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Strategies / Trend / Parabolic SAR Upside Crossover

Parabolic SAR Upside Crossover

Buys when the close crosses above the parabolic SAR, using settings 0.02, 0.02 and 0.2, and sells when it crosses back below. The strategy opens no short positions.

TrendLong onlySwingGoldDaily
1.48Profit factor
31,859Net profit EUR
43.64%Win rate
550Trades
-7,670Max drawdown
57.93Avg trade

Best run of 3. Gold, Daily, spread 0.6, from run pf:2026-10-11-GOLD-D.tsv:7.

Entry rules, long

Exit rules

  1. The close crosses under the parabolic SAR, and the long position is closed at market.

Test conditions

PeriodUp to 2026-10-11
InstrumentGold, Daily
Spread0.6 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
GoldBest runDaily1.48 55043.6431,859 EUR-7,670
Brent CrudeDaily1.30 24445.4914,920 EUR-10,869
GBP/USDDaily1.12 59742.384,769 USD-3,667

Charts

Results by run

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

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

DEFPARAM CumulateOrders = false
ONCE capital = 10000

19 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
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Parabolic SAR Upside 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 3 market and timeframe combinations. The best run was Gold, Daily, with a profit factor of 1.48 over 550 trades.

How large was the drawdown?

The best run had a maximum drawdown of 7,670 EUR at the tested position size, against a net result of 31,859 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

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Uses the same indicator.

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CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

Reversal Pattern With Confluence Score

Also a trend strategy.

1.48 PF · 836 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