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Strategies / Trend / Parabolic SAR Flip Momentum

Parabolic SAR Flip Momentum

It buys when price flips above the Parabolic SAR and stays above the 100-period EMA, with a candle body above its 100-period standard deviation and rising momentum. It closes the long when price falls below the SAR.

TrendLong onlySwingUSD/JPYDaily
1.77Profit factor
1,172,030Net profit USD
48.65%Win rate
185Trades
-195,620Max drawdown
6,335Avg trade

Best run of 15. USD/JPY, Daily, spread 1, from run pf:2026-10-12-USDJPY-D.tsv:62.

Entry rules, long

  2. The flip happened on this bar or fewer than 4 bars earlier, and the close is above both the SAR and the 100-period EMA.
  3. The candle body (close minus open) is larger than the 100-period standard deviation of candle bodies.
  4. The momentum value, a 20-period linear regression of close minus a blended 20-bar midpoint, is higher than on the prior bar.

Exit rules

  2. No stop loss or profit target is set.

Test conditions

PeriodUp to 2026-10-13
InstrumentUSD/JPY, 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
USD/JPYBest runDaily1.77 18548.651,172,030 USD-195,620
USD/JPY1 hourn/a 2,00041.95268,020 USD-184,580
USD/JPY30 minn/a 2,85041.05234,080 USD-151,870
Silver4 hoursn/a 42643.6629,222 USD-8,352
Nikkei 2254 hoursn/a 40944.0111,912 USD-9,023
Nikkei 225Dailyn/a 17044.129,611 USD-8,039
Nasdaq 10030 minn/a 3,15742.106,413 EUR-3,134
Nasdaq 1004 hoursn/a 54145.296,077 EUR-2,497
Brent CrudeDailyn/a 7648.685,770 EUR-4,185
DAX 401 hourn/a 1,68142.363,688 EUR-3,055
Brent Crude1 hourn/a 1,00242.513,363 EUR-2,185
Gold4 hoursn/a 44246.151,855 EUR-592
GoldDailyn/a 19147.12983 EUR-821
S&P 500Dailyn/a 29346.08962 EUR-939
Gold1 hourn/a 1,73941.40571 EUR-479

Charts

Results by run

Top 10 of 15 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

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

DEFPARAM CumulateOrders = false

ONCE lastcheck = -1000

mySar = SAR[0.02, 0.02, 0.2]

21 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 SAREMAStandard DeviationLinear Regression
Read this firstKnown weaknesses2 points
  • Results include the spread only. Commissions and overnight financing are not included.
  • The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run Parabolic SAR Flip Momentum 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 15 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.77 over 185 trades.

How large was the drawdown?

The best run had a maximum drawdown of 195,620 USD at the tested position size, against a net result of 1,172,030 USD.

Does it trade long, short or both?

It only takes long trades.

Related

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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