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

ADX Filtered SMA Crossover (long only)

Buys when ADX(14) is above 25 and the 3-period simple moving average crosses above the 10-period one. Sells when ADX(14) is below 25 and the averages cross the other way, holding one contract, long only.

TrendLong onlySwingDAX 404 hours

1.86Profit factor

19,856Net profit EUR

59.38%Win rate

160Trades

-4,215Max drawdown

124Avg trade

Best run of 31. DAX 40, 4 hours, spread 3, from run pf:2026-10-04-DAX40-4h.tsv:1.

Entry rules, long

ADX(14) is above 25 on this bar

Exit rules

ADX(14) is below 25 on this bar

Test conditions

Period	Up to 2026-10-04
Instrument	DAX 40, 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
DAX 40Best run	4 hours	1.86	160	59.38	19,856 EUR	-4,215
S&P 500	1 hour	1.67	707	60.96	6,947 EUR	-1,175
Nasdaq 100	1 hour	1.49	721	57.70	20,412 EUR	-3,993
S&P 500	30 min	1.40	1,045	56.75	5,046 EUR	-1,085
Nasdaq 100	30 min	1.39	1,009	57.38	20,486 EUR	-5,088
USD/JPY	4 hours	n/a	188	55.85	763,880 USD	-293,670
Dow Jones	Daily	n/a	83	77.11	41,857 EUR	-7,927
Nikkei 225	30 min	n/a	1,073	53.22	38,623 USD	-13,591
Nikkei 225	1 hour	n/a	545	54.50	37,558 USD	-13,955
Nikkei 225	4 hours	n/a	139	59.71	37,156 USD	-11,500
Dow Jones	1 hour	n/a	228	62.28	26,979 EUR	-9,431
Nikkei 225	15 min	n/a	1,091	51.88	20,335 USD	-11,122
Nasdaq 100	4 hours	n/a	166	65.06	19,289 EUR	-6,689
Nikkei 225	5 min	n/a	1,104	49.37	18,965 USD	-13,795
Nasdaq 100	Daily	n/a	64	68.75	17,176 EUR	-4,516
Dow Jones	30 min	n/a	434	53.23	15,974 EUR	-10,157
DAX 40	Daily	n/a	81	58.02	15,770 EUR	-4,395
Dow Jones	4 hours	n/a	53	66.04	11,994 EUR	-9,925
Nasdaq 100	15 min	n/a	1,097	57.70	10,845 EUR	-5,654
DAX 40	1 hour	n/a	635	53.39	10,236 EUR	-7,874
Nasdaq 100	10 min	n/a	1,102	55.17	7,916 EUR	-5,873
FTSE 100	Daily	n/a	68	70.59	7,898 EUR	-2,138
Nasdaq 100	5 min	n/a	1,113	54.81	7,221 EUR	-6,034
Dow Jones	3 min	n/a	1,098	51.09	7,041 EUR	-4,672
S&P 500	Daily	n/a	87	70.11	5,661 EUR	-1,190
Nasdaq 100	3 min	n/a	1,102	54.45	5,561 EUR	-4,449
FTSE 100	4 hours	n/a	157	63.06	4,623 EUR	-3,363
S&P 500	4 hours	n/a	176	64.20	4,098 EUR	-1,184
S&P 500	5 min	n/a	1,083	52.72	2,138 EUR	-1,004
S&P 500	10 min	n/a	1,098	53.10	1,820 EUR	-1,365
S&P 500	3 min	n/a	1,055	52.32	1,061 EUR	-923

Charts

Results by run

Top 10 of 31 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)
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

smafast = Average[3](close)
smaslow = Average[10](close)
myAdx = ADX[14]

15 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

ADXSMA

Longer historyRe-run on up to 1,000,000 barsDAX 40 · 4 hours · older data 71.40 EUR

DAX 40 had no history beyond the standard run, so both runs used 28,000 bars.

DAX 40 · 4 hours

Bars available	28,000
Net, standard 200,000-bar run	19,856.20 EUR
Net, long run	19,927.60 EUR
Net on the older data alone	71.40 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 SMA Crossover (long only) 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 31 market and timeframe combinations. The best run was DAX 40, 4 hours, with a profit factor of 1.86 over 160 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,215 EUR at the tested position size, against a net result of 19,856 EUR.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

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EMA Pullback Short Continuation

Also a trend strategy.

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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