Strategies / Trend / ADX Plus DI Trend

ADX Plus DI Trend: Early Week Longs With a Thursday Exit

The system buys when a short ADX(7) signals a trend and +DI(7) confirms buying pressure above 26. New longs are only opened from Monday to Wednesday. Every position is closed on Thursday unless the 200 point target or the 600 point stop is hit first.

TrendLong onlyIntradayS&P 5005 min

2.15Profit factor

3,715Net profit EUR

59.48%Win rate

153Trades

-444Max drawdown

24.28Avg trade

Best run of 65. S&P 500, 5 min, spread 1, from run pf:2026-09-24-USA500-5m.tsv:1.

Entry rules, long

Monday to Wednesday
Members only

Exit rules

Sell on any Thursday bar
Stop loss 600 points
Members only

Test conditions

Period	Up to 2026-09-25
Instrument	S&P 500, 5 minutes
Spread	1 points
Contracts	1
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	2026-09-25

Parameters

positionSize Contracts per trade	1
adxPeriod ADX and DI length	7
adxThreshold ADX trend level	16
diLevel +DI level	26
firstTradeDay First entry weekday (Monday)	1
lastTradeDay Last entry weekday (Wednesday)	3
exitDay Weekday that closes longs (Thursday)	4
stopLossPoints Protective stop in points	600
takeProfitPoints Profit target in points	200

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
S&P 500Best run	5 min	2.15	153	59.48	3,715 EUR	-444
S&P 500	10 min	1.55	296	56.42	3,926 EUR	-517
Nasdaq 100	3 min	1.51	266	72.56	11,461 EUR	-2,275
Nasdaq 100	5 min	1.45	375	70.40	14,022 EUR	-2,640
S&P 500	15 min	1.40	439	56.72	4,085 EUR	-551
Nasdaq 100	4 hours	1.34	848	54.83	10,555 EUR	-1,992
S&P 500	30 min	1.33	868	54.84	4,353 EUR	-573
Nasdaq 100	15 min	1.32	801	65.17	19,648 EUR	-2,993
USD/JPY	15 min	1.30	456	56.36	496,850 JPY	-119,230
DAX 40	30 min	1.27	1,179	58.78	19,686 EUR	-2,941
Nasdaq 100	10 min	1.27	615	66.34	14,162 EUR	-3,032
Nasdaq 100	30 min	1.25	1,134	60.32	16,330 EUR	-3,469
DAX 40	15 min	1.25	718	61.56	13,661 EUR	-2,681
Dow Jones	5 min	1.22	533	71.67	12,666 EUR	-2,719
USD/JPY	30 min	1.21	870	53.91	601,440 JPY	-122,880
DAX 40	1 hour	1.16	1,241	58.34	12,285 EUR	-2,906
USD/JPY	1 hour	n/a	1,199	54.05	720,930 JPY	-262,240
USD/JPY	10 min	n/a	313	58.15	494,210 JPY	-125,820
USD/JPY	2 min	n/a	61	62.30	67,770 JPY	-61,320
Silver	3 min	n/a	180	69.44	28,496 USD	-13,986
Silver	2 min	n/a	157	67.52	18,103 USD	-14,091
Dow Jones	10 min	n/a	902	67.63	14,389 EUR	-5,140
Nikkei 225	5 min	n/a	1,171	72.84	13,704 USD	-8,864
Silver	15 min	n/a	512	53.71	12,752 USD	-12,420
Nikkei 225	10 min	n/a	1,348	69.88	11,435 USD	-5,805
Nikkei 225	3 min	n/a	1,010	74.06	10,837 USD	-9,071
Dow Jones	30 min	n/a	892	67.60	10,817 EUR	-4,505
DAX 40	10 min	n/a	498	61.85	9,452 EUR	-2,575
Dow Jones	15 min	n/a	1,070	67.29	9,107 EUR	-5,682
Dow Jones	4 hours	n/a	322	66.46	8,916 EUR	-3,615
DAX 40	5 min	n/a	303	66.34	8,472 EUR	-2,440
Nasdaq 100	1 hour	n/a	1,237	57.48	8,436 EUR	-3,921
Dow Jones	3 min	n/a	407	71.50	8,159 EUR	-2,340
DAX 40	3 min	n/a	227	68.28	7,298 EUR	-2,228
Nasdaq 100	2 min	n/a	184	69.02	6,818 EUR	-2,399
DAX 40	4 hours	n/a	810	56.17	5,522 EUR	-3,212
Dow Jones	2 min	n/a	257	71.98	5,327 EUR	-2,337
FTSE 100	15 min	n/a	460	55.00	5,257 EUR	-1,995
FTSE 100	30 min	n/a	916	52.07	4,243 EUR	-2,024
DAX 40	2 min	n/a	142	68.31	3,749 EUR	-2,225
Brent Crude	Daily	n/a	170	60.59	3,460 EUR	-1,561
FTSE 100	10 min	n/a	302	55.30	3,198 EUR	-1,856
FTSE 100	3 min	n/a	98	63.27	3,180 EUR	-635
Nasdaq 100	1 min	n/a	116	69.83	3,134 EUR	-2,250
Dow Jones	1 min	n/a	141	70.21	2,903 EUR	-2,165
FTSE 100	1 hour	n/a	1,109	52.75	2,828 EUR	-1,870
S&P 500	3 min	n/a	96	62.50	2,712 EUR	-443
DAX 40	1 min	n/a	78	65.38	2,655 EUR	-2,440
FTSE 100	5 min	n/a	155	56.13	2,589 EUR	-1,116
FTSE 100	2 min	n/a	66	63.64	2,130 EUR	-613
Gold	1 hour	n/a	1,047	52.44	2,077 EUR	-1,110
S&P 500	1 hour	n/a	1,058	52.74	1,988 EUR	-1,039
S&P 500	4 hours	n/a	783	50.96	1,962 EUR	-779
Gold	10 min	n/a	302	55.96	1,865 EUR	-1,035
Gold	15 min	n/a	447	54.14	1,852 EUR	-959
Gold	3 min	n/a	96	56.25	1,784 EUR	-1,032
Gold	5 min	n/a	154	55.84	1,666 EUR	-1,058
S&P 500	2 min	n/a	64	59.38	1,546 EUR	-386
Gold	30 min	n/a	884	52.38	1,538 EUR	-1,157
GBP/USD	10 min	n/a	296	51.69	1,374 USD	-957
Gold	4 hours	n/a	738	50.41	1,229 EUR	-966
Gold	2 min	n/a	67	53.73	1,170 EUR	-1,070
GBP/USD	3 min	n/a	89	56.18	942 USD	-505
FTSE 100	1 min	n/a	34	52.94	695 EUR	-630
S&P 500	1 min	n/a	34	50.00	632 EUR	-399

