Strategies / Trend / Triple Smoothed Average Trend

Triple Smoothed Average Trend

The strategy buys when the triple smoothed close, using a 2/26 smoothing factor, rises above its value two bars earlier. It sells when that two bar change falls below zero.

TrendLong onlyIntradayDAX 4015 min

1.19Profit factor

12,336Net profit EUR

37.95%Win rate

1,386Trades

-2,822Max drawdown

8.90Avg trade

Best run of 44. DAX 40, 15 min, spread 3, from run pf:2026-10-12-DAX40-15m.tsv:3.

Entry rules, long

Signals are checked only after bar 100 and only when no long position is open.

Exit rules

The two bar change crosses below zero, and the long position is closed at market.

Test conditions

Period	Up to 2026-10-13
Instrument	DAX 40, 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	2026-10-13

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
DAX 40Best run	15 min	1.19	1,386	37.95	12,336 EUR	-2,822
USD/JPY	Daily	n/a	86	40.70	1,036,970 USD	-547,100
USD/JPY	30 min	n/a	1,393	38.26	669,960 USD	-190,620
USD/JPY	4 hours	n/a	252	38.10	564,710 USD	-214,650
USD/JPY	15 min	n/a	1,419	36.43	447,920 USD	-188,680
USD/JPY	10 min	n/a	1,432	37.08	314,090 USD	-168,190
EUR/USD	Daily	n/a	89	35.96	95,584 USD	-33,227
Nikkei 225	Daily	n/a	79	35.44	33,920 USD	-15,452
Dow Jones	Daily	n/a	104	46.15	26,081 EUR	-6,753
Silver	30 min	n/a	1,427	31.74	25,691 USD	-15,399
Nikkei 225	4 hours	n/a	184	37.50	25,165 USD	-8,429
Nikkei 225	1 hour	n/a	722	36.84	21,343 USD	-14,407
Nikkei 225	2 min	n/a	1,377	35.29	16,799 USD	-6,280
Nasdaq 100	Daily	n/a	75	60.00	16,568 EUR	-4,525
Nikkei 225	3 min	n/a	1,409	35.56	16,398 USD	-8,081
Nasdaq 100	4 hours	n/a	225	44.00	15,860 EUR	-5,632
Dow Jones	15 min	n/a	1,163	38.18	15,542 EUR	-9,107
Nikkei 225	30 min	n/a	1,427	36.09	14,947 USD	-13,643
Nasdaq 100	1 hour	n/a	851	40.66	12,457 EUR	-5,728
Nasdaq 100	15 min	n/a	1,396	38.83	12,302 EUR	-4,490
DAX 40	Daily	n/a	112	39.29	11,606 EUR	-4,772
Dow Jones	1 hour	n/a	291	37.11	10,933 EUR	-7,615
US Crude Oil	Daily	n/a	82	40.24	9,788 EUR	-4,870
Nasdaq 100	10 min	n/a	1,429	37.23	9,112 EUR	-4,298
Dow Jones	4 hours	n/a	77	42.86	8,102 EUR	-7,713
DAX 40	4 hours	n/a	230	40.00	7,023 EUR	-5,025
Nasdaq 100	30 min	n/a	1,401	37.12	6,956 EUR	-6,724
Nasdaq 100	5 min	n/a	1,385	34.44	6,614 EUR	-3,933
DAX 40	30 min	n/a	1,397	36.51	6,154 EUR	-5,317
Dow Jones	5 min	n/a	1,408	33.52	5,761 EUR	-4,383
DAX 40	10 min	n/a	1,406	35.85	4,795 EUR	-4,149
S&P 500	Daily	n/a	105	43.81	4,757 EUR	-1,328
Gold	Daily	n/a	99	44.44	3,211 EUR	-1,425
Gold	30 min	n/a	1,405	35.73	2,702 EUR	-990
Gold	4 hours	n/a	227	41.41	2,529 EUR	-1,256
Gold	15 min	n/a	1,461	32.79	2,352 EUR	-734
S&P 500	4 hours	n/a	230	40.87	2,167 EUR	-1,185
Gold	1 hour	n/a	849	36.75	1,996 EUR	-1,146
S&P 500	1 hour	n/a	889	39.26	1,481 EUR	-1,087
Gold	10 min	n/a	1,443	32.57	1,457 EUR	-914
Gold	5 min	n/a	1,452	36.02	1,441 EUR	-785
Gold	3 min	n/a	1,477	33.99	1,201 EUR	-609
S&P 500	15 min	n/a	1,421	36.66	1,130 EUR	-873
Gold	2 min	n/a	1,473	33.40	739 EUR	-648

Charts

Results by run

Top 10 of 44 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Triple Smoothed Average Trend
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE nfa = 0
ONCE nfb = 0
ONCE nfc = 0

alpha = 2 / 26
nfa = alpha * close + (1 - alpha) * nfa
nfb = alpha * nfa + (1 - alpha) * nfb
nfc = alpha * nfb + (1 - alpha) * nfc
diff = nfc - nfc[2]

10 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

A profit factor of 1.19 leaves little room for costs beyond the spread.
The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Triple Smoothed Average Trend 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 44 market and timeframe combinations. The best run was DAX 40, 15 minutes, with a profit factor of 1.19 over 1,386 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,822 EUR at the tested position size, against a net result of 12,336 EUR.

Does it trade long, short or both?

It only takes long trades.

Reversal Pattern With Chaikin Volatility

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Heikin Ashi Color Flip

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SMA Slope With Parabolic SAR

Also a trend strategy.

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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