Strategies / Momentum / Leading Lagging Stochastic Swing

Leading Lagging Stochastic Swing

The system buys when the slow 97-bar stochastic is above 50 and the smoothed 5-bar stochastic is below 30 and rising, and shorts on the mirror setup. Positions close at a 1.2 ratio against the second most recent signal close.

MomentumLong & shortSwingSilver1 hour

3.69Profit factor

572,728Net profit USD

34.96%Win rate

1,064Trades

-22,492Max drawdown

538Avg trade

Best run of 21. Silver, 1 hour, spread 2, from run pf:2026-10-12-SILVER-1h.tsv:2.

Entry rules, long

The slow stochastic, based on the 97-bar high and low range, is above 50.
The 2-period EMA of the 5-bar stochastic is rising compared with the prior bar.

Entry rules, short

The slow stochastic is below 50.
The 2-period EMA of the 5-bar stochastic is falling compared with the prior bar.

Exit rules

A short closes when the close is at or below the second most recent sell signal close divided by 1.2.

Test conditions

Period	Up to 2026-10-12
Instrument	Silver, 1 hour
Spread	2 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
SilverBest run	1 hour	3.69	1,064	34.96	572,728 USD	-22,492
Gold	10 min	1.32	1,733	37.10	4,301 EUR	-627
Silver	15 min	1.30	1,733	35.72	56,574 USD	-12,121
USD/JPY	Daily	n/a	118	37.29	1,791,760 USD	-1,042,160
USD/JPY	15 min	n/a	1,649	37.60	721,550 USD	-223,110
USD/JPY	10 min	n/a	1,675	38.27	578,970 USD	-243,830
USD/JPY	5 min	n/a	1,738	37.05	352,410 USD	-168,320
EUR/USD	Daily	n/a	115	40.87	133,087 USD	-40,571
Silver	10 min	n/a	1,777	34.44	31,103 USD	-19,347
Silver	Daily	n/a	170	40.59	23,109 USD	-18,417
Nasdaq 100	4 hours	n/a	260	40.77	18,241 EUR	-5,233
DAX 40	Daily	n/a	174	40.80	17,053 EUR	-7,265
Nikkei 225	2 min	n/a	1,740	35.00	13,904 USD	-11,302
Brent Crude	4 hours	n/a	164	43.29	13,034 EUR	-5,162
DAX 40	15 min	n/a	1,721	36.78	6,415 EUR	-6,005
US Crude Oil	5 min	n/a	1,703	36.93	4,500 EUR	-3,131
S&P 500	4 hours	n/a	275	35.27	3,128 EUR	-1,434
Gold	Daily	n/a	166	39.16	2,380 EUR	-871
Gold	4 hours	n/a	286	39.51	2,336 EUR	-989
Gold	30 min	n/a	1,704	36.44	1,909 EUR	-1,063
Gold	1 hour	n/a	1,045	35.60	1,333 EUR	-1,262

Charts

Results by run

Top 10 of 21 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

// ==============================================================
// Leading Lagging Stochastic Swing
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE rawfast = 50
ONCE rawslow = 50
ONCE buylast = 0
ONCE buyprev = 0
ONCE selllast = 0
ONCE sellprev = 0

hhf = highest[5](high)
llf = lowest[5](low)

39 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

StochasticEMA

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 Leading Lagging Stochastic Swing 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 21 market and timeframe combinations. The best run was Silver, 1 hour, with a profit factor of 3.69 over 1,064 trades.

How large was the drawdown?

The best run had a maximum drawdown of 22,492 USD at the tested position size, against a net result of 572,728 USD.

Does it trade long, short or both?

It trades both long and short.

Reversal Pattern With Chaikin Volatility

Uses the same indicator.

2.26 PF · 6,872 trades

SMA Crossover With RSI Exit

Best run on the same market, Silver.

2.13 PF · 8,999 trades

KDJ J Line Trend Long

Also a momentum strategy.

3.77 PF · 3,892 trades

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

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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