Strategies / Trend / Dual Moving Average Trend

Dual Moving Average Trend

Holds a long position while the 20-bar simple moving average is above the 100-bar simple moving average. Exits to flat when the 20-bar average falls to or below the 100-bar average.

TrendLong onlyIntradaySilver3 min

n/aProfit factor

16,228Net profit USD

30.99%Win rate

1,420Trades

-11,296Max drawdown

11.43Avg trade

Best run of 45. Silver, 3 min, spread 2, from run sweeps:2026-10-04-SILVER-3m-opt.tsv:12.

Entry rules, long

Exit rules

The 20-bar simple moving average is at or below the 100-bar simple moving average.

Test conditions

Period	Up to 2026-10-04
Instrument	Silver, 3 minutes
Spread	2 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
SilverBest run	3 min	n/a	1,420	30.99	16,228 USD	-11,296
USD/JPY	Daily	n/a	82	42.68	1,054,750 USD	-656,200
USD/JPY	4 hours	n/a	239	38.91	614,020 USD	-259,770
USD/JPY	30 min	n/a	1,296	36.42	599,200 USD	-207,050
USD/JPY	15 min	n/a	1,318	36.12	507,910 USD	-207,490
USD/JPY	10 min	n/a	1,341	36.69	380,600 USD	-153,780
USD/JPY	5 min	n/a	1,345	34.20	250,220 USD	-145,610
EUR/USD	Daily	n/a	90	34.44	73,215 USD	-33,746
Nikkei 225	Daily	n/a	72	38.89	37,617 USD	-14,308
Dow Jones	Daily	n/a	97	42.27	23,122 EUR	-6,286
Silver	30 min	n/a	1,367	30.80	22,777 USD	-15,440
Nikkei 225	4 hours	n/a	184	36.41	22,212 USD	-13,361
Nikkei 225	30 min	n/a	1,310	35.73	21,137 USD	-10,340
Nikkei 225	1 hour	n/a	672	36.61	18,785 USD	-17,932
Nikkei 225	2 min	n/a	1,289	34.76	16,086 USD	-7,130
Nikkei 225	3 min	n/a	1,312	33.69	15,860 USD	-10,500
Nasdaq 100	Daily	n/a	72	51.39	15,778 EUR	-4,060
Nasdaq 100	4 hours	n/a	217	40.55	14,865 EUR	-4,719
Dow Jones	15 min	n/a	1,067	35.80	14,320 EUR	-8,269
Dow Jones	4 hours	n/a	72	48.61	14,147 EUR	-6,799
DAX 40	Daily	n/a	104	43.27	12,908 EUR	-4,849
Nasdaq 100	15 min	n/a	1,301	37.74	12,751 EUR	-4,561
Nasdaq 100	30 min	n/a	1,280	37.42	11,250 EUR	-5,034
Nasdaq 100	1 hour	n/a	804	37.81	10,518 EUR	-6,297
DAX 40	15 min	n/a	1,295	36.83	10,514 EUR	-3,365
DAX 40	4 hours	n/a	207	40.58	8,489 EUR	-5,261
US Crude Oil	Daily	n/a	72	38.89	8,421 EUR	-5,701
Nasdaq 100	10 min	n/a	1,355	35.79	7,432 EUR	-3,512
Brent Crude	30 min	n/a	847	36.25	7,367 EUR	-3,940
DAX 40	10 min	n/a	1,323	34.77	5,505 EUR	-2,898
Nasdaq 100	5 min	n/a	1,318	33.16	4,939 EUR	-4,368
DAX 40	1 hour	n/a	775	36.39	4,745 EUR	-3,818
S&P 500	Daily	n/a	95	40.00	4,548 EUR	-1,245
Gold	Daily	n/a	95	43.16	3,277 EUR	-1,222
S&P 500	4 hours	n/a	208	41.35	3,189 EUR	-946
Gold	4 hours	n/a	217	38.71	2,598 EUR	-962
Gold	30 min	n/a	1,294	34.47	2,467 EUR	-948
Gold	15 min	n/a	1,357	32.65	2,331 EUR	-775
Gold	1 hour	n/a	805	36.40	2,203 EUR	-1,253
Gold	10 min	n/a	1,359	32.52	2,198 EUR	-561
S&P 500	15 min	n/a	1,298	35.44	1,886 EUR	-771
S&P 500	1 hour	n/a	844	36.49	1,585 EUR	-1,067
Gold	5 min	n/a	1,380	33.55	1,317 EUR	-663
Gold	3 min	n/a	1,379	32.63	1,088 EUR	-672
Gold	2 min	n/a	1,381	31.64	994 EUR	-643

Charts

Results by run

Top 10 of 45 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Dual Moving Average Trend
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 3 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

short = Average[20](close)
longma = Average[100](close)

9 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

SMA

Read this firstKnown weaknesses3 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 11,296 USD is large next to the net profit of 16,228 USD.
The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Dual Moving Average Trend 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 45 market and timeframe combinations. The best run by trade count was Silver, 3 minutes, with 1,420 trades.

How large was the drawdown?

The best run had a maximum drawdown of 11,296 USD at the tested position size, against a net result of 16,228 USD.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

SMA Crossover With RSI Exit

Best run on the same market, Silver.

2.13 PF · 8,999 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 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