The books... not free though
Buys when the PPO histogram has been above 0.025 on two bars of an upward phase, and sells when it has been below -0.025 on two bars of a downward phase. Holds one contract, long only.
Best run of 29. Nikkei 225, Daily, spread 10, from run pf:2026-10-04-NIKKEI-D.tsv:2.
| Period | Up to 2026-10-04 |
| Instrument | Nikkei 225, Daily |
| Spread | 10 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 | 2026-10-04 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| Nikkei 225Best run | Daily | 1.34 | 358 | 44.41 | 35,980 USD | -8,574 |
| Gold | 1 hour | 1.22 | 2,457 | 44.24 | 3,334 EUR | -746 |
| Nasdaq 100 | 1 hour | 1.19 | 2,721 | 42.37 | 17,968 EUR | -3,688 |
| DAX 40 | 1 hour | 1.17 | 2,419 | 44.40 | 19,200 EUR | -3,639 |
| USD/JPY | 1 hour | 1.13 | 2,124 | 45.48 | 781,220 USD | -185,960 |
| USD/JPY | 30 min | n/a | 1,954 | 44.68 | 392,870 USD | -176,530 |
| Silver | 4 hours | n/a | 904 | 41.04 | 28,461 USD | -12,018 |
| Nikkei 225 | 1 hour | n/a | 2,195 | 43.92 | 28,021 USD | -12,367 |
| Dow Jones | Daily | n/a | 468 | 42.74 | 26,308 EUR | -7,734 |
| Nikkei 225 | 4 hours | n/a | 722 | 43.49 | 24,029 USD | -10,741 |
| Dow Jones | 1 hour | n/a | 806 | 46.28 | 20,070 EUR | -5,461 |
| Nikkei 225 | 5 min | n/a | 2,071 | 44.08 | 15,675 USD | -11,242 |
| Nikkei 225 | 3 min | n/a | 1,587 | 44.80 | 14,475 USD | -7,780 |
| Dow Jones | 4 hours | n/a | 285 | 42.46 | 10,928 EUR | -7,247 |
| Nasdaq 100 | Daily | n/a | 370 | 42.16 | 9,673 EUR | -4,477 |
| Nasdaq 100 | 4 hours | n/a | 895 | 44.13 | 9,602 EUR | -4,452 |
| DAX 40 | Daily | n/a | 487 | 45.59 | 9,199 EUR | -5,710 |
| Dow Jones | 10 min | n/a | 1,566 | 43.36 | 8,830 EUR | -8,758 |
| DAX 40 | 4 hours | n/a | 842 | 44.06 | 7,179 EUR | -5,264 |
| Nasdaq 100 | 5 min | n/a | 1,384 | 44.36 | 5,436 EUR | -4,390 |
| Gold | Daily | n/a | 412 | 43.93 | 2,960 EUR | -1,183 |
| Gold | 4 hours | n/a | 860 | 43.37 | 2,564 EUR | -694 |
| S&P 500 | 1 hour | n/a | 2,462 | 43.30 | 2,528 EUR | -963 |
| S&P 500 | Daily | n/a | 487 | 39.63 | 2,396 EUR | -777 |
| S&P 500 | 5 min | n/a | 844 | 45.85 | 2,295 EUR | -983 |
| FTSE 100 | 3 min | n/a | 472 | 43.43 | 1,868 EUR | -644 |
| S&P 500 | 4 hours | n/a | 856 | 44.16 | 1,777 EUR | -921 |
| Gold | 3 min | n/a | 1,403 | 46.12 | 1,565 EUR | -786 |
| S&P 500 | 1 min | n/a | 123 | 48.78 | 529 EUR | -477 |
Charts
Top 10 of 29 runs. The full list is in the table above.
Above 1.0 made money, below 1.0 lost money.
The code
// ============================================================== // PPO Histogram Trend Persistence // ProRealAlgos Strategy Library | prorealalgos.com // Type: Momentum // Direction: Long only // Timeframe tested: Daily // ============================================================== DEFPARAM CumulateOrders = false ONCE dir = 0 ONCE dur = 0 ONCE persisted = 0 ONCE adviced = 0 myMacd = ExponentialAverage[12](close) - ExponentialAverage[26](close) ppo = 100 * myMacd / ExponentialAverage[26](close) ppohist = ppo - ExponentialAverage[9](ppo)
41 more lines: the entry and exit rules.
Setup
Nikkei 225 had no history beyond the standard run, so both runs used 11,000 bars.
| Bars available | 11,000 |
| Net, standard 200,000-bar run | 35,979.90 USD |
| Net, long run | 37,620.90 USD |
| Net on the older data alone | 1,641.00 USD |
Questions
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.
It was tested on 29 market and timeframe combinations. The best run was Nikkei 225, Daily, with a profit factor of 1.34 over 358 trades.
The best run had a maximum drawdown of 8,574 USD at the tested position size, against a net result of 35,980 USD.
It only takes long trades.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.
