The books... not free though
The strategy buys when the KST momentum line crosses above its 9-period average, price is above a 200-period linear regression line and the Alligator jaw, and choppiness is below 50. It exits when price reaches a stop or target set from a 14-period ATR.
Best run of 20. DAX 40, 4 hours, spread 3, from run pf:2026-10-09-DAX40-4h.tsv:1.
| Period | Up to 2026-10-09 |
| Instrument | DAX 40, 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 | 2026-10-10 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| DAX 40Best run | 4 hours | 1.81 | 236 | 51.27 | 12,858 EUR | -1,656 |
| Dow Jones | Daily | 1.81 | 104 | 51.92 | 12,247 EUR | -2,759 |
| FTSE 100 | 4 hours | 1.50 | 198 | 48.48 | 3,968 EUR | -906 |
| DAX 40 | 30 min | 1.19 | 1,257 | 44.87 | 8,430 EUR | -1,790 |
| USD/JPY | 1 hour | n/a | 809 | 44.75 | 207,940 USD | -161,810 |
| Nikkei 225 | 15 min | n/a | 1,306 | 45.64 | 8,795 USD | -8,633 |
| US Crude Oil | Daily | n/a | 75 | 53.33 | 8,005 EUR | -3,422 |
| Dow Jones | 4 hours | n/a | 78 | 47.44 | 7,068 EUR | -3,598 |
| DAX 40 | Daily | n/a | 150 | 47.33 | 5,207 EUR | -1,707 |
| DAX 40 | 1 hour | n/a | 726 | 43.25 | 3,863 EUR | -2,734 |
| Nasdaq 100 | 1 hour | n/a | 908 | 46.81 | 3,740 EUR | -2,205 |
| DAX 40 | 15 min | n/a | 1,243 | 44.01 | 3,568 EUR | -1,706 |
| Brent Crude | Daily | n/a | 32 | 46.88 | 3,433 EUR | -2,287 |
| Nasdaq 100 | Daily | n/a | 106 | 49.06 | 3,032 EUR | -1,740 |
| US Crude Oil | 10 min | n/a | 1,185 | 41.86 | 2,189 EUR | -1,768 |
| Gold | 4 hours | n/a | 244 | 47.95 | 1,443 EUR | -493 |
| Gold | 1 hour | n/a | 802 | 43.89 | 655 EUR | -504 |
| S&P 500 | 4 hours | n/a | 232 | 40.52 | 607 EUR | -487 |
| Gold | 15 min | n/a | 1,088 | 45.13 | 551 EUR | -310 |
| S&P 500 | Daily | n/a | 123 | 42.28 | 539 EUR | -445 |
Charts
Top 10 of 20 runs. The full list is in the table above.
Above 1.0 made money, below 1.0 lost money.
The code
// ============================================================== // KST Crossover With ATR Stops // ProRealAlgos Strategy Library | prorealalgos.com // Type: Momentum // Direction: Long only // Timeframe tested: 4 hours // ============================================================== DEFPARAM CumulateOrders = false ONCE sl = 0 ONCE tp = 0 ra = 100 * (close - close[10]) / close[10] rb = 100 * (close - close[15]) / close[15] rc = 100 * (close - close[20]) / close[20] rd = 100 * (close - close[30]) / close[30] kst = Average[10](ra) + 2 * Average[10](rb) + 3 * Average[10](rc) + 4 * Average[15](rd) sig = Average[9](kst) jawraw = WilderAverage[13](MedianPrice) jaw = jawraw[8] trsum = summation[14](TR(close)) rng = highest[14](high) - lowest[14](low) ci = 100
19 more lines: the entry and exit rules.
Setup
DAX 40 had no history beyond the standard run, so both runs used 28,000 bars.
| Bars available | 28,000 |
| Net, standard 200,000-bar run | 12,858.10 EUR |
| Net, long run | 12,858.10 EUR |
| Net on the older data alone | 0.00 EUR |
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 20 market and timeframe combinations. The best run was DAX 40, 4 hours, with a profit factor of 1.81 over 236 trades.
The best run had a maximum drawdown of 1,656 EUR at the tested position size, against a net result of 12,858 EUR.
It only takes long trades.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.
