The books... not free though
6-bar averages of volume on up and down candles, and a smoothed 12-bar rate of change, set the trend direction. It buys when up-candle volume dominates and the rate of change is beyond 1%, and sells short on the mirror condition.
Best run of 24. EUR/USD, 2 min, spread 1, from run pf:2026-10-10-EURUSD-2m.tsv:2.
| 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
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| EUR/USDBest run | 2 min | 5.19 | 63 | 34.92 | 363,312 USD | -43,189 |
| Silver | 1 hour | n/a | 7,223 | 32.12 | 607,539 USD | -567,835 |
| EUR/USD | 3 min | n/a | 99 | 26.26 | 283,555 USD | -83,555 |
| EUR/USD | 5 min | n/a | 54 | 35.19 | 263,991 USD | -45,805 |
| EUR/USD | 10 min | n/a | 55 | 36.36 | 185,066 USD | -39,337 |
| EUR/USD | 15 min | n/a | 51 | 39.22 | 134,041 USD | -35,648 |
| EUR/USD | 30 min | n/a | 175 | 38.29 | 96,345 USD | -27,729 |
| Silver | 5 min | n/a | 1,883 | 36.86 | 30,552 USD | -21,635 |
| Nikkei 225 | 10 min | n/a | 783 | 37.80 | 21,431 USD | -19,220 |
| Nasdaq 100 | 10 min | n/a | 998 | 39.38 | 13,773 EUR | -7,689 |
| Dow Jones | 10 min | n/a | 299 | 39.46 | 11,180 EUR | -8,113 |
| Nikkei 225 | 2 min | n/a | 121 | 34.71 | 9,483 USD | -9,123 |
| US Crude Oil | 3 min | n/a | 1,173 | 39.98 | 8,955 EUR | -3,154 |
| DAX 40 | 30 min | n/a | 1,391 | 38.82 | 8,771 EUR | -6,117 |
| Nikkei 225 | 1 min | n/a | 44 | 27.27 | 6,681 USD | -6,666 |
| GBP/USD | 1 hour | n/a | 523 | 36.71 | 6,419 USD | -4,616 |
| DAX 40 | 4 hours | n/a | 966 | 39.34 | 5,966 EUR | -3,345 |
| Nasdaq 100 | 1 min | n/a | 23 | 34.78 | 5,247 EUR | -2,857 |
| S&P 500 | 30 min | n/a | 1,258 | 38.87 | 2,460 EUR | -1,108 |
| Gold | 2 min | n/a | 183 | 39.89 | 1,380 EUR | -647 |
| Gold | 5 min | n/a | 306 | 37.91 | 1,363 EUR | -1,010 |
| Gold | 4 hours | n/a | 2,115 | 37.73 | 1,031 EUR | -846 |
| S&P 500 | 1 min | n/a | 6 | 33.33 | 825 EUR | -499 |
| FTSE 100 | 1 min | n/a | 3 | 66.67 | 631 EUR | -605 |
Charts
Top 10 of 24 runs. The full list is in the table above.
The code
// ============================================================== // Volume Flow Momentum Reversal // ProRealAlgos Strategy Library | prorealalgos.com // Type: Momentum // Direction: Long & short // Timeframe tested: 2 minutes // ============================================================== DEFPARAM CumulateOrders = false bullv = 0 bearv = 0
27 more lines: the entry and exit rules.
Setup
On the long run with 996,000 bars the net result was 614,779 USD, against 363,312 USD on the standard 200,000-bar run. The older data alone gave 251,467 USD.
| Bars available | 996,000 |
| Net, standard 200,000-bar run | 363,312.00 USD |
| Net, long run | 614,779.00 USD |
| Net on the older data alone | 251,467.00 USD |
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 24 market and timeframe combinations. The best run was EUR/USD, 2 minutes, with a profit factor of 5.19 over 63 trades.
The best run had a maximum drawdown of 43,189 USD at the tested position size, against a net result of 363,312 USD.
It trades both long and short.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.
