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Strategies / Trend / Moving Average Cluster Pullback

Moving Average Cluster Pullback

The strategy buys when the 200-bar average is above the 100-bar average, price sits between the 100 and 13-bar averages, and the 13 and 26-bar averages are within 0.3%. It sells short on the mirror setup.

TrendLong & shortSwingSilverDaily
n/aProfit factor
12,431Net profit USD
35.51%Win rate
107Trades
-3,800Max drawdown
116Avg trade

Best run of 1. Silver, Daily, spread 2, from run sweeps:2026-10-07-SILVER-D-opt.tsv:3.

Entry rules, long

  1. The 200-bar simple moving average is above the 100-bar simple moving average
  2. The close is below the 100-bar simple moving average
  4. The 13-bar average is above the 26-bar average, and the gap between them is 0.3% or less
  5. The setup was not present on the previous bar

Entry rules, short

  1. The 200-bar simple moving average is below the 100-bar simple moving average
  2. The close is above the 100-bar simple moving average
  4. The 13-bar average is below the 26-bar average, and the gap between them is 0.3% or less
  5. The setup was not present on the previous bar

Exit rules

  2. A short closes when the bar's low is above the 13-bar simple moving average
  3. An opposite signal closes the trade and reverses it

Test conditions

PeriodUp to 2026-10-07
InstrumentSilver, Daily
Spread2 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 tested2026-10-07

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
SilverBest runDailyn/a 10735.5112,431 USD-3,800

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Moving Average Cluster Pullback
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

smaa = Average[13](close)
smab = Average[26](close)
smac = Average[100](close)
smad = Average[200](close)

spread = abs(smaa - smab) / smaa * 100

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

SMA
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • It was only tested on Silver, so there is no evidence from other markets.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Moving Average Cluster Pullback 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 one combination, Silver, Daily, with 107 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,800 USD at the tested position size, against a net result of 12,430 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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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