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Strategies / Momentum / ROC Zero Cross Auto Reverse

ROC Zero Cross Auto Reverse

Trades the sign of a 365 bar rate of change, going long when it turns positive and short when it turns negative. Each entry has a 6% stop, and a stopped trade is followed by an entry on the opposite side.

MomentumLong & shortIntradaySilver3 min
n/aProfit factor
16,486Net profit USD
24.43%Win rate
2,522Trades
-16,056Max drawdown
6.54Avg trade

Best run of 11. Silver, 3 min, spread 2, from run sweeps:2026-10-12-SILVER-3m-opt.tsv:7.

Entry rules, long

  2. After a stop leaves the strategy flat, a long opens if the last trade was short

Entry rules, short

  2. A bubble is active and the rate of change crosses below 180 after being above 180 on each of the previous 7 bars
  3. After a stop leaves the strategy flat, a short opens if the last trade was long

Exit rules

  2. An opposite entry signal closes the trade and reverses it

Test conditions

PeriodUp to 2026-10-12
InstrumentSilver, 3 minutes
Spread2 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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
SilverBest run3 minn/a 2,52224.4316,486 USD-16,056
Nikkei 225Dailyn/a 9736.0854,469 USD-14,704
Nasdaq 100Dailyn/a 8625.5823,601 EUR-8,921
Silver2 minn/a 2,34526.5222,340 USD-17,637
Dow JonesDailyn/a 15428.5716,823 EUR-13,757
S&P 500Dailyn/a 13323.314,386 EUR-2,020
GoldDailyn/a 17136.264,074 EUR-1,534
S&P 5004 hoursn/a 30332.343,476 EUR-1,123
Gold4 hoursn/a 36135.183,001 EUR-1,094
Gold1 hourn/a 1,31828.452,242 EUR-1,059
Gold2 minn/a 2,38227.411,023 EUR-982

Charts

Results by run

Top 10 of 11 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// ROC Zero Cross Auto Reverse
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 3 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE inbubble = 0
ONCE lastdir = 0

myRoc = (close / close[365] - 1) * 100

34 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.
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 16,056 USD is large next to the net profit of 16,486 USD.

Questions

About this strategy

Can I run ROC Zero Cross Auto Reverse 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 11 market and timeframe combinations. The best run by trade count was Silver, 3 minutes, with 2,522 trades.

How large was the drawdown?

The best run had a maximum drawdown of 16,056 USD at the tested position size, against a net result of 16,486 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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SMA Crossover With RSI Exit

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ATR Momentum

Also a momentum strategy.

n/a PF · 15,021 trades

See how ProRealAlgos combines strategies like this into one automated portfolio.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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