DAX 40Dailyn/a 10464.4216,932 EUR-5,112
Dow Jones1 hourn/a 34762.5414,300 EUR-10,606
DAX 404 hoursn/a 28562.1112,283 EUR-6,174
DAX 401 hourn/a 1,00461.7511,402 EUR-6,342
US Crude OilDailyn/a 9864.299,909 EUR-9,241
DAX 4030 minn/a 1,60060.819,100 EUR-5,907
FTSE 100Dailyn/a 9470.217,027 EUR-3,815
FTSE 1004 hoursn/a 24863.315,119 EUR-2,958
S&P 500Dailyn/a 13063.854,560 EUR-1,389
S&P 50030 minn/a 1,57660.984,070 EUR-1,319
S&P 5004 hoursn/a 32764.833,970 EUR-1,179
S&P 5001 hourn/a 1,15159.343,760 EUR-1,192
Gold4 hoursn/a 31462.743,018 EUR-1,088
Gold1 hourn/a 1,09058.261,374 EUR-1,142
GoldDailyn/a 12560.801,359 EUR-1,160

Charts

Results by run

Top 10 of 28 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 Filtered Low Average Crossover
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ema = ExponentialAverage[34](close)
sma = Average[20](low)
myAdx = ADX[13]

13 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

EMASMAADX
Longer historyRe-run on up to 1,000,000 barsDow Jones · Daily · older data 81.20 EUR

Dow Jones had no history beyond the standard run, so both runs used 14,000 bars.

Dow Jones · Daily

Bars available14,000
Net, standard 200,000-bar run35,421.80 EUR
Net, long run35,503.00 EUR
Net on the older data alone81.20 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 Filtered Low Average Crossover 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 28 market and timeframe combinations. The best run was Dow Jones, Daily, with a profit factor of 3.63 over 131 trades.

How large was the drawdown?

The best run had a maximum drawdown of 8,615 EUR at the tested position size, against a net result of 35,422 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Turtle Trade

Best run on the same market, Dow Jones.

2.42 PF · 6,324 trades

SMA Crossover With Trailing Stop

Also a trend strategy.

3.58 PF · 1,730 trades

Get the full rules, the complete code and the ProRealAlgos portfolio as a member.

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.comStatsDocs