Strategies / Trend / Dual SMA Slope Bracket

Dual SMA Slope Bracket

Buys when the 34-period and 89-period SMAs are both flat or rising compared with the previous bar, and sells short when both are falling. Each trade has a 0.5% stop and a 1.0% target.

TrendLong & shortSwingUSD/JPYDaily

1.18Profit factor

3,472,090Net profit USD

35.92%Win rate

4,507Trades

-278,840Max drawdown

770Avg trade

Best run of 7. USD/JPY, Daily, spread 1, from run pf:2026-10-05-USDJPY-D.tsv:14.

Entry rules, long

The 89-period SMA is not lower than on the previous bar.

Entry rules, short

The 89-period SMA is lower than on the previous bar.

Exit rules

A new entry can follow right after a stop or target exit while both slopes still agree.
An opposite signal reverses the position.

Test conditions

Period	Up to 2026-10-05
Instrument	USD/JPY, Daily
Spread	1 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	2026-10-05

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
USD/JPYBest run	Daily	1.18	4,507	35.92	3,472,090 USD	-278,840
EUR/USD	Daily	1.12	4,133	36.05	182,256 USD	-29,138
USD/JPY	30 min	n/a	5,101	29.33	512,790 USD	-230,920
USD/JPY	15 min	n/a	4,524	27.32	504,590 USD	-147,890
USD/JPY	10 min	n/a	4,539	26.15	347,380 USD	-159,330
EUR/USD	3 min	n/a	4,671	22.65	48,614 USD	-39,968
GBP/USD	Daily	n/a	4,229	34.93	17,200 USD	-7,656

Charts

Results by run

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Dual SMA Slope Bracket
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

fast = Average[34](close)
slow = Average[89](close)

16 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 weaknesses2 points

A profit factor of 1.18 leaves little room for costs beyond the spread.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Dual SMA Slope Bracket 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 7 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.18 over 4,507 trades.

How large was the drawdown?

The best run had a maximum drawdown of 278,840 USD at the tested position size, against a net result of 3,472,090 USD.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

EMA 8 21 RSI Filtered Bracket

Best run on the same market, USD/JPY.

1.09 PF · 6,194 trades

ADX Momentum Trend Long

Also a trend strategy.

1.17 PF · 1,654 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.com Stats Docs