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Strategies / Trend / Hull Trend With ADX Filter

Hull Trend With ADX Filter

Buys when the close is above a 20-period EMA, the Hull average is rising and ADX(14) is above 20. Sells short on the mirror setup, skipping signals after a run of three same-direction candles or when price is far from the EMA.

TrendLong & shortSwingBrent CrudeDaily
1.27Profit factor
1,561Net profit EUR
40.14%Win rate
1,400Trades
-381Max drawdown
1.12Avg trade

Best run of 4. Brent Crude, Daily, spread 3, from run pf:2026-10-12-BRENT-D.tsv:1.

Entry rules, long

  1. The close is above the 20-period EMA.
  3. ADX(14) is above 20.
  4. Fewer than 3 consecutive bullish bars have just closed.
  5. The close is not more than 2 ATR(14) away from the 20-period EMA.

Entry rules, short

  1. The close is below the 20-period EMA.
  3. ADX(14) is above 20.
  4. Fewer than 3 consecutive bearish bars have just closed.
  5. The close is not more than 2 ATR(14) away from the 20-period EMA.

Exit rules

  2. A profit target sits 0.167% from the entry price.

Test conditions

PeriodUp to 2026-10-13
InstrumentBrent Crude, Daily
Spread3 points
Starting capital1,000,000
CostsSpread only. Commissions and overnight financing are not included.
BarsUp to 200,000 bars, fewer where the instrument has less history
Last tested2026-10-13

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Brent CrudeBest runDaily1.27 1,40040.141,561 EUR-381
USD/JPYDaily1.23 3,99637.16624,240 USD-57,330
GBP/USDDaily1.16 4,00136.175,448 USD-1,176
EUR/USDDailyn/a 3,87135.9629,274 USD-7,567

Charts

Results by run

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Hull Trend With ADX Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE hulldir = 0
ONCE bullstreak = 0
ONCE bearstreak = 0

ema = ExponentialAverage[20](close)
whalf = WeightedAverage[11](close)
wfull = WeightedAverage[21](close)
raw = 2 * whalf - wfull
hull = WeightedAverage[5](raw)
myAdx = ADX[14]
myAtr = AverageTrueRange[14](close)

34 more lines: the entry and exit rules.

Setup

How to load it

  1. Copy the code with the copy button on the code block.
  2. 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".
  3. Paste the code, give the system a name and save it.
  4. Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

EMAHull MAADXATRWMA
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 Hull Trend With ADX Filter 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 4 market and timeframe combinations. The best run was Brent Crude, Daily, with a profit factor of 1.27 over 1,400 trades.

How large was the drawdown?

The best run had a maximum drawdown of 381 EUR at the tested position size, against a net result of 1,561 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

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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.comStatsDocs