Strategies / Momentum / Linear Regression Money Flow Momentum

Linear Regression Money Flow Momentum

The strategy buys when a linear regression momentum line crosses above zero while a money flow reading is positive, and sells short on the mirror cross. Each trade has a stop and target set at 50 percent from the entry price.

MomentumLong & shortIntradayGold15 min

n/aProfit factor

1,071Net profit EUR

34.20%Win rate

2,231Trades

-1,055Max drawdown

0.48Avg trade

Best run of 9. Gold, 15 min, spread 0.6, from run sweeps:2026-10-07-GOLD-15m-opt.tsv:21.

Entry rules, long

The money flow reading is above 0, using 58-bar sums of volume times typical price.
A long position opens at market when these conditions hold and no long position is open.

Entry rules, short

The money flow reading is below 0.
A short position opens at market when these conditions hold and no short position is open.

Exit rules

A stop sits at 50 percent from the entry price on each new trade.
A target sits at 50 percent profit from the entry price.

Test conditions

Period	Up to 2026-10-07
Instrument	Gold, 15 minutes
Spread	0.6 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

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
GoldBest run	15 min	n/a	2,231	34.20	1,071 EUR	-1,055
USD/JPY	1 hour	n/a	1,408	38.21	1,066,280 USD	-350,250
Nikkei 225	2 min	n/a	2,061	38.23	19,703 USD	-9,558
DAX 40	1 hour	n/a	648	39.51	11,967 EUR	-6,097
DAX 40	Daily	n/a	40	40.00	5,554 EUR	-5,384
DAX 40	5 min	n/a	2,154	36.77	5,076 EUR	-3,747
Gold	Daily	n/a	52	48.08	3,053 EUR	-982
Gold	10 min	n/a	2,230	33.54	1,814 EUR	-1,236
Gold	4 hours	n/a	332	39.46	1,483 EUR	-1,140

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Linear Regression Money Flow Momentum
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE mfi = 0
ONCE mfok = 0

donmid = (highest[20](high) + lowest[20](low)) / 2
base = (donmid + Average[20](close)) / 2
bluewave = LinearRegression[20](close - base)

chg = TypicalPrice - TypicalPrice[1]

36 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

Donchian ChannelLinear RegressionSMAVolume

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 1,055 EUR is large next to the net profit of 1,071 EUR.

Questions

About this strategy

Can I run Linear Regression Money Flow Momentum 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 9 market and timeframe combinations. The best run by trade count was Gold, 15 minutes, with 2,231 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,055 EUR at the tested position size, against a net result of 1,071 EUR.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

ATR Momentum

Also a momentum strategy.

n/a PF · 15,021 trades

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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