Buys when the QQE line flips the trend up through its slow band with the line above 50, and sells short when it flips down with the line below 50. Each opposite signal reverses the position, and there is no stop loss.
Best run of 15. USD/JPY, Daily, spread 1, from run pf:2026-10-04-USDJPY-D.tsv:18.
| Period | Up to 2026-10-04 |
| Instrument | USD/JPY, Daily |
| Spread | 1 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 |
|---|---|---|---|---|---|---|
| USD/JPYBest run | Daily | 2.28 | 109 | 44.04 | 2,959,290 USD | -692,500 |
| USD/JPY | 4 hours | n/a | 353 | 35.41 | 896,510 USD | -341,880 |
| USD/JPY | 10 min | n/a | 2,107 | 33.79 | 649,240 USD | -224,860 |
| USD/JPY | 5 min | n/a | 2,167 | 32.76 | 243,790 USD | -168,180 |
| EUR/USD | Daily | n/a | 132 | 38.64 | 147,963 USD | -71,993 |
| Nikkei 225 | Daily | n/a | 102 | 37.25 | 36,920 USD | -21,385 |
| Silver | 15 min | n/a | 2,211 | 31.07 | 25,832 USD | -19,985 |
| DAX 40 | 10 min | n/a | 2,087 | 33.64 | 14,322 EUR | -3,944 |
| Gold | Daily | n/a | 139 | 41.01 | 3,256 EUR | -1,108 |
| Gold | 10 min | n/a | 2,159 | 31.96 | 2,743 EUR | -744 |
| Gold | 5 min | n/a | 2,113 | 33.22 | 2,469 EUR | -937 |
| Gold | 30 min | n/a | 2,061 | 32.95 | 1,979 EUR | -1,467 |
| Gold | 1 hour | n/a | 1,289 | 33.05 | 1,936 EUR | -1,271 |
| Gold | 15 min | n/a | 2,161 | 31.61 | 1,807 EUR | -948 |
| Gold | 3 min | n/a | 2,060 | 32.18 | 1,777 EUR | -1,334 |
Charts
Top 10 of 15 runs. The full list is in the table above.
The code
// ============================================================== // QQE Slow Band Trend Flip // ProRealAlgos Strategy Library | prorealalgos.com // Type: Trend // Direction: Long & short // Timeframe tested: Daily // ============================================================== DEFPARAM CumulateOrders = false ONCE lb = 0 ONCE sb = 0 ONCE trend = 1 myRsi = RSI[14](close) qqe = ExponentialAverage[5](myRsi) delta = abs(qqe - qqe[1]) darone = ExponentialAverage[9](delta) dar = ExponentialAverage[9](darone) * 4.236
38 more lines: the entry and exit rules.
Setup
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 15 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 2.28 over 109 trades.
The best run had a maximum drawdown of 692,500 USD at the tested position size, against a net result of 2,959,290 USD.
It trades both long and short.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.