Strategies / Trend / Dual Stochastic Trend Confirmation

Dual Stochastic Trend Confirmation

The strategy buys one contract when a blended stochastic line and its 30-bar volume-weighted average both start rising together, after a mixed reading. It closes the long when both start falling together, after a mixed reading.

TrendLong onlySwingS&P 500Daily

2.24Profit factor

3,636Net profit EUR

62.86%Win rate

105Trades

-806Max drawdown

34.63Avg trade

Best run of 15. S&P 500, Daily, spread 1, from run pf:2026-10-12-USA500-D.tsv:21.

Entry rules, long

The 30-bar volume-weighted average of that line also rises compared with the prior bar.
The prior bar was mixed, meaning the two lines were not both rising or both falling.
Buys one contract at market when flat, after bar 125.

Exit rules

The long is closed at market with one contract. No stop or target is set.

Test conditions

Period	Up to 2026-10-12
Instrument	S&P 500, 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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
S&P 500Best run	Daily	2.24	105	62.86	3,636 EUR	-806
Gold	4 hours	1.40	1,024	40.92	3,332 EUR	-540
USD/JPY	Daily	n/a	133	39.85	571,870 USD	-169,800
USD/JPY	4 hours	n/a	1,113	40.07	398,400 USD	-362,760
Silver	4 hours	n/a	1,049	35.75	30,421 USD	-14,717
Nikkei 225	4 hours	n/a	592	40.03	26,471 USD	-8,448
Nikkei 225	Daily	n/a	108	48.15	21,290 USD	-10,023
Nasdaq 100	Daily	n/a	111	47.75	17,024 EUR	-4,629
Dow Jones	30 min	n/a	3,203	41.74	13,998 EUR	-7,977
Nasdaq 100	4 hours	n/a	598	43.65	10,582 EUR	-4,669
DAX 40	4 hours	n/a	652	40.80	6,474 EUR	-5,155
DAX 40	1 hour	n/a	2,132	39.92	4,243 EUR	-4,231
DAX 40	Daily	n/a	100	37.00	3,920 EUR	-3,163
Gold	1 hour	n/a	3,599	35.82	3,082 EUR	-804
S&P 500	4 hours	n/a	638	41.54	1,258 EUR	-1,118

Charts

Results by run

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

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Dual Stochastic Trend Confirmation
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE ka = 50
ONCE kb = 50
ONCE tsl = 0

lla = lowest[30](low)
hha = highest[30](high)

34 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

SMAStochasticVolume

Read this firstKnown weaknesses2 points

Results include the spread only. Commissions and overnight financing are not included.
The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run Dual Stochastic Trend Confirmation 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 S&P 500, Daily, with a profit factor of 2.24 over 105 trades.

How large was the drawdown?

The best run had a maximum drawdown of 806 EUR at the tested position size, against a net result of 3,636 EUR.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

CCI Sign With EMA Alignment

Best run on the same market, S&P 500.

1.23 PF · 1,253 trades

ATR Trailing Line Crossover Long

Also a trend strategy.

2.24 PF · 160 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