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Strategies / Momentum / Oscillator Cross With Trend Filter

Oscillator Cross With Trend Filter

A long-only system that buys on a green candle after a buying-pressure oscillator crosses above 45 or 30, provided a 20-bar smoothed average is above a 50-bar one. It exits when the oscillator falls below 70 or the price drops 3% below entry.

MomentumLong onlySwingDAX 40Daily
1.44Profit factor
12,681Net profit EUR
57.72%Win rate
272Trades
-2,648Max drawdown
46.62Avg trade

Best run of 16. DAX 40, Daily, spread 3, from run pf:2026-10-12-DAX40-D.tsv:2.

Entry rules, long

  2. The current candle is green, with close above open.
  3. The 20-bar smoothed average of (high + low) / 2 is above the 50-bar smoothed average.

Exit rules

  2. The long also closes at market when the close is more than 3% below the entry price while the oscillator is below 70.

Test conditions

PeriodUp to 2026-10-12
InstrumentDAX 40, Daily
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 runDaily1.44 27257.7212,681 EUR-2,648
USD/JPY4 hoursn/a 41966.35403,320 USD-255,690
Nikkei 2254 hoursn/a 39862.0624,908 USD-9,022
Dow Jones4 hoursn/a 17971.5117,178 EUR-5,524
Dow JonesDailyn/a 26058.0817,122 EUR-7,610
DAX 404 hoursn/a 45063.5610,239 EUR-3,023
Nasdaq 100Dailyn/a 35248.019,796 EUR-3,245
Dow Jones30 minn/a 97364.659,309 EUR-6,517
Nasdaq 1004 hoursn/a 60164.236,154 EUR-3,849
DAX 405 minn/a 2,40361.674,368 EUR-3,346
FTSE 1001 hourn/a 1,43162.263,754 EUR-2,170
S&P 5004 hoursn/a 55267.572,393 EUR-636
S&P 500Dailyn/a 30063.672,295 EUR-812
Gold4 hoursn/a 42060.241,300 EUR-966
GoldDailyn/a 24950.601,214 EUR-926
Gold30 minn/a 1,87560.851,111 EUR-1,023

Charts

Results by run

Top 10 of 16 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Oscillator Cross With Trend Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lastcond = -1000
ONCE smmat = 0
ONCE smmaf = 0
ONCE seedt = 0
ONCE seedf = 0

hh = max(high, close[1])
ll = min(low, close[1])
bp = close - ll
myTr = hh - ll
tra = summation[5](myTr)
trb = summation[10](myTr)
trc = summation[15](myTr)

42 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

Wilder Average
Read this firstKnown weaknesses2 points
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Oscillator Cross With Trend Filter 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 16 market and timeframe combinations. The best run was DAX 40, Daily, with a profit factor of 1.44 over 272 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,648 EUR at the tested position size, against a net result of 12,681 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

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Heikin Ashi Color Flip

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Impulse Momentum

Also a momentum strategy.

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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