This system multiplies the usual MACD settings (12, 26, 9) by 56 to get a very slow histogram. It goes long when the histogram rises and short when it falls, flipping on every change. A 1% stop protects each position.
Best run of 10. EUR/USD, 2 min, spread 1, from run pf:2026-09-24-EURUSD-2m.tsv:1.
| Period | Up to 2026-09-24 |
| Instrument | EUR/USD, 2 minutes |
| Spread | 1 points |
| Contracts | 1 |
| 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 | 2026-09-24 |
| positionSize Contracts per trade | 1 |
| macdMultiplier Stretches the standard MACD lengths into a slow one | 56 |
| macdFast Base MACD fast length | 12 |
| macdSlow Base MACD slow length | 26 |
| macdSignalPeriod Base MACD signal length | 9 |
| stopLossPct Protective stop, percent of entry price | 1 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| EUR/USDBest run | 2 min | 6.80 | 7,305 | 11.96 | 2,219,896 USD | -76,236 |
| EUR/USD | 3 min | 3.90 | 7,310 | 11.59 | 1,129,421 USD | -57,294 |
| EUR/USD | 5 min | 3.33 | 6,873 | 12.45 | 840,419 USD | -58,940 |
| EUR/USD | 10 min | 2.11 | 6,817 | 12.97 | 472,887 USD | -62,225 |
| USD/JPY | Daily | n/a | 507 | 13.02 | 688,660 JPY | -629,150 |
| USD/JPY | 10 min | n/a | 6,028 | 13.82 | 257,460 JPY | -256,800 |
| EUR/USD | 15 min | n/a | 6,595 | 13.75 | 204,507 USD | -73,362 |
| EUR/USD | Daily | n/a | 351 | 17.38 | 118,263 USD | -41,804 |
| DAX 40 | Daily | n/a | 643 | 15.24 | 11,378 EUR | -7,681 |
| Gold | 30 min | n/a | 6,022 | 17.35 | 1,993 EUR | -1,283 |
Charts
Above 1.0 made money, below 1.0 lost money.
Longer history
With 996,000 bars available on EUR/USD 2 minutes, net profit fell to USD 1,609,729 from USD 2,219,896 in the standard run, because the older data alone lost USD 610,167.
| Bars available | 996,000 |
| Net, standard 200,000-bar run | 2,219,896.00 USD |
| Net, long run | 1,609,729.00 USD |
| Net on the older data alone | -610,167.00 USD |
The code
Every file in the library uses the same header, the same section order and the same variable names. The numbers above were produced by the original version before the rewrite, and the rewrite has not yet been compiled in ProRealTime.
// ============================================================ // Slow MACD Slope // ProRealAlgos Strategy Library | prorealalgos.com // Type: Trend // Direction: Long & short // Timeframe tested: 2 minutes // ============================================================ // --- Settings --- DEFPARAM CumulateOrders = false // --- Parameters --- positionSize = 1 // contracts per trade macdMultiplier = 56 // stretches the standard MACD lengths into a slow one macdFast = 12 // base MACD fast length macdSlow = 26 // base MACD slow length macdSignalPeriod = 9 // base MACD signal length stopLossPct = 1 // protective stop, percent of entry price // --- Indicators --- macdHistogram = MACD[macdFast * macdMultiplier, macdSlow * macdMultiplier, macdSignalPeriod * macdMultiplier](close)
16 more lines: the entry and exit rules.
Read this first
Questions
Yes. The histogram slope and the 1% stop are coded, so it trades automatically. Expect constant position flips on short timeframes.
EUR/USD dominated: 2,219,896 USD on 2 minutes, 1,129,421 USD on 3 minutes and 840,419 USD on 5 minutes. DAX 40 Daily made 11,377.50 EUR and Gold 30 minutes 1,992.90 EUR.
At 1 contract and a 1 point spread, the EUR/USD 2 minute run fell 76,236 USD from peak. Size this against your own account before trading.
Multiplying the MACD by 56 turns a 2 minute chart into a slow trend reading while still reacting within the day. Profit factor fell as the timeframe grew, from 6.8 on 2 minutes to 2.11 on 10 minutes.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.
