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Strategies / Trend / Asymmetric Aroon Crossover Long

Asymmetric Aroon Crossover Long

The strategy buys when the Aroon Up line crosses above Aroon Down, using a 56-bar Aroon Up and a 20-bar Aroon Down. It closes the long when Aroon Up crosses back below Aroon Down, and it never sells short.

TrendLong onlySwingGoldDaily
1.99Profit factor
3,179Net profit EUR
43.77%Win rate
345Trades
-773Max drawdown
9.21Avg trade

Best run of 19. Gold, Daily, spread 0.6, from run pf:2026-10-12-GOLD-D.tsv:1.

Entry rules, long

  2. Aroon Down over 20 bars is 5 or higher.

Exit rules

  1. Aroon Up crosses back below Aroon Down, which closes the long.

Test conditions

PeriodUp to 2026-10-12
InstrumentGold, Daily
Spread0.6 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
GoldBest runDaily1.99 34543.773,179 EUR-773
USD/JPYDailyn/a 32247.201,360,540 USD-386,450
USD/JPY1 hourn/a 3,70940.71484,260 USD-187,590
USD/JPY30 minn/a 5,22839.63377,070 USD-257,260
USD/JPY4 hoursn/a 94042.34326,520 USD-279,030
Nikkei 225Dailyn/a 28246.1033,783 USD-8,487
Nikkei 2254 hoursn/a 63941.4725,142 USD-7,845
Silver4 hoursn/a 79639.8224,105 USD-13,934
Nikkei 2251 hourn/a 2,61139.2613,402 USD-9,811
Nasdaq 100Dailyn/a 28241.4911,544 EUR-4,562
Nasdaq 1001 hourn/a 3,58037.8811,488 EUR-4,402
DAX 401 hourn/a 3,13241.039,138 EUR-3,721
Dow Jones1 hourn/a 1,13040.278,376 EUR-7,241
Brent CrudeDailyn/a 12741.738,030 EUR-6,206
DAX 40Dailyn/a 38040.796,341 EUR-5,186
US Crude OilDailyn/a 27845.686,164 EUR-5,856
Gold4 hoursn/a 80542.612,167 EUR-1,263
S&P 500Dailyn/a 39040.261,567 EUR-933
Gold1 hourn/a 3,35537.76995 EUR-940

Charts

Results by run

Top 10 of 19 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Asymmetric Aroon Crossover Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

upper = 100 * (56 - HighestBars[57](high)) / 56
lower = 100 * (20 - LowestBars[21](low)) / 20

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.
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 Asymmetric Aroon Crossover 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 19 market and timeframe combinations. The best run was Gold, Daily, with a profit factor of 1.99 over 345 trades.

How large was the drawdown?

The best run had a maximum drawdown of 773 EUR at the tested position size, against a net result of 3,178 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

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1.08 PF · 6,065 trades

T3 Trailing Band Williams Filter

Also a trend strategy.

1.99 PF · 146 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