The strategy buys when the Awesome Oscillator and the Accelerator Oscillator have both most recently signalled upward, and sells the long when either signals downward. Each signal stays in effect until the opposite signal occurs.
Best run of 4. USD/JPY, 4 hours, spread 1, from run sweeps:2026-10-04-USDJPY-4h-opt.tsv:3.
| Period | Up to 2026-10-04 |
| Instrument | USD/JPY, 4 hours |
| Spread | 1 points |
| Starting capital | 1,000,000 |
| Costs | Spread only. Commissions and overnight financing are not included. |
| Bars | Up to 200,000 bars, fewer where the instrument has less history |
| Last tested | 2026-10-04 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| USD/JPYBest run | 4 hours | n/a | 2,390 | 43.10 | 621,310 USD | -202,620 |
| DAX 40 | Daily | n/a | 1,061 | 41.94 | 8,940 EUR | -4,264 |
| S&P 500 | Daily | n/a | 1,051 | 38.44 | 1,473 EUR | -1,096 |
| Gold | 4 hours | n/a | 2,127 | 41.84 | 1,166 EUR | -847 |
Charts
The code
// ============================================================== // Awesome Accelerator Latch Long // ProRealAlgos Strategy Library | prorealalgos.com // Type: Momentum // Direction: Long only // Timeframe tested: 4 hours // ============================================================== DEFPARAM CumulateOrders = false ONCE aoadv = 0 ONCE acadv = 0 hl = (high + low) / 2 ao = Average[5](hl) - Average[34](hl) ac = ao[1] - (ao + ao[1] + ao[2] + ao[3] + ao[4]) / 5
21 more lines: the entry and exit rules.
Setup
Questions
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.
It was tested on 4 market and timeframe combinations. The best run by trade count was USD/JPY, 4 hours, with 2,390 trades.
The best run had a maximum drawdown of 202,620 USD at the tested position size, against a net result of 621,310 USD.
It only takes long trades.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.