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Strategies / Momentum / Stochastic Crossover Long With Bracket

Stochastic Crossover Long With Bracket

A long-only stochastic system that buys when the %K line crosses above %D while %K is below 90. It exits on a %K cross below %D with %K above 60, or at an 8% stop or 14% target.

MomentumLong onlyIntradayEUR/USD3 min
1.75Profit factor
462,125Net profit USD
40.36%Win rate
5,666Trades
-81,583Max drawdown
81.56Avg trade

Best run of 15. EUR/USD, 3 min, spread 1, from run pf:2026-10-13-EURUSD-3m.tsv:2.

Entry rules, long

  1. %K is below 90 on this bar.
  2. The signal also counts if it occurred on the previous bar.

Exit rules

  1. A stop-loss sits 8% below the fill price.
  2. A profit target sits 14% above the fill price.

Test conditions

PeriodUp to 2026-10-13
InstrumentEUR/USD, 3 minutes
Spread1 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 tested2026-10-13

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
EUR/USDBest run3 min1.75 5,66640.36462,125 USD-81,583
GoldDaily1.67 46554.193,815 EUR-783
SilverDailyn/a 44153.2931,791 USD-18,243
Nikkei 2254 hoursn/a 89952.9526,970 USD-14,067
Dow JonesDailyn/a 61153.6825,493 EUR-11,394
Dow Jones4 hoursn/a 37055.9522,547 EUR-9,961
Dow Jones1 hourn/a 1,35753.2122,402 EUR-10,552
DAX 404 hoursn/a 1,10953.0219,447 EUR-7,780
Nasdaq 1004 hoursn/a 1,29449.1517,353 EUR-4,793
Nasdaq 1001 hourn/a 4,34945.7110,216 EUR-6,152
DAX 40Dailyn/a 68450.008,832 EUR-7,001
Nasdaq 100Dailyn/a 56549.387,157 EUR-4,569
S&P 5004 hoursn/a 1,23651.213,863 EUR-1,611
Gold4 hoursn/a 1,02752.872,808 EUR-1,184
S&P 500Dailyn/a 69646.412,377 EUR-1,285

Charts

Results by run

Top 10 of 15 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Stochastic Crossover Long With Bracket
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: 3 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE raw = 50

ll = lowest[9](low)
hh = highest[9](high)

21 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 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 Stochastic Crossover Long With Bracket 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 15 market and timeframe combinations. The best run was EUR/USD, 3 minutes, with a profit factor of 1.75 over 5,666 trades.

How large was the drawdown?

The best run had a maximum drawdown of 81,583 USD at the tested position size, against a net result of 462,125 USD.

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