Strategies / Trend / Parabolic SAR Trend Filter Long

Parabolic SAR Trend Filter Long

Buys when a custom Parabolic SAR is in its down state, RSI(50) is above 49, ADX(14) is above its 10-period average and Chaikin Money Flow(20) is positive. Closes the long when the SAR switches to its up state and those conditions reverse.

TrendLong onlyIntradayGold15 min

n/aProfit factor

1,571Net profit EUR

26.99%Win rate

1,382Trades

-1,097Max drawdown

1.14Avg trade

Best run of 36. Gold, 15 min, spread 0.6, from run sweeps:2026-10-11-GOLD-15m-opt.tsv:22.

Entry rules, long

All four conditions must be true on the same bar.
RSI(50) is above 49.
ADX(14) is above its 10-period exponential average.
Chaikin Money Flow over 20 bars is above zero.

Exit rules

All four conditions must be true on the same bar to close the long.
RSI(50) is below 49.
ADX(14) is below its 10-period exponential average.
Chaikin Money Flow over 20 bars is below zero.

Test conditions

Period	Up to 2026-10-11
Instrument	Gold, 15 minutes
Spread	0.6 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	2026-10-11

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
GoldBest run	15 min	n/a	1,382	26.99	1,571 EUR	-1,097
USD/JPY	Daily	n/a	28	42.86	605,200 USD	-316,400
USD/JPY	15 min	n/a	1,270	31.73	446,440 USD	-206,720
USD/JPY	30 min	n/a	1,272	32.00	434,740 USD	-242,810
USD/JPY	10 min	n/a	1,255	33.39	394,710 USD	-222,060
Nikkei 225	4 hours	n/a	93	37.63	42,278 USD	-10,879
Nikkei 225	Daily	n/a	16	43.75	31,242 USD	-13,432
Nasdaq 100	Daily	n/a	10	80.00	24,021 EUR	-5,520
Nikkei 225	3 min	n/a	1,291	30.67	23,469 USD	-8,830
Nikkei 225	2 min	n/a	1,282	31.44	17,624 USD	-9,543
Nikkei 225	1 hour	n/a	394	36.29	17,603 USD	-13,299
Dow Jones	Daily	n/a	9	66.67	16,397 EUR	-11,142
Nasdaq 100	4 hours	n/a	84	50.00	15,610 EUR	-5,843
Nikkei 225	30 min	n/a	792	31.57	15,320 USD	-12,901
Nasdaq 100	1 hour	n/a	333	40.54	14,900 EUR	-6,249
Dow Jones	4 hours	n/a	59	49.15	14,802 EUR	-7,190
Nasdaq 100	30 min	n/a	737	36.09	12,273 EUR	-6,684
Nikkei 225	15 min	n/a	1,287	32.01	11,747 USD	-10,932
Nasdaq 100	5 min	n/a	1,231	32.41	11,648 EUR	-3,410
Nikkei 225	1 min	n/a	1,298	29.43	11,333 USD	-10,244
DAX 40	4 hours	n/a	93	38.71	7,889 EUR	-4,896
DAX 40	Daily	n/a	14	42.86	7,073 EUR	-5,511
Nasdaq 100	15 min	n/a	1,224	33.33	6,544 EUR	-4,905
DAX 40	1 hour	n/a	397	33.25	5,518 EUR	-5,267
Nasdaq 100	3 min	n/a	1,267	32.04	5,333 EUR	-3,902
DAX 40	10 min	n/a	1,278	30.83	5,066 EUR	-3,690
US Crude Oil	15 min	n/a	1,349	31.28	4,756 EUR	-4,524
Nasdaq 100	2 min	n/a	1,310	31.07	4,313 EUR	-2,952
S&P 500	Daily	n/a	14	57.14	3,900 EUR	-1,238
Dow Jones	2 min	n/a	1,381	28.46	3,816 EUR	-2,696
S&P 500	4 hours	n/a	80	51.25	3,032 EUR	-1,546
S&P 500	1 hour	n/a	357	38.66	2,928 EUR	-1,231
Gold	Daily	n/a	29	37.93	2,535 EUR	-1,108
Gold	4 hours	n/a	211	33.18	2,525 EUR	-1,345
Gold	1 hour	n/a	783	32.57	2,396 EUR	-1,537
S&P 500	30 min	n/a	718	37.05	2,195 EUR	-1,056

Charts

Results by run

Top 10 of 36 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Parabolic SAR Trend Filter Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE uptrend = -1
ONCE ep = 0
ONCE mySar = 0
ONCE af = 1.02
ONCE nextsar = 0

87 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 SARRSIADXEMAVolume

Read this firstKnown weaknesses3 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 1,097 EUR is large next to the net profit of 1,571 EUR.
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 Trend Filter Long 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 36 market and timeframe combinations. The best run by trade count was Gold, 15 minutes, with 1,382 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,097 EUR at the tested position size, against a net result of 1,571 EUR.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 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

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