Strategies / Trend / Fibonacci Grouped Average Crossover

Fibonacci Grouped Average Crossover

The strategy buys when an average of Fibonacci sized close blocks up to 34 crosses above an average of blocks up to 377, and sells short on the opposite cross. Each position closes at a 2% profit target.

TrendLong & shortSwingNasdaq 1004 hours

2.05Profit factor

4,231Net profit EUR

55.36%Win rate

112Trades

-854Max drawdown

37.78Avg trade

Best run of 23. Nasdaq 100, 4 hours, spread 3, from run pf:2026-10-13-NAS100-4h.tsv:1.

Entry rules, long

The signal is used only after bar 986 and only when no long position is open.

Entry rules, short

The signal is used only after bar 986.

Exit rules

An opposite crossover reverses the position instead of closing it.

Test conditions

Period	Up to 2026-10-13
Instrument	Nasdaq 100, 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	2026-10-13

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	4 hours	2.05	112	55.36	4,231 EUR	-854
USD/JPY	1 hour	n/a	569	25.66	283,420 USD	-242,020
USD/JPY	3 min	n/a	769	19.90	209,630 USD	-83,330
USD/JPY	4 hours	n/a	135	41.48	172,570 USD	-162,310
EUR/USD	1 hour	n/a	716	25.56	37,568 USD	-32,665
EUR/USD	Daily	n/a	51	60.78	22,620 USD	-15,286
Dow Jones	30 min	n/a	323	30.03	9,095 EUR	-7,468
DAX 40	5 min	n/a	768	21.88	5,928 EUR	-2,906
Dow Jones	1 hour	n/a	174	36.21	5,201 EUR	-5,009
Nasdaq 100	5 min	n/a	762	21.65	4,674 EUR	-3,275
GBP/USD	1 hour	n/a	742	25.20	4,420 USD	-3,975
Nikkei 225	Daily	n/a	30	86.67	3,942 USD	-3,279
US Crude Oil	30 min	n/a	696	44.97	3,745 EUR	-3,452
GBP/USD	Daily	n/a	58	63.79	3,498 USD	-2,173
Silver	Daily	n/a	67	76.12	2,605 USD	-2,174
Brent Crude	30 min	n/a	534	43.63	2,557 EUR	-2,070
US Crude Oil	4 hours	n/a	101	64.36	2,540 EUR	-1,034
S&P 500	30 min	n/a	715	31.75	1,839 EUR	-664
S&P 500	15 min	n/a	666	30.18	1,439 EUR	-1,419
Nasdaq 100	Daily	n/a	12	100.00	781 EUR	-229
S&P 500	4 hours	n/a	100	52.00	766 EUR	-375
Gold	1 min	n/a	775	20.52	576 EUR	-514
Gold	Daily	n/a	22	77.27	188 EUR	-106

Charts

Results by run

Top 10 of 23 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Fibonacci Grouped Average Crossover
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

gaa = Summation[1](close) / 1
gab = Summation[1](close)[1] / 1
gac = Summation[2](close)[2] / 2
gad = Summation[3](close)[4] / 3
gae = Summation[5](close)[7] / 5
gaf = Summation[8](close)[12] / 8
gag = Summation[13](close)[20] / 13
gah = Summation[21](close)[33] / 21
gai = Summation[34](close)[54] / 34
avgone = (gaa + gab + gac + gad + gae + gaf + gag + gah + gai) / 9

gba = Summation[1](close) / 1
gbb = Summation[1](close)[1] / 1
gbc = Summation[2](close)[2] / 2
gbd = Summation[3](close)[4] / 3
gbe = Summation[5](close)[7] / 5
gbf = Summation[8](close)[12] / 8
gbg = Summation[13](close)[20] / 13
gbh = Summation[21](close)[33] / 21
gbi = Summation[34](close)[54] / 34
gbj = Summation[55](close)[88] / 55
gbk = Summation[89](close)[143] / 89
gbl = Summation[144](close)[232] / 144
gbm = Summation[233](close)[376] / 233
gbn = Summation[377](close)[609] / 377
avgtwo = (gba + gbb + gbc + gbd + gbe + gbf + gbg + gbh + gbi + gbj + gbk + gbl + gbm + gbn) / 14

11 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.

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 Fibonacci Grouped Average Crossover 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 23 market and timeframe combinations. The best run was Nasdaq 100, 4 hours, with a profit factor of 2.05 over 112 trades.

How large was the drawdown?

The best run had a maximum drawdown of 854 EUR at the tested position size, against a net result of 4,231 EUR.

Does it trade long, short or both?

It trades both long and short.

Volatility Spike Regression Long

Best run on the same market, Nasdaq 100.

1.22 PF · 1,850 trades

EMA 20 55 Crossover Reversal

Also a trend strategy.

2.05 PF · 212 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