The books... not free though
Buys when the 55-period Hull moving average is above its value 2 bars earlier, and sells when it falls below that value. It trades long only, with no stop or target.
Best run of 18. Nasdaq 100, Daily, spread 3, from run pf:2026-10-13-NAS100-D.tsv:3.
| Period | Up to 2026-10-13 |
| Instrument | Nasdaq 100, 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 |
|---|---|---|---|---|---|---|
| Nasdaq 100Best run | Daily | 1.76 | 267 | 43.82 | 15,394 EUR | -3,801 |
| Dow Jones | Daily | 1.69 | 354 | 43.22 | 28,170 EUR | -5,550 |
| DAX 40 | Daily | 1.59 | 353 | 44.48 | 17,335 EUR | -3,874 |
| Gold | 1 hour | 1.26 | 2,713 | 37.74 | 3,640 EUR | -504 |
| USD/JPY | 1 hour | 1.14 | 3,255 | 37.08 | 892,570 USD | -212,580 |
| USD/JPY | Daily | n/a | 300 | 39.33 | 1,270,830 USD | -544,750 |
| USD/JPY | 30 min | n/a | 4,686 | 34.93 | 457,260 USD | -187,430 |
| EUR/USD | Daily | n/a | 293 | 38.23 | 75,558 USD | -55,368 |
| Nikkei 225 | Daily | n/a | 284 | 39.08 | 28,985 USD | -15,681 |
| Nikkei 225 | 4 hours | n/a | 639 | 37.87 | 22,524 USD | -14,934 |
| DAX 40 | 1 hour | n/a | 2,650 | 37.66 | 12,017 EUR | -3,630 |
| Nasdaq 100 | 4 hours | n/a | 751 | 40.08 | 11,661 EUR | -5,335 |
| Brent Crude | Daily | n/a | 112 | 44.64 | 11,107 EUR | -9,848 |
| Nasdaq 100 | 1 hour | n/a | 2,884 | 36.44 | 9,416 EUR | -5,139 |
| Gold | Daily | n/a | 319 | 36.99 | 3,540 EUR | -1,051 |
| S&P 500 | Daily | n/a | 376 | 40.43 | 3,330 EUR | -1,051 |
| Gold | 4 hours | n/a | 743 | 38.22 | 2,247 EUR | -1,140 |
| S&P 500 | 4 hours | n/a | 798 | 38.47 | 1,255 EUR | -1,114 |
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
// ============================================================== // Hull Moving Average Trend Long // ProRealAlgos Strategy Library | prorealalgos.com // Type: Trend // Direction: Long only // Timeframe tested: Daily // ============================================================== DEFPARAM CumulateOrders = false raw = 2 * WeightedAverage[27](close) - WeightedAverage[55](close) hull = WeightedAverage[7](raw)
10 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 Nasdaq 100, Daily, with a profit factor of 1.76 over 267 trades.
The best run had a maximum drawdown of 3,801 EUR at the tested position size, against a net result of 15,394 EUR.
It only takes long trades.
Related
Copy trading on US indices is available to ProRealAlgos members as spots open.
