Strategies / Trend / Filtered SAR Flip With Stochastic

Filtered SAR Flip With Stochastic

Buys 1 contract when the Parabolic SAR flips below price on a down candle and any stochastic line is below 10. Sells the long on the mirrored flip when any stochastic line is above 90.

TrendLong onlyIntradayNikkei 2253 min

n/aProfit factor

18,215Net profit USD

61.90%Win rate

21Trades

-11,209Max drawdown

867Avg trade

Best run of 49. Nikkei 225, 3 min, spread 10, from run sweeps:2026-10-04-NIKKEI-3m-opt.tsv:24.

Entry rules, long

One of the 2 prior bars was an up candle, with its close above its open.
The current bar is a down candle, with its open above its close.
At least one stochastic line (%K or %D, slow or fast) is below 10.

Exit rules

One of the 2 prior bars was a down candle, with its open above its close.
The current bar is an up candle, with its close above its open.
At least one stochastic line (%K or %D, slow or fast) is above 90.

Test conditions

Period	Up to 2026-10-04
Instrument	Nikkei 225, 3 minutes
Spread	10 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
Nikkei 225Best run	3 min	n/a	21	61.90	18,215 USD	-11,209
USD/JPY	Daily	n/a	1	100.00	556,150 USD	-481,360
USD/JPY	1 hour	n/a	9	77.78	297,170 USD	-139,100
USD/JPY	30 min	n/a	15	60.00	262,390 USD	-154,050
USD/JPY	3 min	n/a	13	84.62	171,970 USD	-52,810
EUR/USD	15 min	n/a	19	52.63	56,314 USD	-27,439
Nikkei 225	15 min	n/a	12	83.33	36,062 USD	-11,570
Nikkei 225	30 min	n/a	12	91.67	29,117 USD	-11,908
Nikkei 225	1 hour	n/a	7	85.71	20,081 USD	-11,506
Nikkei 225	4 hours	n/a	2	100.00	17,725 USD	-3,620
Dow Jones	30 min	n/a	8	75.00	17,283 EUR	-5,626
Nikkei 225	10 min	n/a	14	57.14	15,728 USD	-13,987
Dow Jones	5 min	n/a	12	83.33	14,901 EUR	-3,848
Nikkei 225	5 min	n/a	11	72.73	12,936 USD	-7,902
DAX 40	1 hour	n/a	9	77.78	12,152 EUR	-2,878
Nasdaq 100	1 hour	n/a	9	88.89	12,097 EUR	-1,500
Nasdaq 100	5 min	n/a	14	71.43	10,357 EUR	-3,452
Nikkei 225	2 min	n/a	21	61.90	10,327 USD	-7,908
Silver	5 min	n/a	9	66.67	8,948 USD	-3,795
DAX 40	4 hours	n/a	5	80.00	8,463 EUR	-2,546
Nasdaq 100	2 min	n/a	17	70.59	7,451 EUR	-2,439
Nasdaq 100	15 min	n/a	16	56.25	7,397 EUR	-4,956
DAX 40	15 min	n/a	13	69.23	6,812 EUR	-4,531
US Crude Oil	Daily	n/a	3	100.00	6,735 EUR	-3,837
Dow Jones	2 min	n/a	13	76.92	6,292 EUR	-2,753
Nasdaq 100	10 min	n/a	13	69.23	5,888 EUR	-5,844
DAX 40	5 min	n/a	10	80.00	5,800 EUR	-2,624
DAX 40	Daily	n/a	1	100.00	5,519 EUR	-2,421
Brent Crude	30 min	n/a	8	62.50	5,050 EUR	-4,727
Nasdaq 100	4 hours	n/a	5	100.00	4,312 EUR	-2,995
Nasdaq 100	3 min	n/a	17	58.82	4,193 EUR	-2,123
S&P 500	1 hour	n/a	8	87.50	3,899 EUR	-1,190
Gold	Daily	n/a	1	100.00	3,895 EUR	-1,534
Silver	4 hours	n/a	2	50.00	2,900 USD	-2,845
FTSE 100	10 min	n/a	18	61.11	2,802 EUR	-1,320
S&P 500	15 min	n/a	17	76.47	2,553 EUR	-1,223
Brent Crude	3 min	n/a	14	57.14	2,500 EUR	-2,377
S&P 500	10 min	n/a	17	64.71	1,909 EUR	-385
Gold	5 min	n/a	10	80.00	1,751 EUR	-438
S&P 500	30 min	n/a	11	81.82	1,663 EUR	-1,045
S&P 500	5 min	n/a	16	81.25	1,394 EUR	-1,032
Gold	15 min	n/a	9	66.67	1,277 EUR	-396
Dow Jones	4 hours	n/a	1	100.00	1,187 EUR	-838
Gold	1 hour	n/a	8	87.50	996 EUR	-722
Gold	10 min	n/a	7	100.00	931 EUR	-248
S&P 500	2 min	n/a	11	63.64	816 EUR	-552
FTSE 100	1 min	n/a	14	57.14	528 EUR	-394
Gold	4 hours	n/a	2	50.00	451 EUR	-304
S&P 500	1 min	n/a	12	50.00	397 EUR	-346

Charts

Results by run

Top 10 of 49 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Filtered SAR Flip With Stochastic
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 3 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

mySar = SAR[0.02,0.02,0.2]
hh = Highest[13](high)
ll = Lowest[13](low)
rawk = 0

35 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

Parabolic SARStochastic

Read this firstKnown weaknesses4 points

No profit factor is available, because only sweep results exist for this strategy.
The best run has only 21 trades, which is a small sample to judge it on.
The maximum drawdown of 11,209 USD is large next to the net profit of 18,215 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 Filtered SAR Flip With Stochastic 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 49 market and timeframe combinations. The best run by trade count was Nikkei 225, 3 minutes, with 21 trades.

How large was the drawdown?

The best run had a maximum drawdown of 11,209 USD at the tested position size, against a net result of 18,215 USD.

Does it trade long, short or both?

It only takes long trades.

Reversal Pattern With Chaikin Volatility

Uses the same indicator.

2.26 PF · 6,872 trades

Rock Climber

Best run on the same market, Nikkei 225.

1.44 PF · 1,644 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