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Strategies / Trend / ADX Volume Confirmation Trend

ADX Volume Confirmation Trend

Buys when ADX(14) is above 30, the trend thrust line is above its 9-bar average, and the volume price confirmation indicator is positive. Closes the long when that confirmation indicator turns negative.

TrendLong onlySwingNasdaq 1001 hour
n/aProfit factor
5,286Net profit EUR
49.72%Win rate
706Trades
-2,133Max drawdown
7.49Avg trade

Best run of 6. Nasdaq 100, 1 hour, spread 3, from run sweeps:2026-10-12-NAS100-1h-opt.tsv:35.

Entry rules, long

  2. The trend thrust indicator, built from 13 and 26 volume-weighted averages, is above its 9-bar average.
  3. The volume price confirmation indicator, using 5 and 25 bar windows, is above zero.
  4. Entries start after bar 60 and only when flat.

Exit rules

  1. The long closes when the volume price confirmation indicator turns negative.

Test conditions

PeriodUp to 2026-10-12
InstrumentNasdaq 100, 1 hour
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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best run1 hourn/a 70649.725,286 EUR-2,133
USD/JPYDailyn/a 5164.71228,440 USD-72,970
Dow Jones1 hourn/a 46851.718,906 EUR-3,061
Nasdaq 100Dailyn/a 3360.614,503 EUR-1,614
Brent Crude4 hoursn/a 26549.813,878 EUR-2,516
FTSE 100Dailyn/a 2263.64467 EUR-363

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// ADX Volume Confirmation Trend
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE pdi = 0
ONCE mdi = 0
ONCE dx = 0
ONCE vwfast = 0
ONCE vwslow = 0
ONCE vwlong = 0
ONCE vwshort = 0

updm = high - high[1]
dwdm = low[1] - low

69 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

ADXATRVolumeWilder AverageSMA
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • 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 Volume Confirmation Trend 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 6 market and timeframe combinations. The best run by trade count was Nasdaq 100, 1 hour, with 706 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,133 EUR at the tested position size, against a net result of 5,286 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

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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