Strategies / Momentum / Awesome Zero Cross Trend Filter

Awesome Zero Cross Trend Filter

The strategy buys when the Awesome Oscillator crosses up through zero and the close is at or above its 200-period SMA, and sells short on a downward cross while the close is below that SMA. An opposite zero cross closes the open position.

MomentumLong & shortSwingEUR/USDDaily

1.69Profit factor

144,191Net profit USD

43.90%Win rate

246Trades

-25,792Max drawdown

586Avg trade

Best run of 17. EUR/USD, Daily, spread 1, from run pf:2026-10-04-EURUSD-D.tsv:2.

Entry rules, long

Buy when the Awesome Oscillator crosses from below zero to above zero, close is at or above the 200-period SMA, and no position is open.

Entry rules, short

Sell short when the Awesome Oscillator crosses from above zero to below zero, the close is below the 200-period SMA, and no position is open.

Exit rules

Close the short when the Awesome Oscillator crosses from below zero to above zero, with no new entry on that bar.

Test conditions

Period	Up to 2026-10-04
Instrument	EUR/USD, Daily
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

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
EUR/USDBest run	Daily	1.69	246	43.90	144,191 USD	-25,792
USD/JPY	Daily	n/a	262	33.21	1,849,940 USD	-594,250
USD/JPY	1 hour	n/a	2,595	34.18	448,330 USD	-226,530
USD/JPY	15 min	n/a	3,992	30.04	149,320 USD	-149,130
Nikkei 225	Daily	n/a	206	30.58	36,167 USD	-13,492
Silver	4 hours	n/a	616	28.57	26,429 USD	-17,438
Dow Jones	Daily	n/a	280	36.43	20,889 EUR	-6,634
Nasdaq 100	Daily	n/a	212	38.68	11,516 EUR	-4,172
US Crude Oil	4 hours	n/a	468	34.19	11,143 EUR	-5,307
GBP/USD	Daily	n/a	257	36.96	8,774 USD	-8,373
Brent Crude	4 hours	n/a	342	33.33	8,291 EUR	-5,511
US Crude Oil	1 hour	n/a	1,571	33.93	5,864 EUR	-5,342
Gold	Daily	n/a	277	39.71	3,453 EUR	-1,012
Gold	1 hour	n/a	2,203	32.50	2,732 EUR	-777
S&P 500	Daily	n/a	297	37.71	2,395 EUR	-812
Gold	30 min	n/a	3,899	31.03	2,061 EUR	-737
Gold	4 hours	n/a	588	34.18	1,940 EUR	-742

Charts

Results by run

Top 10 of 17 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Awesome Zero Cross Trend Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ao = Average[5](MedianPrice) - Average[34](MedianPrice)
sma = Average[200](close)

17 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
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".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

Awesome OscillatorSMA

Longer historyRe-run on up to 1,000,000 barsEUR/USD · Daily · older data 241.00 USD

EUR/USD had no history beyond the standard run, so both runs used 12,000 bars.

EUR/USD · Daily

Bars available	12,000
Net, standard 200,000-bar run	144,191.00 USD
Net, long run	144,432.00 USD
Net on the older data alone	241.00 USD

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 Awesome Zero Cross Trend Filter 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 17 market and timeframe combinations. The best run was EUR/USD, Daily, with a profit factor of 1.69 over 246 trades.

How large was the drawdown?

The best run had a maximum drawdown of 25,792 USD at the tested position size, against a net result of 144,191 USD.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Slow MACD Slope

Best run on the same market, EUR/USD.

6.80 PF · 7,305 trades

Ease of Movement Vortex Long

Also a momentum strategy.

1.71 PF · 265 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.com Stats Docs

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