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Strategies / Trend / Dual SMA Slope Trend

Dual SMA Slope Trend

The idea buys whenever the 20-period and 200-period SMAs are both rising or flat, and sells short whenever both are falling. Trades use a 0.5 percent stop and 1.0 percent target, and re-enter on the next bar if the condition still holds.

TrendLong & shortSwingUSD/JPYDaily
1.16Profit factor
2,521,710Net profit USD
36.06%Win rate
3,661Trades
-354,450Max drawdown
689Avg trade

Best run of 8. USD/JPY, Daily, spread 1, from run pf:2026-10-05-USDJPY-D.tsv:16.

Entry rules, long

  2. Buys 1 contract at market when no long position is open, with a 0.5 percent stop and 1.0 percent target
  3. After a stop or target exit, a new entry occurs on the next bar if the same condition still holds

Entry rules, short

  2. Sells 1 contract short at market when no short position is open, with a 0.5 percent stop and 1.0 percent target

Exit rules

  2. The 0.5 percent stop or 1.0 percent target closes the trade

Test conditions

PeriodUp to 2026-10-05
InstrumentUSD/JPY, Daily
Spread1 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 tested2026-10-05

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest runDaily1.16 3,66136.062,521,710 USD-354,450
EUR/USDDaily1.13 3,69536.18173,879 USD-26,009
USD/JPY1 hourn/a 4,44132.52518,480 USD-347,380
USD/JPY15 minn/a 3,44427.90308,170 USD-222,370
EUR/USD3 minn/a 3,56923.9061,356 USD-28,867
EUR/USD2 minn/a 3,60522.2251,229 USD-40,017
GBP/USDDailyn/a 3,67234.9713,961 USD-5,639
Gold5 minn/a 4,27328.391,580 EUR-830

Charts

Results by run

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

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

DEFPARAM CumulateOrders = false

fast = Average[20](close)
slow = Average[200](close)

16 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

SMA
Read this firstKnown weaknesses2 points
  • A profit factor of 1.16 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 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 8 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.16 over 3,661 trades.

How large was the drawdown?

The best run had a maximum drawdown of 354,450 USD at the tested position size, against a net result of 2,521,710 USD.

Does it trade long, short or both?

It trades both long and short.

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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.comStatsDocs