Strategies / Trend / SAR Flip With SMA Filter

SAR Flip With SMA Filter

Buys 1 contract when the Parabolic SAR flips below price after a candle pattern, with the close above the 60 period SMA. Sells the long on the mirror flip when the close is below the 60 period SMA.

TrendLong onlySwingNasdaq 1001 hour

3.33Profit factor

24,319Net profit EUR

56.56%Win rate

122Trades

-4,269Max drawdown

199Avg trade

Best run of 53. Nasdaq 100, 1 hour, spread 3, from run pf:2026-10-04-NAS100-1h.tsv:8.

Entry rules, long

One of the 2 prior bars was an up candle, with its close above its open.
The current bar is a down candle, with its open above its close.
The close is above the 60 period SMA.

Exit rules

One of the 2 prior bars was a down candle, with its open above its close.
The current bar is an up candle, with its close above its open.
The close is below the 60 period SMA.

Test conditions

Period	Up to 2026-10-04
Instrument	Nasdaq 100, 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	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	1 hour	3.33	122	56.56	24,319 EUR	-4,269
Nasdaq 100	30 min	2.04	179	62.57	18,928 EUR	-4,275
DAX 40	1 hour	1.92	117	47.01	16,587 EUR	-3,002
S&P 500	30 min	1.91	193	54.92	4,415 EUR	-836
Gold	15 min	1.85	244	49.59	2,456 EUR	-537
S&P 500	15 min	1.67	202	50.00	3,843 EUR	-691
Nasdaq 100	15 min	1.57	221	48.87	15,585 EUR	-3,591
USD/JPY	4 hours	n/a	36	38.89	299,120 USD	-288,140
USD/JPY	3 min	n/a	243	46.91	160,010 USD	-93,740
EUR/USD	1 hour	n/a	208	44.71	46,547 USD	-29,410
Dow Jones	Daily	n/a	15	66.67	40,801 EUR	-7,961
Nikkei 225	Daily	n/a	15	53.33	36,071 USD	-28,387
Dow Jones	30 min	n/a	91	58.24	32,534 EUR	-4,585
Nikkei 225	15 min	n/a	200	50.00	30,111 USD	-7,841
Nikkei 225	30 min	n/a	194	48.97	28,740 USD	-12,348
Nikkei 225	10 min	n/a	209	47.85	28,517 USD	-9,940
Silver	10 min	n/a	269	43.12	27,312 USD	-10,354
Nikkei 225	4 hours	n/a	32	43.75	24,542 USD	-13,472
Dow Jones	4 hours	n/a	11	72.73	20,218 EUR	-5,500
DAX 40	Daily	n/a	15	73.33	18,016 EUR	-3,843
Nasdaq 100	Daily	n/a	14	71.43	17,911 EUR	-6,159
Nasdaq 100	4 hours	n/a	29	79.31	16,439 EUR	-3,074
Dow Jones	15 min	n/a	175	43.43	15,503 EUR	-7,960
DAX 40	4 hours	n/a	35	57.14	14,369 EUR	-4,480
Dow Jones	1 hour	n/a	41	51.22	14,112 EUR	-6,069
Nikkei 225	1 hour	n/a	97	47.42	13,906 USD	-11,048
DAX 40	15 min	n/a	229	48.91	10,521 EUR	-4,261
US Crude Oil	4 hours	n/a	21	66.67	9,616 EUR	-5,353
FTSE 100	Daily	n/a	18	77.78	7,866 EUR	-2,242
US Crude Oil	3 min	n/a	227	48.46	7,540 EUR	-2,730
Brent Crude	4 hours	n/a	20	60.00	6,986 EUR	-4,797
DAX 40	5 min	n/a	240	50.00	6,866 EUR	-3,000
S&P 500	Daily	n/a	16	87.50	6,819 EUR	-1,238
Nasdaq 100	10 min	n/a	235	45.53	6,279 EUR	-3,912
DAX 40	30 min	n/a	207	47.34	6,078 EUR	-4,234
Nasdaq 100	2 min	n/a	252	45.24	6,013 EUR	-1,807
Brent Crude	2 min	n/a	227	48.90	5,789 EUR	-3,052
DAX 40	10 min	n/a	233	47.21	4,202 EUR	-3,622
FTSE 100	30 min	n/a	215	49.30	3,866 EUR	-1,516
Nasdaq 100	3 min	n/a	278	42.09	3,643 EUR	-3,588
Nasdaq 100	1 min	n/a	262	43.13	3,498 EUR	-3,423
S&P 500	4 hours	n/a	35	60.00	3,066 EUR	-1,325
Brent Crude	5 min	n/a	227	47.58	2,997 EUR	-2,817
S&P 500	10 min	n/a	225	51.56	2,855 EUR	-1,266
Gold	1 hour	n/a	127	49.61	2,808 EUR	-1,153
Gold	Daily	n/a	24	41.67	2,689 EUR	-773
S&P 500	5 min	n/a	242	48.35	2,448 EUR	-747
Gold	4 hours	n/a	40	57.50	2,430 EUR	-962
Gold	5 min	n/a	236	47.03	2,116 EUR	-1,076
S&P 500	1 hour	n/a	128	50.00	2,082 EUR	-1,249
Gold	10 min	n/a	246	44.72	1,704 EUR	-1,168
Gold	30 min	n/a	205	45.85	1,160 EUR	-1,100
S&P 500	2 min	n/a	278	48.20	801 EUR	-632

Charts

Results by run

Top 10 of 53 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// SAR Flip With SMA Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

sma = Average[60](close)
mySar = SAR[0.02, 0.02, 0.2]

27 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

Parabolic SARSMA

Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · 1 hour · older data 352.60 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 114,000 bars.

Nasdaq 100 · 1 hour

Bars available	114,000
Net, standard 200,000-bar run	24,318.90 EUR
Net, long run	24,671.50 EUR
Net on the older data alone	352.60 EUR

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 SAR Flip With SMA Filter 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 53 market and timeframe combinations. The best run was Nasdaq 100, 1 hour, with a profit factor of 3.33 over 122 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,269 EUR at the tested position size, against a net result of 24,319 EUR.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

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Renko MA Cross

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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