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Strategies / Breakout / ADX Strength Breakout (short only)

ADX Strength Breakout (short only)

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

BreakoutShort onlySwingBrent CrudeDaily
2.35Profit factor
13,122Net profit EUR
43.75%Win rate
32Trades
-5,677Max drawdown
410Avg trade

Best run of 2. Brent Crude, Daily, spread 5, from run pf:2026-10-11-BRENT-D.tsv:5.

Entry rules, short

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

Exit rules

  1. The close rises above the highest high of the previous 10 bars

Test conditions

PeriodUp to 2026-10-11
InstrumentBrent Crude, Daily
Spread5 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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Brent CrudeBest runDaily2.35 3243.7513,122 EUR-5,677
EUR/USDDaily1.74 7544.004,063 USD-1,938

Charts

Results by run

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// ADX Strength Breakout (short only)
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Short 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 weaknesses2 points
  • The best run has only 32 trades, which is a small sample to judge it on.
  • 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 (short 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 2 market and timeframe combinations. The best run was Brent Crude, Daily, with a profit factor of 2.35 over 32 trades.

How large was the drawdown?

The best run had a maximum drawdown of 5,677 EUR at the tested position size, against a net result of 13,122 EUR.

Does it trade long, short or both?

It only takes short trades.

Related

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Hull Trend With ADX Filter

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1.27 PF · 1,400 trades

Channel Breakout Trend Filter

Also a breakout strategy.

2.36 PF · 118 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