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Strategies / Trend / Parabolic SAR Two-Way Crossover

Parabolic SAR Two-Way Crossover

Buys when the close crosses above the parabolic SAR, using settings 0.02, 0.02 and 0.2, and sells short when it crosses below. Each opposite cross closes the open trade and reverses the position.

TrendLong & shortSwingGBP/USDDaily
1.16Profit factor
12,453Net profit USD
41.79%Win rate
1,194Trades
-3,406Max drawdown
10.43Avg trade

Best run of 2. GBP/USD, Daily, spread 1.8, from run pf:2026-10-10-GBPUSD-D.tsv:15.

Entry rules, long

  1. The close crosses over the parabolic SAR (0.02, 0.02, 0.2).

Entry rules, short

  1. The close crosses under the parabolic SAR (0.02, 0.02, 0.2).

Exit rules

  2. A cross over the parabolic SAR closes the short position, and the same cross opens a long position.

Test conditions

PeriodUp to 2026-10-10
InstrumentGBP/USD, Daily
Spread1.8 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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GBP/USDBest runDaily1.16 1,19441.7912,453 USD-3,406
GoldDaily1.15 1,10141.3321,776 EUR-8,485

Charts

Results by run

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Parabolic SAR Two-Way Crossover
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false
ONCE capital = 10000

25 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 weaknesses2 points
  • A profit factor of 1.16 leaves little room for costs beyond the spread.
  • 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 Two-Way Crossover 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 2 market and timeframe combinations. The best run was GBP/USD, Daily, with a profit factor of 1.16 over 1,194 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,406 USD at the tested position size, against a net result of 12,453 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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Color Code Candle Flip

Best run on the same market, GBP/USD.

1.56 PF · 3,285 trades

Dual SMA Slope Trend

Also a trend strategy.

1.16 PF · 3,661 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