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Strategies / Trend / ADX Strength Threshold Long

ADX Strength Threshold Long

Buys when ADX(15) is above 30 while flat, with no direction filter. Sells the long when ADX(15) falls below 20.

TrendLong onlySwingS&P 500Daily
4.98Profit factor
4,329Net profit EUR
64.86%Win rate
111Trades
-907Max drawdown
39.00Avg trade

Best run of 28. S&P 500, Daily, spread 1, from run pf:2026-10-05-USA500-D.tsv:5.

Entry rules, long

  2. Enter long at market when flat. No price direction filter applies.

Exit rules

  1. The long closes at market when ADX(15) is below 20.

Test conditions

PeriodUp to 2026-10-05
InstrumentS&P 500, Daily
Spread1 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
S&P 500Best runDaily4.98 11164.864,329 EUR-907
GoldDaily3.90 12064.173,531 EUR-809
USD/JPY4 hoursn/a 30858.44333,390 USD-228,580
Nikkei 225Dailyn/a 8960.6749,647 USD-14,688
SilverDailyn/a 9655.2136,339 USD-25,287
Dow JonesDailyn/a 11669.8333,369 EUR-8,615
Nikkei 2251 hourn/a 84453.5521,058 USD-13,868
Nikkei 2254 hoursn/a 20858.6520,642 USD-12,817
Nikkei 22510 minn/a 1,60251.5617,541 USD-17,089
Nasdaq 100Dailyn/a 9158.2414,702 EUR-4,334
Nikkei 2255 minn/a 1,57350.5413,772 USD-12,716
DAX 40Dailyn/a 9960.6112,709 EUR-3,924
Dow Jones1 hourn/a 31751.4211,504 EUR-6,729
Dow Jones30 minn/a 64754.4011,352 EUR-8,035
Nasdaq 1004 hoursn/a 28660.4910,389 EUR-5,322
Nasdaq 10015 minn/a 1,59854.0110,156 EUR-4,252
DAX 404 hoursn/a 24959.047,478 EUR-6,401
Brent Crude4 hoursn/a 15058.006,909 EUR-5,453
FTSE 100Dailyn/a 8065.006,889 EUR-1,946
Nasdaq 10010 minn/a 1,54653.106,806 EUR-6,291
Dow Jones3 minn/a 1,47351.876,598 EUR-4,904
Nasdaq 10030 minn/a 1,44554.196,071 EUR-4,193
Dow Jones5 minn/a 1,50149.374,502 EUR-4,482
S&P 50030 minn/a 1,50955.273,358 EUR-957
Gold4 hoursn/a 27451.462,116 EUR-1,331
S&P 5004 hoursn/a 26558.491,724 EUR-1,680
S&P 5001 hourn/a 1,06753.981,712 EUR-1,240
Gold3 minn/a 1,55052.321,454 EUR-1,068

Charts

Results by run

Top 10 of 28 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 Strength Threshold Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

myAdx = ADX[15]

9 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
Longer historyRe-run on up to 1,000,000 barsS&P 500 · Daily · older data 0.00 EUR

S&P 500 had no history beyond the standard run, so both runs used 14,000 bars.

S&P 500 · Daily

Bars available14,000
Net, standard 200,000-bar run4,329.08 EUR
Net, long run4,329.08 EUR
Net on the older data alone0.00 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 Strength Threshold 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 28 market and timeframe combinations. The best run was S&P 500, Daily, with a profit factor of 4.98 over 111 trades.

How large was the drawdown?

The best run had a maximum drawdown of 907 EUR at the tested position size, against a net result of 4,329 EUR.

Does it trade long, short or both?

It only takes long trades.

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See how ProRealAlgos combines strategies like this into one automated portfolio.

Copy trading on US indices is available to ProRealAlgos members as spots open.

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