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Strategies / Momentum / Slow Stochastic Trend Long

Slow Stochastic Trend Long

Buys when a smoothed stochastic crosses above 50 and sells when it crosses below 60. Long only, using 1 contract.

MomentumLong onlyIntradayDAX 4030 min
n/aProfit factor
4,679Net profit EUR
40.49%Win rate
368Trades
-4,523Max drawdown
12.71Avg trade

Best run of 54. DAX 40, 30 min, spread 3, from run sweeps:2026-10-11-DAX40-30m-opt.tsv:22.

Entry rules, long

Exit rules

  1. %K crosses below 60, closing the long.

Test conditions

PeriodUp to 2026-10-11
InstrumentDAX 40, 30 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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
DAX 40Best run30 minn/a 36840.494,679 EUR-4,523
USD/JPY4 hoursn/a 7147.89376,510 USD-210,630
USD/JPY15 minn/a 34343.15331,790 USD-167,100
USD/JPY10 minn/a 33448.80296,320 USD-202,630
USD/JPY5 minn/a 33847.93212,920 USD-132,850
EUR/USDDailyn/a 1850.0078,879 USD-38,950
EUR/USD1 hourn/a 30339.2737,757 USD-26,386
Silver1 hourn/a 20449.5132,854 USD-25,934
Silver5 minn/a 35343.3431,052 USD-9,188
Nasdaq 100Dailyn/a 1376.9230,123 EUR-5,520
Nikkei 22510 minn/a 36445.3325,981 USD-9,631
Silver15 minn/a 35041.1424,868 USD-10,609
Nikkei 2254 hoursn/a 4740.4324,802 USD-11,434
SilverDailyn/a 1662.5022,631 USD-7,243
Nikkei 2251 hourn/a 17542.8622,140 USD-9,637
Dow JonesDailyn/a 1968.4221,501 EUR-7,961
Nasdaq 1004 hoursn/a 5158.8215,674 EUR-5,824
Nikkei 22530 minn/a 35344.4815,141 USD-13,858
Nikkei 22515 minn/a 34943.2715,008 USD-14,789
Dow Jones15 minn/a 29444.2214,426 EUR-6,636
Nikkei 2252 minn/a 35737.5413,364 USD-7,502
Nasdaq 1001 hourn/a 21148.8212,767 EUR-5,262
Nasdaq 10030 minn/a 34048.8212,707 EUR-4,192
Nikkei 2253 minn/a 35740.0612,591 USD-8,937
Dow Jones1 hourn/a 7451.3511,992 EUR-6,317
Brent Crude4 hoursn/a 2755.5611,649 EUR-4,083
US Crude Oil4 hoursn/a 4143.9011,206 EUR-3,786
Dow Jones30 minn/a 15148.3411,135 EUR-8,559
DAX 401 hourn/a 19644.9011,129 EUR-3,752
DAX 40Dailyn/a 2166.678,893 EUR-5,851
Dow Jones5 minn/a 33445.218,772 EUR-5,241
Nasdaq 10015 minn/a 34451.168,118 EUR-6,164
S&P 500Dailyn/a 1788.247,957 EUR-1,238
DAX 4015 minn/a 36045.286,996 EUR-3,743
DAX 405 minn/a 35045.145,966 EUR-2,000
Nasdaq 1005 minn/a 34744.095,481 EUR-4,312
FTSE 1001 hourn/a 19348.704,859 EUR-1,684
FTSE 100Dailyn/a 1855.564,222 EUR-3,458
DAX 4010 minn/a 36443.413,715 EUR-3,174
S&P 50030 minn/a 34448.263,559 EUR-1,255
S&P 5004 hoursn/a 5160.783,491 EUR-1,010
GoldDailyn/a 1741.183,420 EUR-1,195
S&P 50015 minn/a 35348.443,050 EUR-994
US Crude Oil3 minn/a 36140.172,977 EUR-2,507
Gold15 minn/a 34944.702,633 EUR-696
Dow Jones1 minn/a 35639.612,535 EUR-2,524
Gold30 minn/a 34943.842,520 EUR-888
Gold1 hourn/a 21145.502,117 EUR-1,374
S&P 5001 hourn/a 22146.152,099 EUR-1,031
Gold5 minn/a 35541.411,899 EUR-1,262
Gold4 hoursn/a 5545.451,803 EUR-1,448
Gold10 minn/a 35043.431,686 EUR-1,554
S&P 5005 minn/a 34946.131,539 EUR-870
FTSE 10030 minn/a 35442.941,491 EUR-1,483

Charts

Results by run

Top 10 of 54 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// 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

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

StochasticSMA
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 4,523 EUR is large next to the net profit of 4,679 EUR.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Slow Stochastic Trend Long 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 54 market and timeframe combinations. The best run by trade count was DAX 40, 30 minutes, with 368 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,523 EUR at the tested position size, against a net result of 4,679 EUR.

Does it trade long, short or both?

It only takes long 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