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Strategies / Trend / Parabolic SAR Histogram Flip

Parabolic SAR Histogram Flip

Buys 1 contract when the close moves above the Parabolic SAR while flat, and sells short when it moves below while flat. Exits a position when the close crosses back through the SAR.

TrendLong & shortSwingUSD/JPY4 hours
n/aProfit factor
449,230Net profit USD
42.73%Win rate
1,500Trades
-230,340Max drawdown
299Avg trade

Best run of 8. USD/JPY, 4 hours, spread 1, from run sweeps:2026-10-04-USDJPY-4h-opt.tsv:27.

Entry rules, long

  1. The close minus the Parabolic SAR (0.02, 0.2) turns from below zero to above zero while flat.

Entry rules, short

  1. The close minus the Parabolic SAR (0.02, 0.2) turns from above zero to below zero while flat.

Exit rules

  2. The close minus the Parabolic SAR turns from below zero to above zero while a short is open, closing it.

Test conditions

PeriodUp to 2026-10-04
InstrumentUSD/JPY, 4 hours
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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest run4 hoursn/a 1,50042.73449,230 USD-230,340
Dow JonesDailyn/a 72641.7419,396 EUR-6,158
GBP/USDDailyn/a 59642.4512,417 USD-6,199
Nasdaq 1004 hoursn/a 1,42442.498,213 EUR-4,362
DAX 40Dailyn/a 67543.117,660 EUR-3,760
Brent Crude4 hoursn/a 75841.956,719 EUR-3,649
DAX 404 hoursn/a 1,36141.076,073 EUR-5,427
S&P 500Dailyn/a 76041.182,032 EUR-1,264

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Parabolic SAR Histogram Flip
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE last = 0

mySar = SAR[0.02,0.02,0.2]
hist = close - mySar

27 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 SAR
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 230,340 USD is large next to the net profit of 449,230 USD.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Parabolic SAR Histogram Flip 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 8 market and timeframe combinations. The best run by trade count was USD/JPY, 4 hours, with 1,500 trades.

How large was the drawdown?

The best run had a maximum drawdown of 230,340 USD at the tested position size, against a net result of 449,230 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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Uses the same indicator.

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Trend Surfer

Best run on the same market, USD/JPY.

1.04 PF · 10,813 trades

ADX Filtered EMA Cross

Also a trend 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