Strategies / Trend / Trend Vote Ensemble

Trend Vote Ensemble

The strategy adds three votes: a moving average trend, a 40-bar breakout, and 252-bar momentum, buying when all three agree bullish and selling short when all three agree bearish. It closes a position when the vote total falls back below its exit level.

TrendLong & shortIntradayEUR/USD2 min

n/aProfit factor

35,208Net profit USD

23.49%Win rate

1,260Trades

-27,443Max drawdown

27.94Avg trade

Best run of 20. EUR/USD, 2 min, spread 1, from run sweeps:2026-10-10-EURUSD-2m-opt.tsv:2.

Entry rules, long

The 50-period average is above the 200-period average.
The close is above the highest high of the prior 40 bars.
The close is above the close 252 bars ago.

Entry rules, short

The 50-period average is below the 200-period average.
The close is below the lowest low of the prior 40 bars.
The close is below the close 252 bars ago.

Exit rules

A short position closes at market when the score rises above -1.
A score of +3 or -3 while holding the opposite side reverses the position.

Test conditions

Period	Up to 2026-10-10
Instrument	EUR/USD, 2 minutes
Spread	1 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	2026-10-10

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
EUR/USDBest run	2 min	n/a	1,260	23.49	35,208 USD	-27,443
USD/JPY	3 min	n/a	1,120	30.27	206,030 USD	-84,450
USD/JPY	5 min	n/a	1,166	29.67	149,560 USD	-144,530
EUR/USD	Daily	n/a	72	38.89	114,649 USD	-38,420
Nikkei 225	Daily	n/a	55	47.27	68,137 USD	-12,916
EUR/USD	4 hours	n/a	265	29.43	42,886 USD	-32,377
Silver	30 min	n/a	1,060	27.26	25,741 USD	-13,462
Silver	10 min	n/a	1,134	25.66	21,535 USD	-12,751
Nasdaq 100	Daily	n/a	45	42.22	17,740 EUR	-6,890
Silver	5 min	n/a	1,198	24.21	15,605 USD	-13,855
GBP/USD	Daily	n/a	73	35.62	12,574 USD	-7,258
DAX 40	Daily	n/a	80	38.75	11,013 EUR	-8,497
Nasdaq 100	4 hours	n/a	180	31.11	10,413 EUR	-3,526
Brent Crude	4 hours	n/a	105	30.48	7,681 EUR	-6,670
S&P 500	Daily	n/a	62	48.39	4,556 EUR	-948
Gold	Daily	n/a	71	29.58	3,146 EUR	-1,466
Gold	5 min	n/a	1,109	28.04	2,132 EUR	-597
Gold	4 hours	n/a	186	34.95	1,974 EUR	-962
Gold	1 hour	n/a	672	30.51	1,477 EUR	-1,198
Gold	3 min	n/a	1,140	26.05	1,394 EUR	-852

Charts

Results by run

Top 10 of 20 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Trend Vote Ensemble
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 2 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

fast = Average[50](close)
slow = Average[200](close)

36 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

Donchian ChannelMomentumSMA

Read this firstKnown weaknesses3 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 27,443 USD is large next to the net profit of 35,208 USD.
The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Trend Vote Ensemble 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 20 market and timeframe combinations. The best run by trade count was EUR/USD, 2 minutes, with 1,260 trades.

How large was the drawdown?

The best run had a maximum drawdown of 27,443 USD at the tested position size, against a net result of 35,208 USD.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Slow MACD Slope

Best run on the same market, EUR/USD.

6.80 PF · 7,305 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 trades

See how ProRealAlgos combines strategies like this into one automated portfolio.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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