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Strategies / Trend / ATR Trailing Line Crossover

ATR Trailing Line Crossover

The strategy buys when close crosses above an ATR trailing line built with a buffer of 3 times ATR(1), and sells when close crosses below it. It has no stop or target.

TrendLong onlyIntradayNasdaq 10030 min
n/aProfit factor
7,055Net profit EUR
37.60%Win rate
5,404Trades
-6,758Max drawdown
1.31Avg trade

Best run of 11. Nasdaq 100, 30 min, spread 3, from run sweeps:2026-10-04-NAS100-30m-opt.tsv:47.

Entry rules, long

  1. The trailing line ratchets up while price stays above it and flips when close crosses it, using a buffer of 3 times ATR(1).
  3. Signals are checked only after bar 2 and only when no long position is open.

Exit rules

  1. The close falls below the trailing line after being at or above it on the prior bar, and the long is closed at market.

Test conditions

PeriodUp to 2026-10-04
InstrumentNasdaq 100, 30 minutes
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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best run30 minn/a 5,40437.607,055 EUR-6,758
USD/JPY1 hourn/a 2,85639.74535,010 USD-181,900
Silver4 hoursn/a 84938.7528,094 USD-15,541
Nikkei 225Dailyn/a 43644.7222,506 USD-10,236
Dow JonesDailyn/a 32147.0421,345 EUR-7,038
DAX 40Dailyn/a 77638.1412,223 EUR-6,382
Nasdaq 100Dailyn/a 39145.0111,073 EUR-6,407
Dow Jones4 hoursn/a 32144.5510,136 EUR-9,255
DAX 401 hourn/a 3,05539.908,778 EUR-4,252
Nasdaq 1001 hourn/a 3,50836.527,894 EUR-5,178
Gold4 hoursn/a 86542.312,105 EUR-1,359

Charts

Results by run

Top 10 of 11 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// ATR Trailing Line Crossover
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE trail = 0

prev = trail
buf = 3.0 * AverageTrueRange[1](close)

22 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

ATR
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 6,758 EUR is large next to the net profit of 7,055 EUR.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run ATR Trailing Line Crossover 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 11 market and timeframe combinations. The best run by trade count was Nasdaq 100, 30 minutes, with 5,404 trades.

How large was the drawdown?

The best run had a maximum drawdown of 6,758 EUR at the tested position size, against a net result of 7,055 EUR.

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