Dual MA Long Trend buys when the close is above both the 185-period and 16-period SMA, on weekdays only. Every trade has a fixed 67 point stop and 185 point target, and there are no shorts.
Best run of 31. S&P 500, 1 hour, spread 1, from run pf:2026-09-24-USA500-1h.tsv:3.
| Period | Up to 2026-09-25 |
| Instrument | S&P 500, 1 hour |
| Spread | 1 points |
| Contracts | 1 |
| 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 | 2026-09-25 |
| positionSize Contracts per trade | 1 |
| slowPeriod Long trend average | 185 |
| fastPeriod Short trend average | 16 |
| minPrice Only trade above this price | 1000 |
| firstTradeDay First trading weekday (Monday) | 1 |
| lastTradeDay Last trading weekday (Friday) | 5 |
| stopLossPoints Protective stop in points | 67 |
| takeProfitPoints Profit target in points | 185 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| S&P 500Best run | 1 hour | 1.39 | 241 | 33.61 | 4,193 EUR | -856 |
| Silver | 30 min | n/a | 871 | 29.85 | 34,326 USD | -16,196 |
| Silver | 15 min | n/a | 722 | 30.06 | 30,714 USD | -14,954 |
| Silver | 4 hours | n/a | 578 | 30.62 | 29,303 USD | -10,272 |
| Silver | Daily | n/a | 401 | 31.42 | 23,648 USD | -9,790 |
| Silver | 1 hour | n/a | 869 | 28.77 | 22,621 USD | -13,135 |
| Silver | 10 min | n/a | 740 | 28.78 | 19,566 USD | -16,134 |
| Nasdaq 100 | 30 min | n/a | 2,378 | 28.81 | 12,043 EUR | -3,979 |
| Nasdaq 100 | 15 min | n/a | 2,782 | 28.36 | 10,922 EUR | -5,032 |
| Nasdaq 100 | 1 hour | n/a | 2,034 | 28.66 | 9,544 EUR | -5,067 |
| Nasdaq 100 | 4 hours | n/a | 1,431 | 29.07 | 8,383 EUR | -2,740 |
| Nasdaq 100 | Daily | n/a | 1,036 | 29.44 | 7,380 EUR | -1,851 |
| DAX 40 | 5 min | n/a | 1,314 | 28.39 | 5,233 EUR | -2,752 |
| S&P 500 | Daily | n/a | 180 | 34.44 | 3,493 EUR | -972 |
| Gold | 1 hour | n/a | 132 | 36.36 | 3,252 EUR | -979 |
| Gold | 30 min | n/a | 163 | 34.36 | 3,131 EUR | -1,202 |
| S&P 500 | 30 min | n/a | 313 | 30.67 | 3,043 EUR | -1,190 |
| Gold | 15 min | n/a | 132 | 35.61 | 2,991 EUR | -1,338 |
| Gold | 4 hours | n/a | 112 | 36.61 | 2,786 EUR | -919 |
| Gold | 5 min | n/a | 119 | 35.29 | 2,609 EUR | -1,129 |
| S&P 500 | 4 hours | n/a | 202 | 31.68 | 2,554 EUR | -895 |
| Gold | Daily | n/a | 101 | 35.64 | 2,305 EUR | -765 |
| S&P 500 | 5 min | n/a | 156 | 32.05 | 2,147 EUR | -1,141 |
| Gold | 10 min | n/a | 137 | 32.85 | 2,141 EUR | -1,597 |
| FTSE 100 | 10 min | n/a | 340 | 29.12 | 2,061 EUR | -1,389 |
| Gold | 3 min | n/a | 120 | 32.50 | 1,788 EUR | -1,122 |
| FTSE 100 | 5 min | n/a | 206 | 29.61 | 1,548 EUR | -1,421 |
| FTSE 100 | 3 min | n/a | 163 | 30.06 | 1,377 EUR | -1,152 |
| S&P 500 | 3 min | n/a | 112 | 31.25 | 1,264 EUR | -918 |
| FTSE 100 | 2 min | n/a | 119 | 30.25 | 1,098 EUR | -781 |
| S&P 500 | 2 min | n/a | 66 | 31.82 | 826 EUR | -768 |
Charts
The code
Every file in the library uses the same header, the same section order and the same variable names. The numbers above were produced by the original version before the rewrite, and the rewrite has not yet been compiled in ProRealTime.
// ============================================================ // Dual MA Long Trend // ProRealAlgos Strategy Library | prorealalgos.com // Type: Trend // Direction: Long only // Timeframe tested: 1 hour // ============================================================ // --- Settings --- DEFPARAM CumulateOrders = false // --- Parameters --- positionSize = 1 // contracts per trade slowPeriod = 185 // long trend average fastPeriod = 16 // short trend average minPrice = 1000 // only trade when price is above this level firstTradeDay = 1 // Monday lastTradeDay = 5 // Friday, so no bars opening on the weekend stopLossPoints = 67 // protective stop takeProfitPoints = 185 // profit target // --- Indicators --- slowMA = Average[slowPeriod](close) fastMA = Average[fastPeriod](close) tradingDay = OpenDayOfWeek >= firstTradeDay AND OpenDayOfWeek <= lastTradeDay
13 more lines: the entry and exit rules.
Read this first
Questions
Yes. The stop and target are set at entry, so it runs unattended in ProOrder. The rewritten code has not been compile checked yet.
All 30 runs in the table were profitable. The headline S&P 500 1 hour run made 4,193 EUR over 241 trades, and Silver on 30 minutes made 34,326 USD.
With 1 contract and a 1 point spread, the S&P 500 1 hour run had a max drawdown of 856.46 EUR. Each loser is capped at 67 points.
On 1 hour bars the 185 SMA tracks the multi-week trend while the 16 SMA catches the recent push. That combination gave the best profit factor, 1.39.
Related
Copy trading on US indices is available to ProRealAlgos members as spots open.
