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Strategies / Trend / ADX Momentum Trend Long

ADX Momentum Trend Long

It buys when ADX is above 25, Momentum is positive, and plus DI is above 25 and above minus DI. It closes the long on a reversal in the directional signals, with a 25% stop and a 1% target.

TrendLong onlyIntradayNasdaq 10015 min
1.17Profit factor
14,561Net profit EUR
49.70%Win rate
1,654Trades
-2,812Max drawdown
8.80Avg trade

Best run of 36. Nasdaq 100, 15 min, spread 3, from run pf:2026-10-05-NAS100-15m.tsv:1.

Entry rules, long

  1. ADX with 14 periods is above 25
  2. Momentum with 14 periods is above 0
  4. No long position is currently open

Exit rules

  1. ADX with 14 periods is above 25 and Momentum with 14 periods is below 0
  2. The 25-period minus DI is above 25 and above the 25-period plus DI
  4. A stop loss sits 25% below the entry price
  5. A profit target sits 1% above the entry price

Test conditions

PeriodUp to 2026-10-05
InstrumentNasdaq 100, 15 minutes
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 tested2026-10-05

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best run15 min1.17 1,65449.7014,561 EUR-2,812
Nasdaq 10010 min1.16 1,42745.9712,211 EUR-2,786
USD/JPY30 minn/a 1,24042.74477,100 USD-275,040
USD/JPY15 minn/a 1,05939.57292,370 USD-171,550
USD/JPY10 minn/a 1,04440.80181,440 USD-175,340
EUR/USDDailyn/a 32984.1942,715 USD-30,217
Nikkei 2252 minn/a 1,18839.5622,953 USD-6,630
Nikkei 225Dailyn/a 45290.2721,145 USD-11,712
Silver4 hoursn/a 1,03084.5617,465 USD-11,401
Nikkei 2251 minn/a 1,11837.4814,370 USD-6,753
Nikkei 2255 minn/a 1,36741.8412,629 USD-12,396
Dow JonesDailyn/a 44492.3411,992 EUR-7,993
Nikkei 2253 minn/a 1,27139.7311,733 USD-9,577
Dow Jones1 hourn/a 45855.4611,430 EUR-4,431
Nasdaq 1005 minn/a 1,12740.649,434 EUR-2,528
Nasdaq 100Dailyn/a 46791.659,011 EUR-3,269
Nasdaq 1002 minn/a 90740.688,451 EUR-3,548
Nasdaq 1004 hoursn/a 71072.828,278 EUR-4,051
Nasdaq 1003 minn/a 98842.217,818 EUR-2,640
DAX 40Dailyn/a 45590.777,699 EUR-4,073
Nasdaq 10030 minn/a 1,79951.587,546 EUR-3,090
Nasdaq 1001 hourn/a 1,50258.596,475 EUR-4,442
DAX 4015 minn/a 1,45044.005,445 EUR-4,799
DAX 404 hoursn/a 60372.975,314 EUR-4,421
DAX 4030 minn/a 1,84950.464,338 EUR-3,271
Nasdaq 1001 minn/a 93338.374,052 EUR-2,223
S&P 50010 minn/a 1,24242.751,795 EUR-690
S&P 50015 minn/a 1,39545.301,760 EUR-1,087
Gold5 minn/a 1,10141.141,580 EUR-621
Gold4 hoursn/a 75774.771,509 EUR-778
Gold1 hourn/a 1,45459.631,425 EUR-721
S&P 500Dailyn/a 40289.301,409 EUR-803
Gold10 minn/a 1,29841.451,405 EUR-697
S&P 5005 minn/a 1,04937.651,044 EUR-773
S&P 5001 hourn/a 1,26454.911,016 EUR-955
S&P 5004 hoursn/a 54167.841,011 EUR-867

Charts

Results by run

Top 10 of 36 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 Momentum Trend Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

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

15 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

ADXDMIMomentum
Read this firstKnown weaknesses2 points
  • A profit factor of 1.17 leaves little room for costs beyond the spread.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run ADX Momentum Trend 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 36 market and timeframe combinations. The best run was Nasdaq 100, 15 minutes, with a profit factor of 1.17 over 1,654 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,812 EUR at the tested position size, against a net result of 14,561 EUR.

Does it trade long, short or both?

It only takes long 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