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Strategies / Trend / ADX Filtered SMA Crossover (long only) 3

ADX Filtered SMA Crossover (long only) 3

Buys when ADX(14) is above 25 and the 3-bar SMA crosses above the 6-bar SMA. Sells when ADX(14) is below 25 and the 6-bar SMA crosses above the 3-bar SMA, with a 25% stop and 10% target on each trade.

TrendLong onlySwingSilverDaily
1.96Profit factor
34,815Net profit USD
52.04%Win rate
196Trades
-8,139Max drawdown
178Avg trade

Best run of 17. Silver, Daily, spread 2, from run pf:2026-10-05-SILVER-D.tsv:1.

Entry rules, long

  1. ADX(14) is above 25.

Exit rules

  2. A 25% stop loss and 10% profit target are set on entry.

Test conditions

PeriodUp to 2026-10-05
InstrumentSilver, Daily
Spread2 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 tested2026-10-05

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
SilverBest runDaily1.96 19652.0434,815 USD-8,139
GoldDaily1.95 19848.992,422 EUR-473
Nikkei 2254 hours1.80 31662.6643,949 USD-8,690
USD/JPY4 hoursn/a 46255.84623,870 USD-244,810
EUR/USD3 minn/a 2,28139.9450,607 USD-27,531
Dow JonesDailyn/a 19056.8428,708 EUR-8,891
Nasdaq 100Dailyn/a 15963.5214,292 EUR-3,611
Dow Jones1 hourn/a 47151.8010,757 EUR-8,737
Nasdaq 1004 hoursn/a 43056.2810,027 EUR-5,393
DAX 40Dailyn/a 19354.409,622 EUR-5,303
DAX 404 hoursn/a 41353.517,597 EUR-4,875
Nasdaq 10010 minn/a 2,34048.765,888 EUR-5,439
FTSE 100Dailyn/a 13859.424,205 EUR-2,416
S&P 5004 hoursn/a 43156.382,654 EUR-1,223
Gold4 hoursn/a 42448.582,444 EUR-869
S&P 500Dailyn/a 19051.582,332 EUR-885
S&P 5001 hourn/a 1,54849.221,559 EUR-1,184

Charts

Results by run

Top 10 of 17 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 SMA Crossover (long only) 3
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

adxval = ADX[14]
smashort = Average[3](close)
smalong = Average[6](close)

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

ADXSMA
Longer historyRe-run on up to 1,000,000 barsSilver · Daily · older data 0.00 USD

Silver had no history beyond the standard run, so both runs used 11,000 bars.

Silver · Daily

Bars available11,000
Net, standard 200,000-bar run34,815.00 USD
Net, long run34,815.00 USD
Net on the older data alone0.00 USD
Read this firstKnown weaknesses2 points
  • Results include the spread only. Commissions and overnight financing are not included.
  • The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run ADX Filtered SMA Crossover (long only) 3 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 17 market and timeframe combinations. The best run was Silver, Daily, with a profit factor of 1.96 over 196 trades.

How large was the drawdown?

The best run had a maximum drawdown of 8,139 USD at the tested position size, against a net result of 34,815 USD.

Does it trade long, short or both?

It only takes long trades.

Related

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SMA Crossover With RSI Exit

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2.13 PF · 8,999 trades

Seasonal Trend Filter (long only)

Also a trend strategy.

1.96 PF · 78 trades

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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