Strategies / Trend / Parabolic SAR and Momentum Cross

Parabolic SAR and Momentum Cross

Enters on a Parabolic SAR cross in the direction of a 100-period EMA, confirmed by a momentum cross through zero. Exits when price crosses the stop or target levels set from the 20-bar high or low.

TrendLong & shortIntradayNasdaq 10030 min

n/aProfit factor

10,960Net profit EUR

51.74%Win rate

288Trades

-3,802Max drawdown

38.06Avg trade

Best run of 24. Nasdaq 100, 30 min, spread 3, from run sweeps:2026-10-12-NAS100-30m-opt.tsv:22.

Entry rules, long

The previous close is above the 100-period EMA.
A 20-period linear regression momentum reading crosses above zero.
No position is open.

Entry rules, short

The previous close is below the 100-period EMA.
A 20-period linear regression momentum reading crosses below zero.
No position is open.

Exit rules

A short closes when the previous close crosses above its stop at 1.02 times the 20-bar high, or below its profit target.
The profit target sits 1.125 times the stop distance from the entry close.

Test conditions

Period	Up to 2026-10-12
Instrument	Nasdaq 100, 30 minutes
Spread	3 points
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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	30 min	n/a	288	51.74	10,960 EUR	-3,802
USD/JPY	Daily	n/a	17	58.82	347,830 USD	-241,530
EUR/USD	1 hour	n/a	158	51.90	57,203 USD	-37,578
Nikkei 225	30 min	n/a	245	54.69	29,476 USD	-9,698
Silver	5 min	n/a	181	51.93	20,242 USD	-7,586
Dow Jones	1 hour	n/a	65	61.54	20,119 EUR	-7,605
Nikkei 225	5 min	n/a	131	54.96	13,200 USD	-12,976
Nikkei 225	2 min	n/a	97	53.61	11,358 USD	-8,815
DAX 40	30 min	n/a	246	52.03	9,648 EUR	-4,520
DAX 40	10 min	n/a	141	51.06	6,843 EUR	-4,720
US Crude Oil	2 min	n/a	171	54.97	4,587 EUR	-2,991
US Crude Oil	10 min	n/a	269	52.04	4,220 EUR	-2,790
GBP/USD	10 min	n/a	57	59.65	4,027 USD	-1,507
US Crude Oil	5 min	n/a	184	51.09	3,637 EUR	-3,484
Brent Crude	2 min	n/a	141	57.45	3,466 EUR	-3,176
Brent Crude	3 min	n/a	154	51.95	3,365 EUR	-2,979
Brent Crude	30 min	n/a	210	51.43	3,336 EUR	-2,909
US Crude Oil	3 min	n/a	160	53.12	3,293 EUR	-2,614
FTSE 100	5 min	n/a	45	62.22	2,910 EUR	-635
DAX 40	1 min	n/a	18	61.11	2,775 EUR	-1,587
Gold	3 min	n/a	101	54.46	1,484 EUR	-685
Gold	5 min	n/a	114	52.63	1,386 EUR	-691
Gold	2 min	n/a	84	54.76	1,173 EUR	-815
Gold	Daily	n/a	24	62.50	423 EUR	-321

Charts

Results by run

Top 10 of 24 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Parabolic SAR and Momentum Cross
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE trade = 0
ONCE lsl = 0
ONCE ltp = 0
ONCE ssl = 0
ONCE stp = 0

src = close[1]
hi = high[1]
lo = low[1]
hh = highest[20](hi)
ll = lowest[20](lo)
sma = Average[20](src)
oscin = src - ((hh + ll) / 2 + sma) / 2
osc = LinearRegression[20](oscin)
sarnow = SAR[0.02,0.02,0.2]
psar = sarnow[1]
ema = ExponentialAverage[100](src)

enterlong = 0
entershort = 0

55 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
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".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

Parabolic SAREMALinear RegressionSMA

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Parabolic SAR and Momentum Cross 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 24 market and timeframe combinations. The best run by trade count was Nasdaq 100, 30 minutes, with 288 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,802 EUR at the tested position size, against a net result of 10,960 EUR.

Does it trade long, short or both?

It trades both long and short.

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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.com Stats Docs