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Strategies / Momentum / TRIX Signal Line Trend Filter

TRIX Signal Line Trend Filter

The strategy buys when the TRIX histogram, the TRIX line minus its signal line, turns positive while the close is above the 700-period SMA. It sells when the histogram turns negative.

MomentumLong onlySwingGoldDaily
2.98Profit factor
3,283Net profit EUR
46.09%Win rate
128Trades
-809Max drawdown
25.65Avg trade

Best run of 25. Gold, Daily, spread 0.6, from run pf:2026-10-05-GOLD-D.tsv:6.

Entry rules, long

  2. The close is above the 700-period SMA.

Exit rules

  1. The TRIX histogram falls below zero.

Test conditions

PeriodUp to 2026-10-05
InstrumentGold, Daily
Spread0.6 points
Starting capital1,000,000
CostsSpread only. Commissions and overnight financing are not included.
BarsUp to 200,000 bars, fewer where the instrument has less history
Last tested2026-10-05

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GoldBest runDaily2.98 12846.093,283 EUR-809
Gold1 hour1.39 1,06240.302,751 EUR-452
USD/JPY30 minn/a 1,74241.45482,950 USD-205,890
USD/JPY1 hourn/a 1,20242.10463,260 USD-210,260
USD/JPY4 hoursn/a 31041.29314,440 USD-166,450
USD/JPY15 minn/a 1,78240.35247,230 USD-132,740
Nikkei 225Dailyn/a 11935.2921,744 USD-18,748
Nikkei 2254 hoursn/a 26045.7717,883 USD-11,210
Nikkei 22530 minn/a 1,82437.4516,476 USD-10,042
Silver3 minn/a 1,86232.6514,691 USD-11,325
Silver30 minn/a 1,66437.1413,991 USD-11,369
Silver2 minn/a 1,80535.2413,861 USD-10,663
Nasdaq 100Dailyn/a 14440.9710,931 EUR-2,847
Dow Jones30 minn/a 80042.5010,510 EUR-4,871
Nasdaq 10030 minn/a 1,96142.689,835 EUR-4,105
Dow JonesDailyn/a 18242.869,814 EUR-8,647
Nasdaq 1004 hoursn/a 36545.217,168 EUR-3,587
Nasdaq 1001 hourn/a 1,27440.355,203 EUR-3,807
Nasdaq 10010 minn/a 1,69839.524,856 EUR-3,957
DAX 4030 minn/a 1,88940.443,733 EUR-3,594
DAX 404 hoursn/a 32638.653,663 EUR-3,007
Gold30 minn/a 1,71039.652,467 EUR-653
S&P 500Dailyn/a 19741.122,131 EUR-1,200
Gold4 hoursn/a 31444.592,049 EUR-851
S&P 5004 hoursn/a 38041.051,201 EUR-850

Charts

Results by run

Top 10 of 25 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

// ==============================================================
// TRIX Signal Line Trend Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

emaone = ExponentialAverage[35](close)
ematwo = ExponentialAverage[35](emaone)
emathree = ExponentialAverage[35](ematwo)
trix = 0

15 more lines: the entry and exit rules.

Setup

How to load it

  1. Copy the code with the copy button on the code block.
  2. 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".
  3. Paste the code, give the system a name and save it.
  4. Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

EMASMA
Longer historyRe-run on up to 1,000,000 barsGold · Daily · older data 0.00 EUR

Gold had no history beyond the standard run, so both runs used 13,000 bars.

Gold · Daily

Bars available13,000
Net, standard 200,000-bar run3,283.10 EUR
Net, long run3,283.10 EUR
Net on the older data alone0.00 EUR
Read this firstKnown weaknesses2 points
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run TRIX Signal Line Trend Filter 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 25 market and timeframe combinations. The best run was Gold, Daily, with a profit factor of 2.98 over 128 trades.

How large was the drawdown?

The best run had a maximum drawdown of 809 EUR at the tested position size, against a net result of 3,283 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

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Uses the same indicator.

1.04 PF · 10,813 trades

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

Linear Regression RSI Crossover

Also a momentum strategy.

3.02 PF · 111 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.comStatsDocs