Strategies / Trend / Consensus Trend Vote Long

Consensus Trend Vote Long

The strategy buys when a vote of trend indicators turns confirmed bullish and closes the long when the vote turns confirmed bearish. A bullish reading needs bull votes to exceed bear votes by more than 1 on 2 consecutive bars.

TrendLong onlySwingNasdaq 100Daily

2.84Profit factor

21,179Net profit EUR

46.15%Win rate

143Trades

-3,078Max drawdown

148Avg trade

Best run of 32. Nasdaq 100, Daily, spread 3, from run pf:2026-10-05-NAS100-D.tsv:24.

Entry rules, long

The confirmed trend state is bullish while the strategy is flat, which buys 1 contract.

Exit rules

The long closes when the confirmed trend state turns bearish, which requires 2 consecutive bearish bars.

Test conditions

Period	Up to 2026-10-05
Instrument	Nasdaq 100, Daily
Spread	3 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	2026-10-05

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	Daily	2.84	143	46.15	21,179 EUR	-3,078
Dow Jones	Daily	2.41	200	34.00	34,548 EUR	-4,420
Nikkei 225	Daily	2.04	153	33.33	57,527 USD	-11,982
USD/JPY	Daily	n/a	178	31.46	982,940 USD	-542,890
USD/JPY	30 min	n/a	2,567	30.00	716,650 USD	-217,450
USD/JPY	10 min	n/a	2,693	29.15	382,010 USD	-128,350
USD/JPY	15 min	n/a	2,675	28.90	232,130 USD	-143,170
EUR/USD	Daily	n/a	172	30.81	65,038 USD	-43,228
Nikkei 225	4 hours	n/a	370	31.89	28,829 USD	-12,951
Nikkei 225	1 hour	n/a	1,345	30.19	18,949 USD	-13,014
Nasdaq 100	30 min	n/a	2,449	32.83	15,312 EUR	-4,241
Dow Jones	4 hours	n/a	138	38.41	12,337 EUR	-5,597
US Crude Oil	Daily	n/a	158	39.87	12,188 EUR	-7,599
DAX 40	30 min	n/a	2,542	31.55	11,463 EUR	-3,349
DAX 40	Daily	n/a	197	34.52	10,727 EUR	-5,170
Nasdaq 100	4 hours	n/a	439	35.31	10,483 EUR	-5,770
Nikkei 225	3 min	n/a	2,657	28.79	9,650 USD	-8,966
Dow Jones	1 hour	n/a	526	31.75	8,140 EUR	-6,677
Brent Crude	1 hour	n/a	825	31.03	6,860 EUR	-4,792
Nasdaq 100	15 min	n/a	2,561	29.99	6,833 EUR	-3,944
DAX 40	4 hours	n/a	448	30.58	6,320 EUR	-3,676
DAX 40	1 hour	n/a	1,465	32.49	5,967 EUR	-3,724
Nasdaq 100	5 min	n/a	2,582	29.09	5,915 EUR	-4,451
DAX 40	15 min	n/a	2,647	28.98	5,894 EUR	-3,780
S&P 500	Daily	n/a	203	34.98	3,414 EUR	-1,378
Gold	Daily	n/a	189	31.75	3,148 EUR	-1,214
Gold	4 hours	n/a	427	31.62	2,681 EUR	-1,422
S&P 500	4 hours	n/a	437	35.47	2,623 EUR	-934
Gold	30 min	n/a	2,548	29.16	2,528 EUR	-1,124
Gold	1 hour	n/a	1,533	30.01	2,317 EUR	-1,234
Gold	15 min	n/a	2,716	27.06	1,310 EUR	-922
S&P 500	30 min	n/a	2,526	32.22	1,058 EUR	-1,017

Charts

Results by run

Top 10 of 32 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Consensus Trend Vote Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lowerb = 0
ONCE upperb = 0
ONCE stval = 0
ONCE stdir = 1
ONCE trendconf = 0
ONCE finaltrend = 0

atrst = AverageTrueRange[10](close)
ubraw = MedianPrice + 3 * atrst
lbraw = MedianPrice - 3 * atrst
prevlower = lowerb
prevupper = upperb
prevst = stval

198 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

ATRDMIEMASMAStandard DeviationStochasticSuperTrendTrue RangeWilder Average

Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · Daily · older data 271.20 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 10,000 bars.

Nasdaq 100 · Daily

Bars available	10,000
Net, standard 200,000-bar run	21,179.40 EUR
Net, long run	21,450.60 EUR
Net on the older data alone	271.20 EUR

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 Consensus Trend Vote 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 32 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 2.84 over 143 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,078 EUR at the tested position size, against a net result of 21,179 EUR.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Volatility Spike Regression Long

Best run on the same market, Nasdaq 100.

1.22 PF · 1,850 trades

Weighted Multi Indicator Trend Vote

Also a trend strategy.

2.85 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.com Stats Docs

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