Charts

Results by run

Profit factor by run

Above 1.0 made money, below 1.0 lost money.

Net profit against max drawdown

Net profitMax drawdown

Longer history

Re-run on up to 1,000,000 bars

With 947,000 bars available on S&P 500 5 minutes, net profit rose to EUR 5,469.38 from EUR 3,714.79 in the standard run, and the older data alone added EUR 1,754.59.

S&P 500 · 5 min

Bars available	947,000
Net, standard 200,000-bar run	3,714.79 EUR
Net, long run	5,469.38 EUR
Net on the older data alone	1,754.59 EUR

The code

ProBuilder, rewritten to house standard

Every file in the library uses the same header, the same section order and the same variable names. The numbers above were produced by the original version before the rewrite, and the rewrite has not yet been compiled in ProRealTime.

// ============================================================
// ADX Plus DI Trend
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 5 minutes
// ============================================================

// --- Settings ---
DEFPARAM CumulateOrders = false

// --- Parameters ---
positionSize = 1          // contracts per trade
adxPeriod = 7             // ADX and DI length
adxThreshold = 16         // ADX level that confirms a trend
diLevel = 26              // +DI level that confirms buying pressure
firstTradeDay = 1         // entries allowed from Monday
lastTradeDay = 3          // to Wednesday
exitDay = 4               // close any long on Thursday
stopLossPoints = 600      // protective stop
takeProfitPoints = 200    // profit target

// --- Indicators ---
adxValue = ADX[adxPeriod]
plusDI = DIplus[adxPeriod](close)
tradingWindow = DayOfWeek >= firstTradeDay AND DayOfWeek <= lastTradeDay

17 more lines: the entry and exit rules.

Read this first

Known weaknesses

The stop loss (600 points) is three times the profit target (200 points), so one full loss wipes out about three winners. The 59.48% win rate on the best run leaves little room for that ratio to slip.
The best run has only 153 trades on S&P 500 5 minutes, a small sample for an intraday system.
Many markets in the table only have sweep data, where profit factor was not recorded, so those rows show net profit without the balance of wins and losses.
The published stats come from the version before the code rewrite, and the rewritten code has not been compile-checked yet.

Indicators used

ADXDMI

How to load it

Copy the code with the copy button above 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.

Questions

About this strategy

Can the ADX Plus DI Trend run live in ProOrder?

It is written as a ProOrder system with fixed stop and target orders. The rewritten code has not been compile-checked yet, so run it on a demo account before going live.

How did it do on the Nasdaq 100?

Every Nasdaq 100 run in the table was profitable. The 3 minute run made EUR 11,461.4 with a profit factor of 1.51, and the 15 minute run made EUR 19,647.7 at 1.32, but its drawdown reached EUR 2,993.1.

How much capital does one contract need?

With 1 contract the best run had a max drawdown of EUR 443.83 on the S&P 500. On the Nasdaq 100 drawdowns ran higher, for example EUR 3,469.4 on 30 minutes, so size capital to the market you trade.

Why is the best result on 5 minutes?

A 5 minute chart lets the ADX(7) signal fire several times a week while the fixed 200 point target is still reachable within a day or two. Slower charts took more trades but reached lower profit factors, such as 1.33 on 30 minutes.