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Strategies / Momentum / Linear Regression Slope Acceleration

Linear Regression Slope Acceleration

The strategy buys when the slope of a 50-period linear regression line is positive and its smoothed change in slope is positive, and sells short on the mirror condition. Positions close when the smoothed slope change turns against them.

MomentumLong & shortSwingUSD/JPYDaily
1.41Profit factor
2,159,870Net profit USD
39.64%Win rate
550Trades
-483,600Max drawdown
3,927Avg trade

Best run of 7. USD/JPY, Daily, spread 1, from run pf:2026-10-10-USDJPY-D.tsv:6.

Entry rules, long

  1. The 50-period linear regression slope is above zero.

Entry rules, short

  1. The 50-period linear regression slope is below zero.

Exit rules

  2. A short closes when the 3-period EMA of the slope change is zero or above.
  3. An opposite entry reverses the position.

Test conditions

PeriodUp to 2026-10-10
InstrumentUSD/JPY, Daily
Spread1 points
Starting capital1,000,000
CostsSpread only. Commissions and overnight financing are not included.
BarsUp to 200,000 bars, fewer where the instrument has less history
Last tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest runDaily1.41 55039.642,159,870 USD-483,600
USD/JPY30 minn/a 8,26336.77405,670 USD-239,890
USD/JPY1 hourn/a 5,74338.55301,810 USD-244,680
EUR/USDDailyn/a 55240.76121,390 USD-59,488
SilverDailyn/a 54333.8923,744 USD-21,835
GBP/USDDailyn/a 61342.2517,014 USD-6,066
Gold1 hourn/a 4,74936.26934 EUR-842

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Linear Regression Slope Acceleration
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

slope = LinearRegressionSlope[50](close)
accel = slope - slope[1]
sacc = ExponentialAverage[3](accel)

20 more lines: the entry and exit rules.

Setup

How to load it

  1. Copy the code with the copy button on the code block.
  2. 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".
  3. Paste the code, give the system a name and save it.
  4. Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

Linear RegressionEMA
Longer historyRe-run on up to 1,000,000 barsUSD/JPY · Daily · older data 0.00 USD

USD/JPY had no history beyond the standard run, so both runs used 12,000 bars.

USD/JPY · Daily

Bars available12,000
Net, standard 200,000-bar run2,159,870.00 USD
Net, long run2,159,870.00 USD
Net on the older data alone0.00 USD
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 Linear Regression Slope Acceleration 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 7 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.41 over 550 trades.

How large was the drawdown?

The best run had a maximum drawdown of 483,600 USD at the tested position size, against a net result of 2,159,870 USD.

Does it trade long, short or both?

It trades both long and short.

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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.comStatsDocs