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Strategies / Momentum / Strength Momentum Scalper

Strength Momentum Scalper

Builds a smoothed strength reading from rate of change, volume and ADX, and buys when it is above 1 and rising in an uptrend. It sells short on the mirrored signal, and exits on a strength reversal or 25% fall from the peak.

MomentumLong & shortIntradayDAX 4015 min
n/aProfit factor
5,540Net profit EUR
41.43%Win rate
1,272Trades
-3,072Max drawdown
4.36Avg trade

Best run of 16. DAX 40, 15 min, spread 3, from run sweeps:2026-10-03-DAX40-15m-opt.tsv:7.

Entry rules, long

  1. The strength reading is an 8-bar EMA of the 9-bar rate of change times volume ratio and ADX factors, each floored at 0.3.
  3. Volume is at least 1.2 times its 20-bar average.
  4. After a long exits, no new long is taken until strength is 0 or below.
  5. A long is opened at market when the conditions hold, with a 1% stop loss set from the entry price.

Entry rules, short

  1. Strength is below -1 and falling, with DI- above DI+, ADX(14) at least 14, and SMA(30) below SMA(60).
  3. After a short exits, no new short is taken until strength is 0 or above.
  4. A short is opened at market when the conditions hold, with a 1% stop loss set from the entry price.

Exit rules

  2. Outside that uptrend, a long exits when strength falls 25% from its in-trade peak.
  3. A short exits on strength of 0.8 or above in a downtrend, or when strength rises 25% from its in-trade trough.
  4. A 1% stop loss from the entry price closes the trade if hit.

Test conditions

PeriodUp to 2026-10-03
InstrumentDAX 40, 15 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 tested2026-10-03

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
DAX 40Best run15 minn/a 1,27241.435,540 EUR-3,072
USD/JPYDailyn/a 6439.06331,910 USD-161,120
USD/JPY15 minn/a 28944.98283,920 USD-90,990
USD/JPY10 minn/a 24744.53131,100 USD-98,170
EUR/USD5 minn/a 9136.2689,683 USD-25,488
EUR/USD10 minn/a 15349.6751,593 USD-25,557
USD/JPY1 minn/a 2638.4650,610 USD-30,360
EUR/USD2 minn/a 2733.3342,439 USD-32,955
Nikkei 225Dailyn/a 7317.818,505 USD-8,074
DAX 403 minn/a 34342.573,151 EUR-1,851
Gold4 hoursn/a 36134.072,142 EUR-552
Gold15 minn/a 71643.441,674 EUR-482
GoldDailyn/a 10525.711,664 EUR-809
Gold1 hourn/a 77936.331,275 EUR-687
Gold5 minn/a 40444.061,184 EUR-479
Gold30 minn/a 1,10440.131,165 EUR-744

Charts

Results by run

Top 10 of 16 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Strength Momentum Scalper
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE longpeak = 0
ONCE shortpeak = 0
ONCE entrybar = 0
ONCE longlocked = 0
ONCE shortlocked = 0
ONCE pos = 0

pos = 0
IF LongOnMarket THEN
    pos = 1
ELSIF ShortOnMarket THEN
    pos = -1
ENDIF

mom = 0

96 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

ADXDMIEMASMAVolume
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 3,072 EUR is large next to the net profit of 5,540 EUR.

Questions

About this strategy

Can I run Strength Momentum Scalper 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 16 market and timeframe combinations. The best run by trade count was DAX 40, 15 minutes, with 1,272 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,072 EUR at the tested position size, against a net result of 5,540 EUR.

Does it trade long, short or both?

It trades both long and short.

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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