Strategies / Volatility / Market Facilitation ADX Trigger

Market Facilitation ADX Trigger

Trades after a volume and range trigger that appears alongside ADX(8) readings, with EMA and WMA trend alignment. Each trade has a 0.0652% stop and a 0.087% profit target.

VolatilityLong & shortSwingDow JonesDaily

n/aProfit factor

345Net profit EUR

46.28%Win rate

188Trades

-333Max drawdown

1.84Avg trade

Best run of 2. Dow Jones, Daily, spread 3, from run sweeps:2026-10-11-DOW30-D-opt.tsv:97.

Entry rules, long

A bar within the last 10 bars saw both range per unit of volume and volume rise versus the prior bar.
The 5 period EMA of close is above the 35 period EMA of open, which is above the 144 period WMA of close.

Entry rules, short

The same trigger as the long entry applies.

Exit rules

A 0.087% profit target from entry closes the trade.
An opposite signal closes the trade and reverses it.

Test conditions

Period	Up to 2026-10-11
Instrument	Dow Jones, Daily
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
Dow JonesBest run	Daily	n/a	188	46.28	345 EUR	-333
DAX 40	Daily	n/a	175	48.57	202 EUR	-90.10

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Market Facilitation ADX Trigger
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Volatility
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE cnt = 1000

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

ADXWMAEMAVolume

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 332 EUR is large next to the net profit of 345 EUR.

Questions

About this strategy

Can I run Market Facilitation ADX Trigger 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 2 market and timeframe combinations. The best run by trade count was Dow Jones, Daily, with 188 trades.

How large was the drawdown?

The best run had a maximum drawdown of 332 EUR at the tested position size, against a net result of 345 EUR.

Does it trade long, short or both?

It trades both long and short.

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Bollinger Squeeze

Also a volatility strategy.

14.30 PF · 86 trades

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

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