Join waitlist
The books... not free though
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatisticsMarket statistics and edges1,327StrategiesBacktested strategy library18Research papersThe study behind the algos301DocsProBuilder coding reference27Algo development programCourses and lessons24Everything here feeds the 24 algosSee the algos
Strategies / Trend / Choppiness Filtered Trend Entry

Choppiness Filtered Trend Entry

Goes long when Choppiness reaches 61.8 on an up close and short at 38.2 on a down close, with ADX above 25 and Parabolic SAR agreeing. Exits on a SAR flip against the trade, or when ADX is below 25 with the opposite DI leading.

TrendLong & shortSwingGBP/USDDaily
2.01Profit factor
13,075Net profit USD
42.19%Win rate
128Trades
-2,243Max drawdown
102Avg trade

Best run of 7. GBP/USD, Daily, spread 1.5, from run pf:2026-10-11-GBPUSD-D.tsv:1.

Entry rules, long

  2. ADX (14 periods, EMA-based) is above 25.
  3. Parabolic SAR (0.015, 0.001, 0.2) sits below the close.

Entry rules, short

  2. ADX (14 periods, EMA-based) is above 25.
  3. Parabolic SAR (0.015, 0.001, 0.2) sits above the close.

Exit rules

  2. A short closes when Parabolic SAR flips below the close, or when ADX is below 25 with plus DI above minus DI.
  3. An opposite entry signal reverses the position.
  4. No stop loss or profit target is set.

Test conditions

PeriodUp to 2026-10-11
InstrumentGBP/USD, Daily
Spread1.5 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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GBP/USDBest runDaily2.01 12842.1913,075 USD-2,243
USD/JPYDailyn/a 12337.401,278,540 USD-465,160
EUR/USDDailyn/a 12039.1728,872 USD-28,764
Brent CrudeDailyn/a 4827.088,535 EUR-4,706
US Crude OilDailyn/a 10825.008,241 EUR-4,800
US Crude Oil30 minn/a 1,58735.795,578 EUR-3,136
Gold4 hoursn/a 30335.64990 EUR-537

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Choppiness Filtered Trend Entry
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE activelong = 0
ONCE activeshort = 0
ONCE chopraw = 50
ONCE plusdi = 0
ONCE minusdi = 0
ONCE tmp = 0

sumtr = summation[14](TR(close))
maxhi = highest[14](MAX(high, close[1]))
minlo = lowest[14](MIN(low, close[1]))

80 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

ADXDMIEMAParabolic SARSMATrue Range
Longer historyRe-run on up to 1,000,000 barsGBP/USD · Daily · older data 0.00 USD

GBP/USD had no history beyond the standard run, so both runs used 13,000 bars.

GBP/USD · Daily

Bars available13,000
Net, standard 200,000-bar run13,074.60 USD
Net, long run13,074.60 USD
Net on the older data alone0.00 USD
Read this firstKnown weaknesses2 points
  • Results include the spread only. Commissions and overnight financing are not included.
  • The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run Choppiness Filtered Trend Entry 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 7 market and timeframe combinations. The best run was GBP/USD, Daily, with a profit factor of 2.01 over 128 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,243 USD at the tested position size, against a net result of 13,075 USD.

Does it trade long, short or both?

It trades both long and short.

Related

Strategies like this one

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Color Code Candle Flip

Best run on the same market, GBP/USD.

1.56 PF · 3,285 trades

EMA Crossover Trend

Also a trend strategy.

2.01 PF · 298 trades

Want strategies that are already part of a live portfolio? Join the ProRealAlgos waitlist.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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