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Strategies / Trend / DMI Trend Breakout Long

DMI Trend Breakout Long

The strategy buys when the positive directional line leads and trend strength is rising, with price above two long EMAs. Entries require a breakout above the prior bar high and a wide EMA spread, with exits when the trend turns down.

TrendLong onlyIntradayGold30 min
1.33Profit factor
2,051Net profit EUR
33.28%Win rate
1,998Trades
-294Max drawdown
1.03Avg trade

Best run of 17. Gold, 30 min, spread 0.6, from run pf:2026-10-12-GOLD-30m.tsv:4.

Entry rules, long

  1. The +DI(9) line is above the -DI(9) line.
  2. ADX(9) is above its own 9-bar average.
  3. The close is above EMA(63) and EMA(4800).
  5. EMA(2400) minus EMA(4800) is more than 2.2 times the 4800-bar average of ATR(2).
  6. Entries start only after bar 4800.

Exit rules

  1. The +DI(9) line falls below the -DI(9) line, closing the long.

Test conditions

PeriodUp to 2026-10-12
InstrumentGold, 30 minutes
Spread0.6 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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GoldBest run30 min1.33 1,99833.282,051 EUR-294
USD/JPY1 hourn/a 1,18137.85376,670 USD-106,670
Silver1 hourn/a 84035.0024,525 USD-7,935
Nikkei 2254 hoursn/a 40636.9524,003 USD-5,629
EUR/USD4 hoursn/a 26133.3319,245 USD-16,415
Silver4 hoursn/a 23640.6812,614 USD-9,273
Dow JonesDailyn/a 22442.4110,795 EUR-4,331
Nasdaq 100Dailyn/a 15450.009,012 EUR-3,475
Nasdaq 1004 hoursn/a 53438.016,710 EUR-2,572
Dow Jones4 hoursn/a 11340.716,271 EUR-2,555
DAX 40Dailyn/a 23940.175,113 EUR-3,727
DAX 404 hoursn/a 39439.344,889 EUR-1,794
DAX 401 hourn/a 1,37634.083,278 EUR-3,182
Gold4 hoursn/a 35537.752,157 EUR-614
Gold1 hourn/a 1,42534.041,834 EUR-582
S&P 500Dailyn/a 24842.741,241 EUR-838
S&P 5004 hoursn/a 48437.19757 EUR-525

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

// ==============================================================
// DMI Trend Breakout Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

emas = ExponentialAverage[63](close)
emam = ExponentialAverage[2400](close)
emal = ExponentialAverage[4800](close)
myAtr = AverageTrueRange[2](close)
avgatr = Average[4800](myAtr)

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

38 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

ADXATRDMIEMAWilder Average
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 DMI Trend Breakout 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 17 market and timeframe combinations. The best run was Gold, 30 minutes, with a profit factor of 1.33 over 1,998 trades.

How large was the drawdown?

The best run had a maximum drawdown of 294 EUR at the tested position size, against a net result of 2,051 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

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CCI Breakout

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Asymmetric EMA Cross

Also a trend strategy.

1.33 PF · 1,019 trades

See how ProRealAlgos combines strategies like this into one automated portfolio.

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