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Strategies / Trend / Parabolic SAR Flip Delayed Exit

Parabolic SAR Flip Delayed Exit

Buys when the Parabolic SAR moves below the close after sitting above it on the two prior bars, with RSI(14) above 40 and ADX(14) above 18. Sells 3 bars after the first bearish SAR flip while the position is long.

TrendLong onlySwingS&P 500Daily
1.73Profit factor
4,003Net profit EUR
48.26%Win rate
402Trades
-852Max drawdown
9.96Avg trade

Best run of 12. S&P 500, Daily, spread 1, from run pf:2026-10-12-USA500-D.tsv:28.

Entry rules, long

  2. RSI(14) is above 40.
  3. ADX(14) is above 18.
  4. Only when no position is open.

Exit rules

  1. The first bearish SAR flip while long starts a countdown, when the SAR moves above the close.

Test conditions

PeriodUp to 2026-10-13
InstrumentS&P 500, Daily
Spread1 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 tested2026-10-13

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
S&P 500Best runDaily1.73 40248.264,003 EUR-852
Dow JonesDaily1.61 40146.3827,809 EUR-3,904
SilverDailyn/a 26246.1829,899 USD-23,166
Nikkei 225Dailyn/a 30646.4122,835 USD-20,982
Nasdaq 100Dailyn/a 29850.6710,511 EUR-6,011
Dow Jones4 hoursn/a 25946.339,011 EUR-5,930
DAX 404 hoursn/a 80847.157,060 EUR-4,069
DAX 40Dailyn/a 32244.106,328 EUR-4,098
FTSE 100Dailyn/a 28251.065,125 EUR-1,929
Gold4 hoursn/a 79145.511,929 EUR-1,033
GoldDailyn/a 29847.651,828 EUR-1,144
Gold1 hourn/a 2,74543.86886 EUR-854

Charts

Results by run

Top 10 of 12 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Parabolic SAR Flip Delayed Exit
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE flipbar = -1

mySar = SAR[0.02, 0.02, 0.2]
myRsi = RSI[14](close)
myAdx = ADX[14]

19 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

Parabolic SARRSIADX
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 Parabolic SAR Flip Delayed Exit 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 12 market and timeframe combinations. The best run was S&P 500, Daily, with a profit factor of 1.73 over 402 trades.

How large was the drawdown?

The best run had a maximum drawdown of 852 EUR at the tested position size, against a net result of 4,003 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