Strategies / Momentum / MACD Histogram Regression Long

MACD Histogram Regression Long

The strategy buys when a blended MACD histogram turns from negative to zero or above and rises, while the 11-bar linear regression candle is green and RSI(14) is below 55. It exits only at a 4% take-profit from the entry price.

MomentumLong onlySwingNasdaq 1001 hour

n/aProfit factor

27,710Net profit EUR

98.59%Win rate

71Trades

-6,161Max drawdown

390Avg trade

Best run of 72. Nasdaq 100, 1 hour, spread 3, from run sweeps:2026-10-11-NAS100-1h-opt.tsv:31.

Entry rules, long

The histogram is rising compared with the prior bar.
The 11-bar linear regression candle is green, with its open below its close.
RSI(14) is below 55.
Buys one contract at market when flat, after bar 300.

Exit rules

No stop loss or other exit is used.

Test conditions

Period	Up to 2026-10-11
Instrument	Nasdaq 100, 1 hour
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	2026-10-11

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	1 hour	n/a	71	98.59	27,710 EUR	-6,161
USD/JPY	30 min	n/a	17	94.12	689,480 USD	-255,740
USD/JPY	1 hour	n/a	11	100.00	517,790 USD	-479,660
USD/JPY	4 hours	n/a	11	90.91	517,060 USD	-466,600
USD/JPY	10 min	n/a	11	90.91	484,600 USD	-246,630
USD/JPY	15 min	n/a	10	90.00	454,920 USD	-222,730
Nikkei 225	30 min	n/a	47	97.87	56,545 USD	-11,079
Nikkei 225	1 hour	n/a	42	97.62	48,394 USD	-10,734
Nikkei 225	15 min	n/a	29	96.55	46,204 USD	-11,461
Nikkei 225	10 min	n/a	21	95.24	34,264 USD	-12,992
Nikkei 225	4 hours	n/a	32	100.00	32,869 USD	-9,871
Dow Jones	4 hours	n/a	22	95.45	31,138 EUR	-7,818
Nikkei 225	5 min	n/a	16	93.75	27,715 USD	-13,126
Nasdaq 100	30 min	n/a	67	100.00	27,269 EUR	-6,277
Dow Jones	15 min	n/a	19	94.74	26,873 EUR	-11,342
Dow Jones	1 hour	n/a	19	94.74	26,747 EUR	-11,260
Nikkei 225	3 min	n/a	15	93.33	26,740 USD	-13,081
Dow Jones	30 min	n/a	18	94.44	24,761 EUR	-11,222
Nasdaq 100	15 min	n/a	39	97.44	23,744 EUR	-6,288
Nikkei 225	2 min	n/a	12	91.67	21,295 USD	-13,121
Silver	1 hour	n/a	38	97.37	19,152 USD	-16,778
Dow Jones	10 min	n/a	13	92.31	18,940 EUR	-8,394
DAX 40	30 min	n/a	38	97.37	18,244 EUR	-5,810
Dow Jones	Daily	n/a	41	100.00	17,914 EUR	-7,180
DAX 40	1 hour	n/a	34	97.06	17,062 EUR	-5,810
Nasdaq 100	4 hours	n/a	53	100.00	16,912 EUR	-5,975
DAX 40	4 hours	n/a	31	96.77	16,678 EUR	-4,526
Nasdaq 100	10 min	n/a	21	100.00	16,526 EUR	-6,298
Dow Jones	5 min	n/a	10	90.00	14,821 EUR	-8,419
Nikkei 225	1 min	n/a	8	87.50	14,604 USD	-13,148
Nasdaq 100	5 min	n/a	15	100.00	12,940 EUR	-5,875
DAX 40	Daily	n/a	32	100.00	11,575 EUR	-4,749
US Crude Oil	Daily	n/a	61	100.00	11,509 EUR	-8,068
DAX 40	15 min	n/a	18	94.44	11,248 EUR	-5,814
DAX 40	10 min	n/a	15	93.33	10,223 EUR	-4,474
Silver	Daily	n/a	28	96.43	9,361 USD	-8,526
Brent Crude	Daily	n/a	29	100.00	8,975 EUR	-3,797
Brent Crude	4 hours	n/a	27	100.00	8,893 EUR	-5,780
Nasdaq 100	3 min	n/a	9	100.00	8,646 EUR	-5,786
Dow Jones	3 min	n/a	6	83.33	8,425 EUR	-7,876
Brent Crude	30 min	n/a	33	96.97	8,335 EUR	-6,563
DAX 40	5 min	n/a	12	91.67	7,822 EUR	-4,463
S&P 500	1 hour	n/a	49	100.00	7,040 EUR	-1,306
Nasdaq 100	1 min	n/a	7	100.00	6,961 EUR	-3,760
Nasdaq 100	2 min	n/a	7	100.00	6,910 EUR	-3,756
S&P 500	30 min	n/a	49	100.00	6,658 EUR	-1,319
Nasdaq 100	Daily	n/a	32	100.00	6,307 EUR	-5,855
FTSE 100	Daily	n/a	35	100.00	6,306 EUR	-3,116
FTSE 100	1 hour	n/a	22	95.45	5,737 EUR	-3,326
FTSE 100	30 min	n/a	20	95.00	5,601 EUR	-3,080
S&P 500	4 hours	n/a	41	100.00	5,438 EUR	-1,298
Dow Jones	1 min	n/a	5	80.00	5,373 EUR	-4,166
S&P 500	15 min	n/a	27	100.00	5,100 EUR	-1,319
FTSE 100	4 hours	n/a	17	94.12	4,554 EUR	-3,319
FTSE 100	10 min	n/a	13	92.31	3,884 EUR	-1,320
S&P 500	10 min	n/a	17	100.00	3,689 EUR	-1,323
FTSE 100	15 min	n/a	10	90.00	3,211 EUR	-2,949
S&P 500	5 min	n/a	14	100.00	3,207 EUR	-1,332
FTSE 100	5 min	n/a	10	90.00	2,930 EUR	-1,320
Gold	1 hour	n/a	49	97.96	2,885 EUR	-1,265
Gold	15 min	n/a	33	96.97	2,614 EUR	-1,278
Gold	5 min	n/a	28	96.43	2,251 EUR	-1,586
Gold	10 min	n/a	29	96.55	2,193 EUR	-1,490
DAX 40	1 min	n/a	4	75.00	2,104 EUR	-1,831
Gold	30 min	n/a	36	97.22	2,081 EUR	-1,477
Gold	4 hours	n/a	38	97.37	2,014 EUR	-910
FTSE 100	3 min	n/a	6	83.33	1,798 EUR	-1,372
S&P 500	3 min	n/a	7	100.00	1,677 EUR	-1,330
S&P 500	Daily	n/a	34	100.00	1,610 EUR	-1,043
FTSE 100	2 min	n/a	5	80.00	1,379 EUR	-1,265
S&P 500	1 min	n/a	5	100.00	1,194 EUR	-396
S&P 500	2 min	n/a	5	100.00	1,173 EUR	-699

