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Strategies / Trend / Seasonal Trend Filter (long only)

Seasonal Trend Filter (long only)

Buys in February through May when the close is above its 50-period average. Sells when the month leaves that window or the close falls below the average.

TrendLong onlySwingBrent CrudeDaily
1.96Profit factor
14,100Net profit EUR
28.21%Win rate
78Trades
-6,718Max drawdown
181Avg trade

Best run of 2. Brent Crude, Daily, spread 5, from run pf:2026-10-10-BRENT-D.tsv:9.

Entry rules, long

  2. The close is above the 50-period SMA

Exit rules

  2. The close falls below the 50-period SMA

Test conditions

PeriodUp to 2026-10-10
InstrumentBrent Crude, Daily
Spread5 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 tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Brent CrudeBest runDaily1.96 7828.2114,100 EUR-6,718
US Crude OilDaily1.66 16031.2519,607 EUR-6,069

Charts

Results by run

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Seasonal Trend Filter (long only)
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false
ONCE capital = 10000

17 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

SMA
Read this firstKnown weaknesses2 points
  • The best run has only 78 trades, which is a small sample to judge it on.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Seasonal Trend Filter (long only) 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 2 market and timeframe combinations. The best run was Brent Crude, Daily, with a profit factor of 1.96 over 78 trades.

How large was the drawdown?

The best run had a maximum drawdown of 6,718 EUR at the tested position size, against a net result of 14,100 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Hull Trend With ADX Filter

Best run on the same market, Brent Crude.

1.27 PF · 1,400 trades

Seasonal Trend Filter (long and short)

Also a trend strategy.

1.96 PF · 78 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.comStatsDocs