Strategies / Trend / SMA Slope With Parabolic SAR

SMA Slope With Parabolic SAR

The idea buys while the 14-period SMA is rising and price is above the Parabolic SAR, and sells short while the SMA is falling and price is below it. Trades use a 0.5 percent stop and 1.5 percent target.

TrendLong & shortSwingUSD/JPYDaily

1.19Profit factor

3,357,270Net profit USD

30.17%Win rate

3,971Trades

-429,810Max drawdown

845Avg trade

Best run of 2. USD/JPY, Daily, spread 1, from run pf:2026-10-05-USDJPY-D.tsv:5.

Entry rules, long

Buys 1 contract at market with a 0.5 percent stop and 1.5 percent target, re-entering whenever the condition holds and no long is open

Entry rules, short

Sells 1 contract short at market with a 0.5 percent stop and 1.5 percent target, re-entering whenever the condition holds and no short is open

Exit rules

The 14-bar SMA rises, or the close is not below the Parabolic SAR, closing the short at market
A qualifying opposite signal reverses the position

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	1.19	3,971	30.17	3,357,270 USD	-429,810
EUR/USD	Daily	n/a	3,647	29.06	80,588 USD	-67,673

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

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

DEFPARAM CumulateOrders = false

sma = Average[14](close)

40 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

SMAParabolic SAR

Read this firstKnown weaknesses2 points

A profit factor of 1.19 leaves little room for costs beyond the spread.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run SMA Slope With Parabolic SAR 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 USD/JPY, Daily, with a profit factor of 1.19 over 3,971 trades.

How large was the drawdown?

The best run had a maximum drawdown of 429,810 USD at the tested position size, against a net result of 3,357,270 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

Triple Smoothed Average Trend

Also a trend strategy.

1.19 PF · 1,386 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.com Stats Docs