Strategies / Trend / T3 Line With ATR Trails

T3 Line With ATR Trails

Buys when the close is above two ATR trailing lines and above a Tillson T3 moving average. Exits when the bar midpoint drops more than 5% below the T3 line.

TrendLong onlySwingDAX 40Daily

n/aProfit factor

13,486Net profit EUR

48.98%Win rate

98Trades

-3,146Max drawdown

138Avg trade

Best run of 72. DAX 40, Daily, spread 3, from run sweeps:2026-10-12-DAX40-D-opt.tsv:56.

Entry rules, long

The close is above the slow ATR trailing line, which uses ATR(5) with a factor of 5 on the median price.
The close is above the fast ATR trailing line, which uses true range with a factor of 1 on the median price.
Entries start after bar 160 and only when flat.

Exit rules

The long closes when the median price falls more than 5% below the T3 line.

Test conditions

Period	Up to 2026-10-12
Instrument	DAX 40, 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
DAX 40Best run	Daily	n/a	98	48.98	13,486 EUR	-3,146
USD/JPY	30 min	n/a	1	100.00	769,130 USD	-260,990
USD/JPY	4 hours	n/a	2	50.00	523,770 USD	-481,360
USD/JPY	1 hour	n/a	1	100.00	512,180 USD	-484,160
USD/JPY	10 min	n/a	1	100.00	482,120 USD	-246,630
USD/JPY	15 min	n/a	1	100.00	464,320 USD	-245,400
Nikkei 225	30 min	n/a	14	42.86	47,827 USD	-15,768
Nikkei 225	15 min	n/a	3	66.67	43,483 USD	-13,715
Nikkei 225	1 hour	n/a	16	50.00	42,991 USD	-16,953
Nikkei 225	Daily	n/a	65	46.15	41,723 USD	-11,628
Nikkei 225	10 min	n/a	2	100.00	38,241 USD	-13,307
Nikkei 225	4 hours	n/a	31	38.71	33,117 USD	-12,410
Nikkei 225	5 min	n/a	2	50.00	31,310 USD	-13,417
Nikkei 225	3 min	n/a	1	100.00	30,880 USD	-13,081
Dow Jones	Daily	n/a	62	50.00	30,422 EUR	-5,326
Silver	30 min	n/a	45	51.11	30,185 USD	-22,066
Silver	5 min	n/a	12	50.00	28,030 USD	-22,183
Dow Jones	4 hours	n/a	4	100.00	27,985 EUR	-8,412
Nasdaq 100	30 min	n/a	8	62.50	26,989 EUR	-6,277
Nasdaq 100	1 hour	n/a	20	65.00	26,831 EUR	-6,749
Silver	15 min	n/a	17	41.18	26,036 USD	-25,976
Nikkei 225	2 min	n/a	1	100.00	25,846 USD	-13,121
Nasdaq 100	15 min	n/a	4	50.00	22,693 EUR	-6,288
Nasdaq 100	4 hours	n/a	32	43.75	22,685 EUR	-8,909
Dow Jones	30 min	n/a	5	40.00	22,506 EUR	-10,380
Dow Jones	15 min	n/a	3	33.33	21,434 EUR	-12,896
DAX 40	4 hours	n/a	34	55.88	19,775 EUR	-4,016
Dow Jones	1 hour	n/a	6	50.00	17,845 EUR	-11,797
Dow Jones	10 min	n/a	1	100.00	17,725 EUR	-8,394
Nasdaq 100	10 min	n/a	2	100.00	17,135 EUR	-6,298
DAX 40	30 min	n/a	11	54.55	16,998 EUR	-6,065
DAX 40	1 hour	n/a	18	38.89	16,638 EUR	-5,493
Nasdaq 100	Daily	n/a	73	65.75	16,407 EUR	-3,646
Nikkei 225	1 min	n/a	1	100.00	15,967 USD	-13,148
Dow Jones	5 min	n/a	1	100.00	14,253 EUR	-8,419
Nasdaq 100	5 min	n/a	2	50.00	13,593 EUR	-5,755
DAX 40	15 min	n/a	5	40.00	13,016 EUR	-5,171
DAX 40	10 min	n/a	1	100.00	10,217 EUR	-4,474
Brent Crude	Daily	n/a	45	46.67	9,725 EUR	-7,250
Nasdaq 100	3 min	n/a	1	100.00	8,899 EUR	-5,786
DAX 40	5 min	n/a	1	100.00	8,663 EUR	-4,463
Dow Jones	3 min	n/a	1	100.00	7,742 EUR	-7,639
Nasdaq 100	1 min	n/a	1	100.00	7,198 EUR	-3,760
Nasdaq 100	2 min	n/a	1	100.00	7,179 EUR	-3,756
Dow Jones	2 min	n/a	1	100.00	6,378 EUR	-5,676
S&P 500	30 min	n/a	7	57.14	6,124 EUR	-1,497
S&P 500	4 hours	n/a	21	47.62	5,799 EUR	-1,253
Dow Jones	1 min	n/a	1	100.00	5,670 EUR	-4,166
S&P 500	1 hour	n/a	15	40.00	5,579 EUR	-1,616
S&P 500	Daily	n/a	55	60.00	5,088 EUR	-1,056
S&P 500	15 min	n/a	4	50.00	4,652 EUR	-1,435
FTSE 100	4 hours	n/a	20	50.00	4,474 EUR	-2,388
FTSE 100	Daily	n/a	46	56.52	4,402 EUR	-3,312
FTSE 100	30 min	n/a	8	25.00	3,776 EUR	-3,410
FTSE 100	10 min	n/a	1	100.00	3,638 EUR	-1,320
S&P 500	10 min	n/a	1	100.00	3,637 EUR	-1,323
Gold	1 hour	n/a	11	54.55	3,622 EUR	-1,542
Gold	15 min	n/a	2	50.00	3,227 EUR	-1,458
FTSE 100	5 min	n/a	1	100.00	3,115 EUR	-1,320
S&P 500	5 min	n/a	1	100.00	3,093 EUR	-1,332
Gold	Daily	n/a	74	40.54	3,035 EUR	-983
Gold	30 min	n/a	3	33.33	3,003 EUR	-1,720
FTSE 100	15 min	n/a	3	33.33	2,893 EUR	-2,813
Gold	4 hours	n/a	27	48.15	2,733 EUR	-2,183
DAX 40	1 min	n/a	1	100.00	2,451 EUR	-1,831
Gold	10 min	n/a	3	33.33	2,143 EUR	-1,903
Gold	5 min	n/a	2	50.00	2,017 EUR	-1,831
FTSE 100	3 min	n/a	1	100.00	1,930 EUR	-1,372
S&P 500	3 min	n/a	1	100.00	1,706 EUR	-1,327
FTSE 100	2 min	n/a	1	100.00	1,379 EUR	-1,265
S&P 500	2 min	n/a	1	100.00	1,314 EUR	-699
S&P 500	1 min	n/a	1	100.00	1,248 EUR	-396

