Strategies / Trend / SMA Slope With ADX Filter

SMA Slope With ADX Filter

The idea buys when the 20-period SMA is not falling, ADX is above 25 and the 200-period SMA is not falling, and sells short when both SMAs are falling with ADX above 25. Trades use a 0.5 percent stop and 1.0 percent target.

TrendLong & shortSwingUSD/JPYDaily

1.22Profit factor

1,876,310Net profit USD

37.49%Win rate

2,027Trades

-204,250Max drawdown

926Avg trade

Best run of 3. USD/JPY, Daily, spread 1, from run pf:2026-10-05-USDJPY-D.tsv:15.

Entry rules, long

Buys 1 contract at market when no long is open, with a 0.5 percent stop and 1.0 percent target

Entry rules, short

Sells 1 contract short at market when no short is open, with a 0.5 percent stop and 1.0 percent target

Exit rules

The 20-bar SMA turns up while a short is open, closing the short at market
A qualifying opposite signal reverses the position
The 0.5 percent stop or 1.0 percent target closes the trade

Test conditions

Period	Up to 2026-10-05
Instrument	USD/JPY, Daily
Spread	1 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	2026-10-05

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
USD/JPYBest run	Daily	1.22	2,027	37.49	1,876,310 USD	-204,250
EUR/USD	Daily	n/a	1,775	35.66	51,268 USD	-34,308
GBP/USD	Daily	n/a	1,885	35.33	5,770 USD	-4,898

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// SMA Slope With ADX Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

sig = Average[20](close)
trend = Average[200](close)
myAdx = ADX[14]

30 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

ADXSMA

Read this firstKnown weaknesses2 points

Results include the spread only. Commissions and overnight financing are not included.
The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run SMA Slope With ADX 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 3 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.22 over 2,027 trades.

How large was the drawdown?

The best run had a maximum drawdown of 204,250 USD at the tested position size, against a net result of 1,876,310 USD.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

EMA 8 21 RSI Filtered Bracket

Best run on the same market, USD/JPY.

1.09 PF · 6,194 trades

EMA 20/50 Cross

Also a trend strategy.

1.22 PF · 1,288 trades

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

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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