Strategies / Trend / Parabolic SAR Flip Risk Reward

Parabolic SAR Flip Risk Reward

Buys when the Parabolic SAR flips below the close, the close is above its 100 and 20 period SMAs and RSI(14) is above 55. Shorts mirror these rules, with the stop at the SAR and a target 6 times the risk.

TrendLong & shortSwingUSD/JPYDaily

2.36Profit factor

87,880Net profit USD

26.40%Win rate

250Trades

-4,570Max drawdown

352Avg trade

Best run of 20. USD/JPY, Daily, spread 1, from run pf:2026-10-10-USDJPY-D.tsv:2.

Entry rules, long

The close is above the 100-period SMA and above the 20-period SMA.
The prior close was at or above the prior 20-period SMA.
RSI(14) is above 55.
Only when no long position is open.

Entry rules, short

The close is below the 100-period SMA and below the 20-period SMA.
The prior close was at or below the prior 20-period SMA.
RSI(14) is below 45.
Only when no short position is open.

Exit rules

The target is 6 times that stop distance from the entry price.
An opposite signal closes the trade and reverses it.

Test conditions

Period	Up to 2026-10-10
Instrument	USD/JPY, Daily
Spread	1 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	2026-10-10

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
USD/JPYBest run	Daily	2.36	250	26.40	87,880 USD	-4,570
Gold	1 hour	1.40	1,110	27.48	3,780 EUR	-762
Nikkei 225	Daily	n/a	118	28.81	50,779 USD	-17,032
Silver	4 hours	n/a	307	26.71	29,729 USD	-25,779
Dow Jones	4 hours	n/a	102	27.45	12,474 EUR	-11,625
Nasdaq 100	Daily	n/a	129	27.91	11,416 EUR	-8,076
US Crude Oil	15 min	n/a	2,010	24.78	11,295 EUR	-4,236
DAX 40	Daily	n/a	178	29.78	10,606 EUR	-9,570
DAX 40	10 min	n/a	2,124	25.71	7,561 EUR	-3,690
Nasdaq 100	10 min	n/a	2,103	24.01	7,431 EUR	-4,542
Brent Crude	30 min	n/a	1,268	24.92	6,513 EUR	-5,153
Nasdaq 100	1 hour	n/a	1,184	24.75	6,392 EUR	-5,372
Brent Crude	10 min	n/a	2,138	24.79	5,259 EUR	-4,634
Gold	10 min	n/a	2,185	22.93	3,435 EUR	-1,129
Gold	Daily	n/a	136	30.88	3,392 EUR	-1,228
S&P 500	Daily	n/a	176	25.57	3,227 EUR	-2,056
Gold	15 min	n/a	2,186	22.92	2,495 EUR	-832
Gold	3 min	n/a	2,179	24.97	1,948 EUR	-661
Gold	4 hours	n/a	309	29.13	1,894 EUR	-1,206
Gold	5 min	n/a	2,249	23.52	1,189 EUR	-808

Charts

Results by run

Top 10 of 20 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 Risk Reward
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

smaval = Average[100](close)
basis = Average[20](close)
rsival = RSI[14](close)
psar = SAR[0.01, 0.01, 0.2]

22 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 SARSMARSI

Longer historyRe-run on up to 1,000,000 barsUSD/JPY · Daily · older data 0.00 USD

USD/JPY had no history beyond the standard run, so both runs used 12,000 bars.

USD/JPY · Daily

Bars available	12,000
Net, standard 200,000-bar run	87,880.00 USD
Net, long run	87,880.00 USD
Net on the older data alone	0.00 USD

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 Risk Reward 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 20 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 2.36 over 250 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,570 USD at the tested position size, against a net result of 87,880 USD.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

EMA 8 21 RSI Filtered Bracket

Best run on the same market, USD/JPY.

1.09 PF · 6,194 trades

Supertrend Flip Above Regression Line

Also a trend strategy.

2.35 PF · 131 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.com Stats Docs