The books... not free though
Buys when the average of open, high, low and close has risen on each of the last five bars. Closes the long when it has fallen on each of the last four bars.
Best run of 18. DAX 40, Daily, spread 3, from run pf:2026-10-12-DAX40-D.tsv:11.
| Period | Up to 2026-10-12 |
| Instrument | DAX 40, Daily |
| 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
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| DAX 40Best run | Daily | 1.85 | 235 | 47.66 | 16,862 EUR | -3,218 |
| USD/JPY | Daily | 1.51 | 232 | 47.41 | 1,373,050 USD | -321,150 |
| S&P 500 | 4 hours | 1.40 | 621 | 45.89 | 3,723 EUR | -897 |
| Nikkei 225 | Daily | n/a | 220 | 46.82 | 35,978 USD | -11,480 |
| Nikkei 225 | 4 hours | n/a | 521 | 45.68 | 33,653 USD | -10,533 |
| Silver | 4 hours | n/a | 556 | 40.29 | 27,088 USD | -20,690 |
| Dow Jones | 4 hours | n/a | 200 | 50.50 | 16,801 EUR | -5,301 |
| Nasdaq 100 | Daily | n/a | 235 | 48.09 | 15,816 EUR | -6,725 |
| Dow Jones | Daily | n/a | 301 | 45.18 | 14,400 EUR | -9,030 |
| Nasdaq 100 | 4 hours | n/a | 636 | 44.50 | 10,190 EUR | -5,290 |
| DAX 40 | 1 hour | n/a | 2,085 | 40.91 | 9,810 EUR | -3,618 |
| US Crude Oil | Daily | n/a | 187 | 49.73 | 9,650 EUR | -6,924 |
| DAX 40 | 4 hours | n/a | 637 | 45.21 | 8,927 EUR | -4,898 |
| Nasdaq 100 | 30 min | n/a | 3,505 | 37.52 | 6,886 EUR | -5,007 |
| Nasdaq 100 | 1 hour | n/a | 2,347 | 39.54 | 5,714 EUR | -5,485 |
| Gold | Daily | n/a | 231 | 44.59 | 2,263 EUR | -809 |
| S&P 500 | Daily | n/a | 312 | 41.35 | 2,224 EUR | -1,956 |
| Gold | 4 hours | n/a | 597 | 41.37 | 1,435 EUR | -803 |
Charts
Top 10 of 18 runs. The full list is in the table above.
Above 1.0 made money, below 1.0 lost money.
The code
// ============================================================== // Five Bar Rising Average Price // ProRealAlgos Strategy Library | prorealalgos.com // Type: Momentum // Direction: Long only // Timeframe tested: Daily // ============================================================== DEFPARAM CumulateOrders = false myC = TotalPrice
12 more lines: the entry and exit rules.
Setup
Questions
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.
It was tested on 18 market and timeframe combinations. The best run was DAX 40, Daily, with a profit factor of 1.85 over 235 trades.
The best run had a maximum drawdown of 3,218 EUR at the tested position size, against a net result of 16,862 EUR.
It only takes long trades.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.
