Join waitlist
The books... not free though
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatisticsMarket statistics and edges1,327StrategiesBacktested strategy library18Research papersThe study behind the algos301DocsProBuilder coding reference27Algo development programCourses and lessons24Everything here feeds the 24 algosSee the algos
Strategies / Trend / MACD Parabolic SAR Trend

MACD Parabolic SAR Trend

The system buys when the MACD histogram turns positive with close above the 200-period EMA, a Parabolic SAR uptrend and a negative volume oscillator. It sells short on the mirror conditions and exits on opposite signals or when price crosses its stop or target levels.

TrendLong & shortIntradayBrent Crude15 min
n/aProfit factor
4,520Net profit EUR
50.04%Win rate
2,554Trades
-2,973Max drawdown
1.77Avg trade

Best run of 5. Brent Crude, 15 min, spread 3, from run sweeps:2026-10-07-BRENT-15m-opt.tsv:5.

Entry rules, long

  2. Close is above the 200-period EMA, and Parabolic SAR (0.1, 0.05, 0.3) is in an uptrend.
  3. The volume oscillator, 100 times (volume minus its 8-period EMA) divided by that EMA, is below 0.
  4. The first long becomes possible only after an earlier short signal.

Entry rules, short

  2. Close is below the 200-period EMA, and Parabolic SAR is in a downtrend.
  3. The volume oscillator is above 0.
  4. The first short becomes possible only after an earlier long signal.

Exit rules

  1. Long: close or high crosses above the take-profit level, set at entry as close plus (close minus SAR).
  3. Long exits also trigger on a short signal.
  4. Short: close or low crosses below the take-profit level, or close or high crosses above the stop level, both set at entry from the SAR distance.
  5. Short exits also trigger on a long signal.

Test conditions

PeriodUp to 2026-10-07
InstrumentBrent Crude, 15 minutes
Spread3 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
Brent CrudeBest run15 minn/a 2,55450.044,520 EUR-2,973
USD/JPY4 hoursn/a 39155.75234,660 USD-137,540
EUR/USD5 minn/a 2,51243.8373,978 USD-27,344
Dow JonesDailyn/a 1172.733,569 EUR-3,213
GBP/USDDailyn/a 5759.651,663 USD-1,551

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// MACD Parabolic SAR Trend
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE uptrend = 0
ONCE ep = 0
ONCE mySar = 0
ONCE af = 0.1
ONCE nextsar = 0
ONCE longopen = 0
ONCE shortopen = 0
ONCE tpl = 0
ONCE sll = 0
ONCE tps = 0
ONCE sls = 0
ONCE entrys = -1
ONCE entry = -1

126 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

MACDParabolic SAREMAVolume
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 2,972 EUR is large next to the net profit of 4,520 EUR.

Questions

About this strategy

Can I run MACD Parabolic SAR Trend 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 5 market and timeframe combinations. The best run by trade count was Brent Crude, 15 minutes, with 2,554 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,972 EUR at the tested position size, against a net result of 4,520 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

Strategies like this one

Slow MACD Slope

Uses the same indicator.

6.80 PF · 7,305 trades

Hull Trend With ADX Filter

Best run on the same market, Brent Crude.

1.27 PF · 1,400 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 trades

Put your name on the ProRealAlgos waitlist to trade a tested portfolio instead of single strategies.

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.comStatsDocs