The books... not free though
The strategy buys in an uptrend when RSI(25) is rising above 55 and ADX is above 20 with volume above the highest of the prior 10 bars. It exits when the close falls below a trailing level 2 ATR under price, which only moves up.
Best run of 19. Nasdaq 100, 15 min, spread 3, from run sweeps:2026-10-04-NAS100-15m-opt.tsv:55.
| Period | Up to 2026-10-04 |
| Instrument | Nasdaq 100, 15 minutes |
| 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 | 2026-10-07 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| Nasdaq 100Best run | 15 min | n/a | 1,399 | 35.31 | 3,573 EUR | -1,842 |
| USD/JPY | 1 hour | n/a | 614 | 40.23 | 281,530 USD | -86,870 |
| USD/JPY | 4 hours | n/a | 168 | 38.69 | 254,290 USD | -112,370 |
| USD/JPY | 30 min | n/a | 1,246 | 37.72 | 199,100 USD | -105,570 |
| USD/JPY | Daily | n/a | 31 | 45.16 | 181,200 USD | -73,570 |
| Nikkei 225 | 10 min | n/a | 1,063 | 36.12 | 7,052 USD | -5,427 |
| Dow Jones | 4 hours | n/a | 72 | 40.28 | 6,914 EUR | -3,019 |
| Nasdaq 100 | 4 hours | n/a | 129 | 46.51 | 5,347 EUR | -2,047 |
| Nasdaq 100 | 1 hour | n/a | 575 | 38.43 | 4,628 EUR | -2,658 |
| Brent Crude | 4 hours | n/a | 101 | 45.54 | 4,595 EUR | -2,584 |
| Nasdaq 100 | Daily | n/a | 20 | 65.00 | 4,564 EUR | -1,873 |
| Nasdaq 100 | 5 min | n/a | 1,236 | 36.41 | 4,355 EUR | -1,125 |
| Dow Jones | 5 min | n/a | 1,212 | 34.98 | 3,947 EUR | -2,788 |
| DAX 40 | 4 hours | n/a | 111 | 44.14 | 3,775 EUR | -1,901 |
| Nikkei 225 | 4 hours | n/a | 116 | 41.38 | 3,629 USD | -3,155 |
| Dow Jones | 1 hour | n/a | 317 | 37.22 | 3,489 EUR | -2,984 |
| S&P 500 | Daily | n/a | 21 | 61.90 | 1,219 EUR | -291 |
| Gold | 1 hour | n/a | 698 | 39.68 | 975 EUR | -818 |
| Gold | Daily | n/a | 31 | 48.39 | 892 EUR | -704 |
Charts
Top 10 of 19 runs. The full list is in the table above.
The code
// ============================================================== // Trend Filtered ATR Trailing Exit // ProRealAlgos Strategy Library | prorealalgos.com // Type: Trend // Direction: Long only // Timeframe tested: 15 minutes // ============================================================== DEFPARAM CumulateOrders = false ONCE tstop = 0 ONCE tsvalid = 0 emafast = ExponentialAverage[50](close) emaslow = ExponentialAverage[200](close) myRsi = RSI[25](close) myAtr = AverageTrueRange[14](close) upmove = high - high[1] downmove = low[1] - low plusdm = 0
45 more lines: the entry and exit rules.
Setup
Questions
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.
It was tested on 19 market and timeframe combinations. The best run by trade count was Nasdaq 100, 15 minutes, with 1,399 trades.
The best run had a maximum drawdown of 1,842 EUR at the tested position size, against a net result of 3,573 EUR.
It only takes long trades.
Related
Copy trading on US indices is available to ProRealAlgos members as spots open.
