Buys when a smoothed stochastic crosses above 50 and sells when it crosses below 60. Long only, using 1 contract.
Best run of 54. DAX 40, 30 min, spread 3, from run sweeps:2026-10-11-DAX40-30m-opt.tsv:22.
| Period | Up to 2026-10-11 |
| Instrument | DAX 40, 30 minutes |
| 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 | 2026-10-11 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| DAX 40Best run | 30 min | n/a | 368 | 40.49 | 4,679 EUR | -4,523 |
| USD/JPY | 4 hours | n/a | 71 | 47.89 | 376,510 USD | -210,630 |
| USD/JPY | 15 min | n/a | 343 | 43.15 | 331,790 USD | -167,100 |
| USD/JPY | 10 min | n/a | 334 | 48.80 | 296,320 USD | -202,630 |
| USD/JPY | 5 min | n/a | 338 | 47.93 | 212,920 USD | -132,850 |
| EUR/USD | Daily | n/a | 18 | 50.00 | 78,879 USD | -38,950 |
| EUR/USD | 1 hour | n/a | 303 | 39.27 | 37,757 USD | -26,386 |
| Silver | 1 hour | n/a | 204 | 49.51 | 32,854 USD | -25,934 |
| Silver | 5 min | n/a | 353 | 43.34 | 31,052 USD | -9,188 |
| Nasdaq 100 | Daily | n/a | 13 | 76.92 | 30,123 EUR | -5,520 |
| Nikkei 225 | 10 min | n/a | 364 | 45.33 | 25,981 USD | -9,631 |
| Silver | 15 min | n/a | 350 | 41.14 | 24,868 USD | -10,609 |
| Nikkei 225 | 4 hours | n/a | 47 | 40.43 | 24,802 USD | -11,434 |
| Silver | Daily | n/a | 16 | 62.50 | 22,631 USD | -7,243 |
| Nikkei 225 | 1 hour | n/a | 175 | 42.86 | 22,140 USD | -9,637 |
| Dow Jones | Daily | n/a | 19 | 68.42 | 21,501 EUR | -7,961 |
| Nasdaq 100 | 4 hours | n/a | 51 | 58.82 | 15,674 EUR | -5,824 |
| Nikkei 225 | 30 min | n/a | 353 | 44.48 | 15,141 USD | -13,858 |
| Nikkei 225 | 15 min | n/a | 349 | 43.27 | 15,008 USD | -14,789 |
| Dow Jones | 15 min | n/a | 294 | 44.22 | 14,426 EUR | -6,636 |
| Nikkei 225 | 2 min | n/a | 357 | 37.54 | 13,364 USD | -7,502 |
| Nasdaq 100 | 1 hour | n/a | 211 | 48.82 | 12,767 EUR | -5,262 |
| Nasdaq 100 | 30 min | n/a | 340 | 48.82 | 12,707 EUR | -4,192 |
| Nikkei 225 | 3 min | n/a | 357 | 40.06 | 12,591 USD | -8,937 |
| Dow Jones | 1 hour | n/a | 74 | 51.35 | 11,992 EUR | -6,317 |
| Brent Crude | 4 hours | n/a | 27 | 55.56 | 11,649 EUR | -4,083 |
| US Crude Oil | 4 hours | n/a | 41 | 43.90 | 11,206 EUR | -3,786 |
| Dow Jones | 30 min | n/a | 151 | 48.34 | 11,135 EUR | -8,559 |
| DAX 40 | 1 hour | n/a | 196 | 44.90 | 11,129 EUR | -3,752 |
| DAX 40 | Daily | n/a | 21 | 66.67 | 8,893 EUR | -5,851 |
| Dow Jones | 5 min | n/a | 334 | 45.21 | 8,772 EUR | -5,241 |
| Nasdaq 100 | 15 min | n/a | 344 | 51.16 | 8,118 EUR | -6,164 |
| S&P 500 | Daily | n/a | 17 | 88.24 | 7,957 EUR | -1,238 |
| DAX 40 | 15 min | n/a | 360 | 45.28 | 6,996 EUR | -3,743 |
| DAX 40 | 5 min | n/a | 350 | 45.14 | 5,966 EUR | -2,000 |
| Nasdaq 100 | 5 min | n/a | 347 | 44.09 | 5,481 EUR | -4,312 |
| FTSE 100 | 1 hour | n/a | 193 | 48.70 | 4,859 EUR | -1,684 |
| FTSE 100 | Daily | n/a | 18 | 55.56 | 4,222 EUR | -3,458 |
| DAX 40 | 10 min | n/a | 364 | 43.41 | 3,715 EUR | -3,174 |
| S&P 500 | 30 min | n/a | 344 | 48.26 | 3,559 EUR | -1,255 |
| S&P 500 | 4 hours | n/a | 51 | 60.78 | 3,491 EUR | -1,010 |
| Gold | Daily | n/a | 17 | 41.18 | 3,420 EUR | -1,195 |
| S&P 500 | 15 min | n/a | 353 | 48.44 | 3,050 EUR | -994 |
| US Crude Oil | 3 min | n/a | 361 | 40.17 | 2,977 EUR | -2,507 |
| Gold | 15 min | n/a | 349 | 44.70 | 2,633 EUR | -696 |
| Dow Jones | 1 min | n/a | 356 | 39.61 | 2,535 EUR | -2,524 |
| Gold | 30 min | n/a | 349 | 43.84 | 2,520 EUR | -888 |
| Gold | 1 hour | n/a | 211 | 45.50 | 2,117 EUR | -1,374 |
| S&P 500 | 1 hour | n/a | 221 | 46.15 | 2,099 EUR | -1,031 |
| Gold | 5 min | n/a | 355 | 41.41 | 1,899 EUR | -1,262 |
| Gold | 4 hours | n/a | 55 | 45.45 | 1,803 EUR | -1,448 |
| Gold | 10 min | n/a | 350 | 43.43 | 1,686 EUR | -1,554 |
| S&P 500 | 5 min | n/a | 349 | 46.13 | 1,539 EUR | -870 |
| FTSE 100 | 30 min | n/a | 354 | 42.94 | 1,491 EUR | -1,483 |
Charts
Top 10 of 54 runs. The full list is in the table above.
The code
// ============================================================== // Slow Stochastic Trend Long // ProRealAlgos Strategy Library | prorealalgos.com // Type: Momentum // Direction: Long only // Timeframe tested: 30 minutes // ============================================================== DEFPARAM CumulateOrders = false ONCE raw = 50 hh = highest[200](high) ll = lowest[200](low)
16 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 54 market and timeframe combinations. The best run by trade count was DAX 40, 30 minutes, with 368 trades.
The best run had a maximum drawdown of 4,523 EUR at the tested position size, against a net result of 4,679 EUR.
It only takes long trades.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.