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Strategies / Trend / Nested WMA Angle Trend Long

Nested WMA Angle Trend Long

Smooths the close with nested weighted moving averages and tracks the percentage change over 3 bars. It buys when that change exceeds 0.010472018% and sells when it falls below -0.010472018%.

TrendLong onlySwingDAX 401 hour
n/aProfit factor
9,909Net profit EUR
39.58%Win rate
4,333Trades
-3,738Max drawdown
2.29Avg trade

Best run of 9. DAX 40, 1 hour, spread 3, from run sweeps:2026-10-12-DAX40-1h-opt.tsv:20.

Entry rules, long

  1. The close is smoothed by WMA(2), then WMA(3), WMA(5) and WMA(8), applied in that order.
  3. A long is opened at market on that condition when no long position is open.

Exit rules

  1. The long is closed at market when that percentage change falls below -0.010472018%.

Test conditions

PeriodUp to 2026-10-12
InstrumentDAX 40, 1 hour
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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
DAX 40Best run1 hourn/a 4,33339.589,909 EUR-3,738
USD/JPYDailyn/a 54841.24620,350 USD-520,600
Nikkei 225Dailyn/a 47943.0134,376 USD-15,429
Dow JonesDailyn/a 61840.7821,571 EUR-6,218
Dow Jones1 hourn/a 1,55340.5713,617 EUR-9,304
Nasdaq 100Dailyn/a 46440.309,999 EUR-5,832
DAX 40Dailyn/a 63141.368,309 EUR-5,066
GoldDailyn/a 56540.712,935 EUR-1,047
Gold4 hoursn/a 1,29440.882,255 EUR-941

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Nested WMA Angle Trend Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

mc = WeightedAverage[2](close)
myMd = WeightedAverage[3](mc)
me = WeightedAverage[5](myMd)
mavw = WeightedAverage[8](me)

prev = mavw[3]
chg = 0

13 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

WMA
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Nested WMA Angle Trend Long 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 9 market and timeframe combinations. The best run by trade count was DAX 40, 1 hour, with 4,333 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,738 EUR at the tested position size, against a net result of 9,909 EUR.

Does it trade long, short or both?

It only takes long trades.

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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