Strategies / Trend / QQE Line Reversal System

QQE Line Reversal System

Buys when the smoothed RSI moves above the active QQE trailing line and sells short when it moves below, so the position is always long or short. Each opposite signal reverses the position, with no stop loss or target.

TrendLong & shortSwingDAX 401 hour

n/aProfit factor

13,386Net profit EUR

40.09%Win rate

6,581Trades

-8,146Max drawdown

2.03Avg trade

Best run of 4. DAX 40, 1 hour, spread 3, from run sweeps:2026-10-03-DAX40-1h-opt.tsv:22.

Entry rules, long

Only when no long position is open.

Entry rules, short

Only when no short position is open.

Exit rules

There is no stop loss or target.

Test conditions

Period	Up to 2026-10-03
Instrument	DAX 40, 1 hour
Spread	3 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	2026-10-03

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
DAX 40Best run	1 hour	n/a	6,581	40.09	13,386 EUR	-8,146
USD/JPY	Daily	n/a	796	42.59	2,339,910 USD	-644,560
USD/JPY	4 hours	n/a	2,177	41.94	386,920 USD	-317,590
EUR/USD	Daily	n/a	768	40.89	91,460 USD	-81,141

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// QQE Line Reversal System
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE longband = 0
ONCE shortband = 0
ONCE trend = 1

myRsi = RSI[14](close)
rsima = ExponentialAverage[5](myRsi)
atrrsi = abs(rsima[1] - rsima)
maatrrsi = ExponentialAverage[27](atrrsi)
dar = ExponentialAverage[27](maatrrsi) * 4.238

newshort = rsima + dar
newlong = rsima - dar

44 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

RSIEMA

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 8,146 EUR is large next to the net profit of 13,386 EUR.

Questions

About this strategy

Can I run QQE Line Reversal System 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 4 market and timeframe combinations. The best run by trade count was DAX 40, 1 hour, with 6,581 trades.

How large was the drawdown?

The best run had a maximum drawdown of 8,146 EUR at the tested position size, against a net result of 13,386 EUR.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Heikin Ashi Color Flip

Best run on the same market, DAX 40.

1.12 PF · 3,692 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