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Strategies / Pattern / Scored Confluence Entry With ATR Bracket

Scored Confluence Entry With ATR Bracket

The strategy scores trend, crossover, gap and sweep conditions for long and short trades, and enters when the score is at least 3 and ATR(5) is above ATR(14). Each trade uses a stop 1.5 times ATR(14) and a target 2.5 times ATR(14) from entry.

PatternLong & shortIntradayDow Jones15 min
n/aProfit factor
1,514Net profit EUR
36.81%Win rate
364Trades
-1,508Max drawdown
4.16Avg trade

Best run of 9. Dow Jones, 15 min, spread 3, from run sweeps:2026-10-03-DOW30-15m-opt.tsv:16.

Entry rules, long

  1. The close is above the 50-bar simple moving average, which is above the 500-bar simple moving average
  2. The close crosses over the 7-bar simple moving average
  3. The low is above the high from 2 bars earlier
  4. The low moves below the prior bar's 15-bar lowest low and the close moves back above it
  6. ATR(5) is above ATR(14), and Bollinger Band width (20, 2) is not below 1.1 times its 50-bar low

Entry rules, short

  1. The close is below the 50-bar simple moving average, which is below the 500-bar simple moving average
  2. The close crosses under the 7-bar simple moving average
  3. The high is below the low from 2 bars earlier
  4. The high moves above the prior bar's 15-bar highest high and the close moves back below it
  6. ATR(5) is above ATR(14), and Bollinger Band width (20, 2) is not below 1.1 times its 50-bar low

Exit rules

  2. An opposite signal reverses the position

Test conditions

PeriodUp to 2026-10-03
InstrumentDow Jones, 15 minutes
Spread3 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 tested2026-10-03

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Dow JonesBest run15 minn/a 36436.811,514 EUR-1,508
USD/JPYDailyn/a 3644.443,490 USD-1,710
Dow Jones4 hoursn/a 3444.123,100 EUR-1,441
Brent Crude4 hoursn/a 3943.592,944 EUR-784
DAX 404 hoursn/a 8742.532,276 EUR-1,441
Dow JonesDailyn/a 4734.042,073 EUR-1,640
S&P 5004 hoursn/a 7142.25468 EUR-409
GoldDailyn/a 5349.06311 EUR-104
S&P 500Dailyn/a 3735.14251 EUR-237

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Scored Confluence Entry With ATR Bracket
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long & short
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

smatrig = Average[7](close)
smamid = Average[50](close)
smamacro = Average[500](close)
myAtr = AverageTrueRange[14](close)
atrshort = AverageTrueRange[5](close)

bbbasis = Average[20](close)
bbdev = STD[20](close)
bbwidth = ((bbbasis + bbdev * 2) - (bbbasis - bbdev * 2)) / bbbasis

50 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.

Indicators used

SMAATRBollinger Bands
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 1,508 EUR is large next to the net profit of 1,514 EUR.

Questions

About this strategy

Can I run Scored Confluence Entry With ATR Bracket 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 9 market and timeframe combinations. The best run by trade count was Dow Jones, 15 minutes, with 364 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,508 EUR at the tested position size, against a net result of 1,514 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

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Turtle Trade

Best run on the same market, Dow Jones.

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Breakout Reversal

Also a pattern strategy.

n/a PF · 459 trades

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

Copy trading on US indices is available to ProRealAlgos members as spots open.

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