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Strategies / Trend / Ichimoku SSL Trend Hold

Ichimoku SSL Trend Hold

The system buys 1 contract when an Ichimoku uptrend is confirmed and holds the long while an SSL channel stays up. It sells when the SSL channel turns down, and it uses no stop or profit target.

TrendLong onlySwingGold1 hour
1.38Profit factor
2,199Net profit EUR
38.88%Win rate
908Trades
-506Max drawdown
2.42Avg trade

Best run of 28. Gold, 1 hour, spread 0.6, from run pf:2026-10-05-GOLD-1h.tsv:4.

Entry rules, long

  2. It also needs the prior close above both spans from 59 bars earlier, and the SSL channel pointing up.
  3. The SSL channel follows SMA(10) of highs and lows plus or minus ATR(14), flipping direction when the close breaks out of it.
  4. When flat with the flag on, both open and close must be below the upper SSL line, and 1 contract is bought at market.

Exit rules

  2. No stop loss or profit target is set.

Test conditions

PeriodUp to 2026-10-05
InstrumentGold, 1 hour
Spread0.6 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 tested2026-10-05

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GoldBest run1 hour1.38 90838.882,199 EUR-506
USD/JPY30 min1.22 1,48438.21531,050 USD-127,190
USD/JPYDailyn/a 11438.60714,470 USD-334,230
EUR/USDDailyn/a 9147.2594,158 USD-21,980
SilverDailyn/a 8938.2023,775 USD-18,479
Nikkei 22515 minn/a 1,62734.4813,591 USD-8,339
Nikkei 2251 hourn/a 87336.7713,468 USD-9,283
Nikkei 2254 hoursn/a 26136.7811,708 USD-6,351
Nasdaq 100Dailyn/a 15040.0011,113 EUR-2,850
Dow Jones1 hourn/a 34439.2411,086 EUR-5,466
Nikkei 22510 minn/a 1,65534.0210,964 USD-8,199
Nikkei 2253 minn/a 1,58834.958,582 USD-5,284
DAX 4030 minn/a 1,67535.707,908 EUR-2,680
DAX 404 hoursn/a 30541.317,147 EUR-2,851
Nasdaq 1005 minn/a 1,60935.996,641 EUR-1,865
Dow Jones30 minn/a 67035.826,309 EUR-4,012
Nasdaq 1004 hoursn/a 36340.226,273 EUR-2,765
Nasdaq 10030 minn/a 1,78335.505,663 EUR-3,607
Nasdaq 10015 minn/a 1,64235.934,712 EUR-3,154
DAX 401 hourn/a 1,00535.724,572 EUR-3,326
Nasdaq 10010 minn/a 1,60435.914,480 EUR-3,581
US Crude Oil1 hourn/a 71034.793,889 EUR-3,852
GoldDailyn/a 11939.502,230 EUR-809
Gold15 minn/a 1,44033.061,483 EUR-809
Gold4 hoursn/a 27341.031,336 EUR-627
S&P 500Dailyn/a 19136.131,087 EUR-511
Gold30 minn/a 1,49633.42831 EUR-809
S&P 5004 hoursn/a 34537.68811 EUR-699

Charts

Results by run

Top 10 of 28 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Ichimoku SSL Trend Hold
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE hlv = 0
ONCE golong = 0

tenkan = (highest[20](high) + lowest[20](low)) / 2
kijun = (highest[60](high) + lowest[60](low)) / 2
leada = (tenkan + kijun) / 2
leadb = (highest[120](high) + lowest[120](low)) / 2

myAtr = AverageTrueRange[14](close)
smahigh = Average[10](high) + myAtr
smalow = Average[10](low) - myAtr

37 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

IchimokuSMAATR
Longer historyRe-run on up to 1,000,000 barsGold · 1 hour · older data 0.00 EUR

Gold had no history beyond the standard run, so both runs used 122,000 bars.

Gold · 1 hour

Bars available122,000
Net, standard 200,000-bar run2,198.70 EUR
Net, long run2,198.70 EUR
Net on the older data alone0.00 EUR
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 Ichimoku SSL Trend Hold 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 28 market and timeframe combinations. The best run was Gold, 1 hour, with a profit factor of 1.38 over 908 trades.

How large was the drawdown?

The best run had a maximum drawdown of 506 EUR at the tested position size, against a net result of 2,199 EUR.

Does it trade long, short or both?

It only takes long 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.comStatsDocs