Strategies / Trend / Dual ATR Trail Trend Entry

Dual ATR Trail Trend Entry

The system buys when the close crosses above its long ATR trail while above the 700-period EMA, and shorts on the mirror setup. Longs close after 9 consecutive bars whose close is above the close 5 bars earlier.

TrendLong & shortSwingDow Jones4 hours

2.67Profit factor

19,006Net profit EUR

68.42%Win rate

114Trades

-3,998Max drawdown

167Avg trade

Best run of 15. Dow Jones, 4 hours, spread 3, from run pf:2026-10-04-DOW30-4h.tsv:1.

Entry rules, long

The close is above the 700-period EMA.

Entry rules, short

The close is below the 700-period EMA.

Exit rules

A short closes after 9 consecutive bars whose close is below the close 5 bars earlier.
No new long is opened on a bar where that exit count reaches 9.

Test conditions

Period	Up to 2026-10-04
Instrument	Dow Jones, 4 hours
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
Dow JonesBest run	4 hours	2.67	114	68.42	19,006 EUR	-3,998
Dow Jones	Daily	n/a	148	67.57	16,764 EUR	-5,225
Silver	Daily	n/a	110	60.00	13,351 USD	-5,462
Nasdaq 100	1 hour	n/a	1,359	59.16	12,246 EUR	-3,129
Dow Jones	30 min	n/a	865	63.24	11,510 EUR	-8,612
Nikkei 225	4 hours	n/a	262	60.69	10,596 USD	-10,499
Dow Jones	15 min	n/a	1,655	60.97	8,567 EUR	-6,430
Nasdaq 100	4 hours	n/a	383	64.75	7,017 EUR	-3,321
Dow Jones	10 min	n/a	1,957	60.25	6,909 EUR	-4,752
Nasdaq 100	Daily	n/a	132	71.21	4,180 EUR	-3,031
FTSE 100	Daily	n/a	137	67.88	3,127 EUR	-2,028
S&P 500	4 hours	n/a	370	65.95	2,115 EUR	-661
Gold	4 hours	n/a	309	58.90	1,776 EUR	-637
S&P 500	Daily	n/a	166	71.69	1,555 EUR	-642
Gold	Daily	n/a	130	69.23	1,030 EUR	-683

Charts

Results by run

Top 10 of 15 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Dual ATR Trail Trend Entry
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE strail = 0
ONCE sinit = 0
ONCE ltrail = 0
ONCE linit = 0
ONCE bullseq = 0
ONCE bearseq = 0

trendline = ExponentialAverage[700](close)

satr = AverageTrueRange[3](close)
sdist = 5.0 * satr
latr = AverageTrueRange[4](close)
ldist = 3.0 * latr

63 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

ATREMA

Longer historyRe-run on up to 1,000,000 barsDow Jones · 4 hours · older data 106.40 EUR

Dow Jones had no history beyond the standard run, so both runs used 9,000 bars.

Dow Jones · 4 hours

Bars available	9,000
Net, standard 200,000-bar run	19,005.50 EUR
Net, long run	19,111.90 EUR
Net on the older data alone	106.40 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 Dual ATR Trail 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 15 market and timeframe combinations. The best run was Dow Jones, 4 hours, with a profit factor of 2.67 over 114 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,998 EUR at the tested position size, against a net result of 19,006 EUR.

Does it trade long, short or both?

It trades both long and short.

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Copy trading on US indices is available to ProRealAlgos members as spots open.

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