The books... not free though
The system buys when the J line crosses above zero, using K and D lines built from 18-bar stochastic values. It sells when J crosses below 100, or when J crosses below K while J is above 50.
Best run of 19. Nasdaq 100, 4 hours, spread 3, from run pf:2026-10-12-NAS100-4h.tsv:4.
| Period | Up to 2026-10-12 |
| Instrument | Nasdaq 100, 4 hours |
| 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
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| Nasdaq 100Best run | 4 hours | 1.81 | 429 | 69.93 | 17,330 EUR | -2,770 |
| Nasdaq 100 | 1 hour | 1.40 | 1,412 | 62.46 | 18,781 EUR | -4,055 |
| S&P 500 | 1 hour | 1.28 | 1,493 | 61.89 | 3,778 EUR | -821 |
| USD/JPY | 4 hours | n/a | 476 | 63.03 | 331,720 USD | -245,440 |
| Nikkei 225 | 4 hours | n/a | 344 | 66.86 | 27,061 USD | -10,858 |
| Nikkei 225 | Daily | n/a | 168 | 64.29 | 26,502 USD | -16,246 |
| Dow Jones | Daily | n/a | 189 | 68.78 | 24,738 EUR | -8,615 |
| Nikkei 225 | 1 hour | n/a | 1,253 | 60.02 | 19,378 USD | -11,230 |
| Silver | Daily | n/a | 184 | 61.96 | 18,724 USD | -8,790 |
| Dow Jones | 1 hour | n/a | 508 | 62.01 | 18,616 EUR | -7,668 |
| DAX 40 | Daily | n/a | 249 | 63.05 | 13,443 EUR | -5,078 |
| Dow Jones | 4 hours | n/a | 138 | 66.67 | 12,988 EUR | -11,145 |
| DAX 40 | 4 hours | n/a | 392 | 67.09 | 10,378 EUR | -5,229 |
| Dow Jones | 15 min | n/a | 2,167 | 62.16 | 10,037 EUR | -6,559 |
| Nasdaq 100 | Daily | n/a | 149 | 65.77 | 9,458 EUR | -5,017 |
| FTSE 100 | Daily | n/a | 165 | 69.09 | 7,730 EUR | -2,761 |
| S&P 500 | 4 hours | n/a | 415 | 65.06 | 2,829 EUR | -1,201 |
| S&P 500 | Daily | n/a | 203 | 67.00 | 2,576 EUR | -1,134 |
| Gold | Daily | n/a | 192 | 56.77 | 1,306 EUR | -772 |
Charts
Top 10 of 19 runs. The full list is in the table above.
Above 1.0 made money, below 1.0 lost money.
The code
// ============================================================== // KDJ J Line Zero Cross // ProRealAlgos Strategy Library | prorealalgos.com // Type: Momentum // Direction: Long only // Timeframe tested: 4 hours // ============================================================== DEFPARAM CumulateOrders = false ONCE myK = 0 ONCE myD = 0 ll = lowest[18](low) hh = highest[18](high)
28 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 19 market and timeframe combinations. The best run was Nasdaq 100, 4 hours, with a profit factor of 1.81 over 429 trades.
The best run had a maximum drawdown of 2,770 EUR at the tested position size, against a net result of 17,330 EUR.
It only takes long trades.
Related
Copy trading on US indices is available to ProRealAlgos members as spots open.
