Strategies / Trend / T3 Crossover With Fixed Exits

T3 Crossover With Fixed Exits

Buys when a fast Tillson T3 line crosses above a slow T3 line, both built on the weighted close. Sells on the reverse cross, with a 15% profit target and a 2% stop loss from the entry.

TrendLong onlySwingNasdaq 100Daily

2.54Profit factor

11,961Net profit EUR

25.22%Win rate

115Trades

-1,905Max drawdown

104Avg trade

Best run of 29. Nasdaq 100, Daily, spread 3, from run pf:2026-10-12-NAS100-D.tsv:21.

Entry rules, long

Entries start after bar 200 and only when flat.

Exit rules

A 15% profit target sits above the entry price.
A 2% stop loss sits below the entry price.

Test conditions

Period	Up to 2026-10-12
Instrument	Nasdaq 100, Daily
Spread	3 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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	Daily	2.54	115	25.22	11,961 EUR	-1,905
Gold	Daily	2.23	145	26.90	2,047 EUR	-507
Gold	30 min	1.30	2,058	41.89	3,598 EUR	-685
USD/JPY	30 min	n/a	2,108	41.18	508,230 USD	-202,150
USD/JPY	10 min	n/a	2,110	42.46	300,110 USD	-216,860
EUR/USD	Daily	n/a	136	36.76	53,979 USD	-25,928
EUR/USD	3 min	n/a	2,163	35.69	42,921 USD	-19,991
EUR/USD	5 min	n/a	2,108	35.82	34,050 USD	-15,196
Nikkei 225	4 hours	n/a	274	40.51	27,983 USD	-6,982
Silver	1 hour	n/a	1,279	37.06	20,928 USD	-13,647
Nikkei 225	1 hour	n/a	1,063	41.49	20,126 USD	-10,263
Silver	4 hours	n/a	326	28.22	14,173 USD	-9,448
Nikkei 225	30 min	n/a	2,025	40.20	14,102 USD	-11,759
Silver	Daily	n/a	137	16.06	13,758 USD	-5,328
Dow Jones	30 min	n/a	879	41.87	12,563 EUR	-6,349
Dow Jones	1 hour	n/a	440	43.64	11,987 EUR	-5,552
Nikkei 225	3 min	n/a	2,100	40.24	11,654 USD	-9,084
Dow Jones	Daily	n/a	168	32.74	10,194 EUR	-7,316
Nasdaq 100	30 min	n/a	2,086	42.71	9,993 EUR	-6,065
Nasdaq 100	1 hour	n/a	1,340	42.54	6,524 EUR	-4,002
DAX 40	30 min	n/a	2,078	43.94	6,205 EUR	-4,176
Nasdaq 100	15 min	n/a	2,117	43.60	5,352 EUR	-4,977
Brent Crude	1 hour	n/a	677	38.70	5,255 EUR	-4,590
Brent Crude	Daily	n/a	50	22.00	3,281 EUR	-1,812
FTSE 100	4 hours	n/a	312	42.31	2,794 EUR	-1,385
Gold	4 hours	n/a	334	39.82	2,527 EUR	-637
S&P 500	4 hours	n/a	376	42.55	1,839 EUR	-742
Gold	1 hour	n/a	1,288	41.23	1,569 EUR	-1,051
S&P 500	Daily	n/a	170	29.41	1,393 EUR	-601

Charts

Results by run

Top 10 of 29 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

// ==============================================================
// T3 Crossover With Fixed Exits
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

src = WeightedClose

myA = 0.6
ea = ExponentialAverage[33](src)
eb = ExponentialAverage[33](ea)
ec = ExponentialAverage[33](eb)
ed = ExponentialAverage[33](ec)
ee = ExponentialAverage[33](ed)
ef = ExponentialAverage[33](ee)
ca = -myA * myA * myA
cb = 3 * myA * myA + 3 * myA * myA * myA
cc = -6 * myA * myA - 3 * myA - 3 * myA * myA * myA
cd = 1 + 3 * myA + myA * myA * myA + 3 * myA * myA
tslow = ca * ef + cb * ee + cc * ed + cd * ec

myB = 0.418
fa = ExponentialAverage[19](src)
fb = ExponentialAverage[19](fa)
fc = ExponentialAverage[19](fb)
fd = ExponentialAverage[19](fc)
fe = ExponentialAverage[19](fd)
ff = ExponentialAverage[19](fe)
da = -myB * myB * myB
db = 3 * myB * myB + 3 * myB * myB * myB
dc = -6 * myB * myB - 3 * myB - 3 * myB * myB * myB
dd = 1 + 3 * myB + myB * myB * myB + 3 * myB * myB
tfast = da * ff + db * fe + dc * fd + dd * fc

15 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

EMA

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 T3 Crossover With Fixed Exits 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 29 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 2.54 over 115 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,905 EUR at the tested position size, against a net result of 11,961 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.com Stats Docs

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