Strategies / Trend / KAMA Ten Bar Trend

KAMA Ten Bar Trend

The system buys when KAMA is above the highest of its previous 10 values and sells the long when KAMA is below the lowest of those values. It trades only long, with no stops or targets.

TrendLong onlySwingNasdaq 100Daily

3.13Profit factor

20,303Net profit EUR

42.48%Win rate

113Trades

-3,107Max drawdown

180Avg trade

Best run of 36. Nasdaq 100, Daily, spread 3, from run pf:2026-10-12-NAS100-D.tsv:18.

Entry rules, long

The system enters only when no position is open.

Exit rules

The long closes at market when KAMA is below the lowest of its previous 10 values.

Test conditions

Period	Up to 2026-10-12
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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	Daily	3.13	113	42.48	20,303 EUR	-3,107
S&P 500	Daily	2.64	150	36.00	4,775 EUR	-779
Dow Jones	Daily	2.10	141	34.75	24,558 EUR	-6,022
Nasdaq 100	4 hours	1.71	333	39.94	17,874 EUR	-4,514
Gold	1 hour	1.39	1,187	31.09	3,251 EUR	-772
USD/JPY	Daily	n/a	129	32.56	1,349,110 USD	-541,220
USD/JPY	30 min	n/a	1,911	29.09	494,350 USD	-198,050
USD/JPY	10 min	n/a	1,929	29.29	436,680 USD	-136,290
USD/JPY	1 hour	n/a	1,402	31.17	396,040 USD	-335,920
USD/JPY	15 min	n/a	1,923	28.86	371,520 USD	-143,700
Nikkei 225	Daily	n/a	106	37.74	55,025 USD	-11,470
Nikkei 225	1 hour	n/a	1,041	31.51	18,474 USD	-14,895
Nikkei 225	4 hours	n/a	297	32.66	18,066 USD	-14,728
DAX 40	Daily	n/a	160	36.88	12,655 EUR	-5,054
Dow Jones	4 hours	n/a	105	40.95	12,459 EUR	-7,245
US Crude Oil	Daily	n/a	113	37.17	11,667 EUR	-5,521
Nikkei 225	2 min	n/a	1,914	28.58	11,469 USD	-9,725
Nasdaq 100	30 min	n/a	1,868	30.57	10,948 EUR	-3,556
DAX 40	30 min	n/a	1,933	30.52	10,558 EUR	-3,430
Nasdaq 100	15 min	n/a	1,911	31.19	9,499 EUR	-3,185
Nasdaq 100	5 min	n/a	1,864	29.99	9,360 EUR	-3,510
DAX 40	1 hour	n/a	1,164	31.87	9,186 EUR	-4,248
Dow Jones	1 hour	n/a	426	33.10	8,750 EUR	-6,431
Dow Jones	30 min	n/a	789	30.42	7,818 EUR	-7,184
Brent Crude	Daily	n/a	57	40.35	7,516 EUR	-6,444
Nasdaq 100	1 hour	n/a	1,257	31.42	6,731 EUR	-5,737
Nasdaq 100	10 min	n/a	1,900	28.89	4,974 EUR	-4,815
DAX 40	4 hours	n/a	349	32.38	4,622 EUR	-4,022
Gold	Daily	n/a	156	33.33	3,077 EUR	-1,157
S&P 500	4 hours	n/a	335	35.82	2,772 EUR	-953
Gold	30 min	n/a	1,885	28.44	2,055 EUR	-1,256
Gold	4 hours	n/a	332	30.72	1,975 EUR	-1,907
Gold	10 min	n/a	1,968	26.17	1,541 EUR	-822
Gold	15 min	n/a	1,942	26.06	1,413 EUR	-875
Gold	5 min	n/a	1,971	28.11	1,241 EUR	-867
Gold	3 min	n/a	2,032	27.12	657 EUR	-535

Charts

Results by run

Top 10 of 36 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

// ==============================================================
// KAMA Ten Bar Trend
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE kama = 0

fastest = 2 / (5 + 1)
slowest = 2 / (50 + 1)
change = ABS(close - close[10])
volat = summation[10](ABS(close - close[1]))

27 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

KAMA

Read this firstKnown weaknesses2 points

The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run KAMA Ten Bar Trend 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 36 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 3.13 over 113 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,106 EUR at the tested position size, against a net result of 20,302 EUR.

Does it trade long, short or both?

It only takes long trades.

Adaptive Cloud Breakout

Uses the same indicator.

3.15 PF · 2,932 trades

Volatility Spike Regression Long

Best run on the same market, Nasdaq 100.

1.22 PF · 1,850 trades

200-Period Average Upside Crossover

Also a trend strategy.

3.10 PF · 189 trades

Get the full rules, the complete code and the ProRealAlgos portfolio as a member.

Copy trading on US indices is available to ProRealAlgos members as spots open.

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

Join the ProRealAlgos Community

Sign up is paused. All spots are currently filled.Leave your email and we’ll reach out as slots open.

When are you looking to start?

Within 6 months 6–12 months Just exploring