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Strategies / Momentum / Multi Stochastic MACD Cascade

Multi Stochastic MACD Cascade

The strategy trades a stochastic cascade filtered by a 144 and 312 period MACD histogram. Positions close on stochastic extremes or on fixed percentage stops and targets from the entry price.

MomentumLong & shortIntradayBrent Crude10 min
n/aProfit factor
3,051Net profit EUR
63.29%Win rate
1,321Trades
-2,506Max drawdown
2.31Avg trade

Best run of 6. Brent Crude, 10 min, spread 3, from run sweeps:2026-10-11-BRENT-10m-opt.tsv:6.

Entry rules, long

  2. The histogram is higher than its values 30, 20, 10, 5, 3 and 1 bars ago.
  3. The %D line (3 period average of %K) is below 20.
  4. Volume is higher than on the previous bar.
  5. The long flag is armed, set when the histogram was falling against all its lookbacks.
  6. The 30 period average of the cascade value is rising and below 80.

Entry rules, short

  2. The histogram is lower than its values 30, 20, 10, 5, 3 and 1 bars ago.
  3. The %D line is above 80.
  4. Volume is higher than on the previous bar.
  5. The short flag is armed, set when the histogram was rising against all its lookbacks.
  6. The 30 period average of the cascade value is falling and above 20.

Exit rules

  2. A long also closes when the close is above 1.10 times the entry price.
  3. Short exits: %D below 20, a close above 1.04 times the entry price, or the cascade average crossing above 80.
  4. A short also closes when the close is below 0.90 times the entry price.

Test conditions

PeriodUp to 2026-10-11
InstrumentBrent Crude, 10 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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Brent CrudeBest run10 minn/a 1,32163.293,051 EUR-2,506
USD/JPY4 hoursn/a 17764.41145,560 USD-129,240
Nikkei 225Dailyn/a 2070.0010,201 USD-4,140
Brent Crude4 hoursn/a 11366.372,049 EUR-1,818
Brent Crude15 minn/a 1,30867.511,959 EUR-1,587
S&P 5004 hoursn/a 11359.29729 EUR-449

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Multi Stochastic MACD Cascade
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 10 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE flaglong = 0
ONCE flagshort = 0
ONCE ka = 50
ONCE kb = 50
ONCE kc = 50
ONCE kd = 50
ONCE pp = 0

hha = highest[14](high)
lla = lowest[14](low)

91 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

StochasticMACDEMASMAVolume
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 2,506 EUR is large next to the net profit of 3,051 EUR.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Multi Stochastic MACD Cascade 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 6 market and timeframe combinations. The best run by trade count was Brent Crude, 10 minutes, with 1,321 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,506 EUR at the tested position size, against a net result of 3,051 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

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

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