Strategies / Trend / Directional Movement Trend Long

Directional Movement Trend Long

The idea buys when +DI leads -DI on the current bar and the two bars before it, ADX is above 23, and price is above a 55 period EMA on a green candle. It closes the long on the reverse signal.

TrendLong onlyIntradayNasdaq 10015 min

1.25Profit factor

17,350Net profit EUR

41.39%Win rate

1,365Trades

-3,371Max drawdown

12.71Avg trade

Best run of 42. Nasdaq 100, 15 min, spread 3, from run pf:2026-10-04-NAS100-15m.tsv:5.

Entry rules, long

ADX, which is the DX smoothed over 13 bars, is above 23.
The close is above the 55 period EMA and the candle closes above its open.
No long position is open.

Exit rules

The close is below the 55 period EMA and the candle closes below its open, closing the long.

Test conditions

Period	Up to 2026-10-04
Instrument	Nasdaq 100, 15 minutes
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	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	15 min	1.25	1,365	41.39	17,350 EUR	-3,371
USD/JPY	30 min	n/a	1,334	38.08	362,970 USD	-252,790
EUR/USD	Daily	n/a	78	44.87	59,045 USD	-36,890
Nikkei 225	Daily	n/a	63	42.86	46,441 USD	-8,775
Nikkei 225	1 hour	n/a	699	42.49	23,331 USD	-10,839
Nikkei 225	3 min	n/a	1,325	36.83	20,944 USD	-7,462
Nikkei 225	2 min	n/a	1,264	39.32	19,516 USD	-12,723
Nikkei 225	4 hours	n/a	194	43.30	18,887 USD	-10,608
Dow Jones	Daily	n/a	86	47.67	18,595 EUR	-7,423
Dow Jones	15 min	n/a	1,098	40.35	15,817 EUR	-6,442
Dow Jones	30 min	n/a	559	40.25	15,133 EUR	-6,323
Dow Jones	1 hour	n/a	285	42.81	14,145 EUR	-5,731
Nikkei 225	10 min	n/a	1,358	37.41	13,922 USD	-13,107
DAX 40	Daily	n/a	57	56.14	12,356 EUR	-4,155
DAX 40	30 min	n/a	1,347	39.94	11,792 EUR	-3,756
Nasdaq 100	Daily	n/a	66	57.58	11,525 EUR	-5,593
DAX 40	1 hour	n/a	792	40.40	10,991 EUR	-4,328
Dow Jones	4 hours	n/a	86	41.86	10,362 EUR	-8,848
DAX 40	4 hours	n/a	236	44.49	10,045 EUR	-3,235
Nasdaq 100	4 hours	n/a	284	45.42	10,040 EUR	-4,542
Nasdaq 100	30 min	n/a	1,274	41.60	9,694 EUR	-3,448
DAX 40	15 min	n/a	1,356	38.57	7,798 EUR	-2,742
Dow Jones	5 min	n/a	1,331	36.96	7,192 EUR	-5,691
Nasdaq 100	10 min	n/a	1,392	38.00	7,189 EUR	-6,557
Nasdaq 100	3 min	n/a	1,293	38.44	6,999 EUR	-3,470
Nasdaq 100	1 hour	n/a	913	38.01	6,576 EUR	-4,427
DAX 40	10 min	n/a	1,327	37.68	6,433 EUR	-2,394
FTSE 100	Daily	n/a	75	45.33	3,643 EUR	-2,849
FTSE 100	4 hours	n/a	211	41.71	3,553 EUR	-1,496
S&P 500	Daily	n/a	83	48.19	3,354 EUR	-859
Gold	1 hour	n/a	863	41.25	2,842 EUR	-777
Gold	Daily	n/a	93	41.94	2,839 EUR	-1,115
S&P 500	15 min	n/a	1,367	40.53	2,463 EUR	-812
Gold	4 hours	n/a	264	37.50	2,092 EUR	-1,191
S&P 500	1 hour	n/a	894	41.39	2,081 EUR	-925
S&P 500	30 min	n/a	1,269	39.24	1,599 EUR	-885
Gold	30 min	n/a	1,266	37.99	1,570 EUR	-889
Gold	5 min	n/a	1,265	37.79	1,498 EUR	-614
S&P 500	4 hours	n/a	277	40.79	1,440 EUR	-1,073
S&P 500	10 min	n/a	1,371	37.49	1,363 EUR	-809
Gold	15 min	n/a	1,370	35.99	1,075 EUR	-787
Gold	10 min	n/a	1,345	34.42	740 EUR	-660

Charts

Results by run

Top 10 of 42 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Directional Movement Trend Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

up = high - high[1]
down = low[1] - low

41 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

DMIADXEMAWilder AverageTrue Range

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 Directional Movement Trend 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 42 market and timeframe combinations. The best run was Nasdaq 100, 15 minutes, with a profit factor of 1.25 over 1,365 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,371 EUR at the tested position size, against a net result of 17,350 EUR.

Does it trade long, short or both?

It only takes long 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