Charts

Results by run

Top 10 of 72 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// MACD Histogram Regression Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

myRsi = RSI[14](close)
ma = ExponentialAverage[5](close) - ExponentialAverage[8](close)
mb = ExponentialAverage[13](close) - ExponentialAverage[21](close)
mc = ExponentialAverage[34](close) - ExponentialAverage[144](close)
sa = ExponentialAverage[9](ma)
sb = ExponentialAverage[9](mb)
sc = ExponentialAverage[9](mc)
hist = (ma + mb + 2 * mc) / 4 - (sa + sb + 2 * sc) / 4

27 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

EMALinear RegressionMACDRSI

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
The best run has only 71 trades, which is a small sample to judge it on.

Questions

About this strategy

Can I run MACD Histogram Regression Long 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 72 market and timeframe combinations. The best run by trade count was Nasdaq 100, 1 hour, with 71 trades.

How large was the drawdown?

The best run had a maximum drawdown of 6,161 EUR at the tested position size, against a net result of 27,710 EUR.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Volatility Spike Regression Long

Best run on the same market, Nasdaq 100.

1.22 PF · 1,850 trades

ATR Momentum

Also a momentum strategy.

n/a PF · 15,021 trades

See how ProRealAlgos combines strategies like this into one automated portfolio.

Copy trading on US indices is available to ProRealAlgos members as spots open.

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