Charts

Results by run

Top 10 of 72 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// T3 Line With ATR Trails
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE tu = 0
ONCE td = 0
ONCE trend = 1
ONCE tuf = 0
ONCE tdf = 0
ONCE trendf = 1

myV = 0.72
ea = ExponentialAverage[25](close)
eb = ExponentialAverage[25](ea)
ec = ExponentialAverage[25](eb)
ed = ExponentialAverage[25](ec)
ee = ExponentialAverage[25](ed)
ef = ExponentialAverage[25](ee)
ca = -myV * myV * myV
cb = 3 * myV * myV + 3 * myV * myV * myV
cc = -6 * myV * myV - 3 * myV - 3 * myV * myV * myV
cd = 1 + 3 * myV + myV * myV * myV + 3 * myV * myV
tthree = ca * ef + cb * ee + cc * ed + cd * ec
tdn = tthree - tthree * 0.05

hl = MedianPrice

prevtu = tu
prevtd = td
up = hl - 5 * AverageTrueRange[5](close)
dn = hl + 5 * AverageTrueRange[5](close)

55 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

ATREMATrue Range

Read this firstKnown weaknesses3 points

No profit factor is available, because only sweep results exist for this strategy.
The best run has only 98 trades, which is a small sample to judge it on.
The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run T3 Line With ATR Trails 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 72 market and timeframe combinations. The best run by trade count was DAX 40, Daily, with 98 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,146 EUR at the tested position size, against a net result of 13,486 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