The books... not free though
The system buys when the J line crosses above the D line while close is above the 200-period SMA. It sells when D crosses above J or close falls below the SMA, with a stop 2% below entry and a target 20% above.
Best run of 23. EUR/USD, 2 min, spread 1, from run pf:2026-10-10-EURUSD-2m.tsv:1.
| Period | Up to 2026-10-10 |
| Instrument | EUR/USD, 2 minutes |
| Spread | 1 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 | 2026-10-10 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| EUR/USDBest run | 2 min | 3.77 | 3,892 | 23.69 | 431,158 USD | -46,093 |
| EUR/USD | 3 min | 3.46 | 3,867 | 25.78 | 467,702 USD | -31,433 |
| EUR/USD | 5 min | 2.77 | 3,851 | 25.86 | 311,876 USD | -35,236 |
| Gold | Daily | 2.05 | 294 | 35.71 | 2,995 EUR | -634 |
| EUR/USD | 10 min | 1.88 | 3,801 | 28.15 | 199,751 USD | -44,980 |
| USD/JPY | Daily | 1.65 | 238 | 37.39 | 1,314,480 USD | -312,210 |
| Gold | 4 hours | 1.54 | 666 | 39.34 | 2,622 EUR | -466 |
| USD/JPY | 1 hour | n/a | 2,807 | 35.23 | 416,220 USD | -173,090 |
| USD/JPY | 30 min | n/a | 4,032 | 34.00 | 400,860 USD | -108,370 |
| USD/JPY | 4 hours | n/a | 694 | 39.34 | 281,090 USD | -135,860 |
| EUR/USD | 15 min | n/a | 3,745 | 29.72 | 155,757 USD | -41,025 |
| EUR/USD | Daily | n/a | 238 | 39.08 | 74,825 USD | -29,373 |
| EUR/USD | 4 hours | n/a | 798 | 37.34 | 61,660 USD | -15,952 |
| EUR/USD | 1 hour | n/a | 3,314 | 34.37 | 47,633 USD | -41,753 |
| Silver | 4 hours | n/a | 569 | 36.20 | 31,740 USD | -8,285 |
| Nikkei 225 | 4 hours | n/a | 598 | 36.96 | 19,740 USD | -7,818 |
| Silver | Daily | n/a | 210 | 24.76 | 16,462 USD | -5,833 |
| Nikkei 225 | Daily | n/a | 265 | 34.72 | 12,531 USD | -10,031 |
| GBP/USD | Daily | n/a | 269 | 40.15 | 7,290 USD | -4,067 |
| DAX 40 | Daily | n/a | 417 | 39.81 | 6,383 EUR | -3,884 |
| Nasdaq 100 | 4 hours | n/a | 791 | 38.94 | 4,553 EUR | -2,822 |
| Brent Crude | Daily | n/a | 98 | 34.69 | 3,494 EUR | -2,096 |
| Gold | 1 hour | n/a | 2,534 | 33.98 | 1,551 EUR | -492 |
Charts
Top 10 of 23 runs. The full list is in the table above.
Above 1.0 made money, below 1.0 lost money.
The code
// ============================================================== // KDJ J Line Trend Long // ProRealAlgos Strategy Library | prorealalgos.com // Type: Momentum // Direction: Long only // Timeframe tested: 2 minutes // ============================================================== DEFPARAM CumulateOrders = false ONCE myK = 0 ONCE myD = 0 ma = Average[200](close) hh = highest[14](high) ll = lowest[14](low)
24 more lines: the entry and exit rules.
Setup
On the long run with 996,000 bars the net result was 677,899 USD, against 431,158 USD on the standard 200,000-bar run. The older data alone gave 246,741 USD.
| Bars available | 996,000 |
| Net, standard 200,000-bar run | 431,158.00 USD |
| Net, long run | 677,899.00 USD |
| Net on the older data alone | 246,741.00 USD |
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 23 market and timeframe combinations. The best run was EUR/USD, 2 minutes, with a profit factor of 3.77 over 3,892 trades.
The best run had a maximum drawdown of 46,093 USD at the tested position size, against a net result of 431,158 USD.
It only takes long trades.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.
