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Strategies / Momentum / TRIX Zero Cross Trend Filter

TRIX Zero Cross Trend Filter

The strategy trades TRIX zero crosses in the direction of the 200-period EMA, but only when the market is trending. It buys when TRIX crosses above 0, sells short when it crosses below, and uses ATR(7) based stops and targets.

MomentumLong & shortSwingDAX 40Daily
1.66Profit factor
4,679Net profit EUR
39.29%Win rate
196Trades
-1,167Max drawdown
23.87Avg trade

Best run of 6. DAX 40, Daily, spread 3, from run pf:2026-10-05-DAX40-D.tsv:2.

Entry rules, long

  2. Choppiness Index(14) is below 50 and ADX(7) is above 20.
  3. The close is above EMA(200).

Entry rules, short

Exit rules

  2. A profit target sits 1.5 times ATR(7) from the entry price.
  3. An opposite signal closes the trade and reverses it.

Test conditions

PeriodUp to 2026-10-05
InstrumentDAX 40, Daily
Spread3 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
DAX 40Best runDaily1.66 19639.294,679 EUR-1,167
Dow Jones4 hoursn/a 12347.154,179 EUR-1,748
Dow JonesDailyn/a 11849.153,738 EUR-2,158
Nasdaq 100Dailyn/a 10834.262,377 EUR-1,149
FTSE 100Dailyn/a 14847.971,961 EUR-581
S&P 500Dailyn/a 15143.71440 EUR-219

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// TRIX Zero Cross Trend Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

rangehl = highest[14](high) - lowest[14](low)
trsum = summation[14](TR(close))
chop = 0

32 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

ADXATREMATrue Range
Longer historyRe-run on up to 1,000,000 barsDAX 40 · Daily · older data 0.00 EUR

DAX 40 had no history beyond the standard run, so both runs used 14,000 bars.

DAX 40 · Daily

Bars available14,000
Net, standard 200,000-bar run4,679.40 EUR
Net, long run4,679.40 EUR
Net on the older data alone0.00 EUR
Read this firstKnown weaknesses2 points
  • Results include the spread only. Commissions and overnight financing are not included.
  • The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run TRIX Zero Cross 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 6 market and timeframe combinations. The best run was DAX 40, Daily, with a profit factor of 1.66 over 196 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,167 EUR at the tested position size, against a net result of 4,679 EUR.

Does it trade long, short or both?

It trades both long and short.

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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