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Strategies / Breakout / ADX Strength Breakout (long only)

ADX Strength Breakout (long only)

Buys when the close breaks above the highest high of the previous 20 bars while ADX is above 25 and rising. Sells when the close falls below the lowest low of the previous 10 bars.

BreakoutLong onlySwingUSD/JPYDaily
3.38Profit factor
1,833Net profit USD
50.00%Win rate
6Trades
-1,193Max drawdown
305Avg trade

Best run of 1. USD/JPY, Daily, spread 1.4, from run pf:2026-10-10-USDJPY-D.tsv:20.

Entry rules, long

  1. ADX (14 periods) is above 25 and higher than on the previous bar

Exit rules

  1. The close falls below the lowest low of the previous 10 bars

Test conditions

PeriodUp to 2026-10-10
InstrumentUSD/JPY, Daily
Spread1.4 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 tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest runDaily3.38 650.001,833 USD-1,193

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// ADX Strength Breakout (long only)
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false
ONCE capital = 10000

19 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

ADX
Read this firstKnown weaknesses4 points
  • The best run has only 6 trades, which is a small sample to judge it on.
  • The maximum drawdown of 1,193 USD is large next to the net profit of 1,833 USD.
  • It was only tested on USD/JPY, so there is no evidence from other markets.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run ADX Strength Breakout (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 one combination, USD/JPY, Daily, with a profit factor of 3.38 over 6 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,193 USD at the tested position size, against a net result of 1,833 USD.

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