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Strategies / Trend / Vortex Indicator Threshold Crossover

Vortex Indicator Threshold Crossover

The system compares Vortex positive and negative lines summed over 300 bars and smoothed by a 7-period EMA. It buys when their difference crosses above 0.162 and sells short when it crosses below -0.162, with stops and targets set as percentages from entry.

TrendLong & shortIntradaySilver10 min
1.80Profit factor
11,359Net profit USD
59.12%Win rate
137Trades
-2,355Max drawdown
82.91Avg trade

Best run of 20. Silver, 10 min, spread 2, from run pf:2026-10-12-SILVER-10m.tsv:1.

Entry rules, long

  1. The difference between the smoothed positive and negative lines crosses above 0.162.

Entry rules, short

  1. The difference crosses below -0.162.

Exit rules

  2. A long has a 2.5% stop loss and a 1.5% profit target from entry.
  3. A short has a 2.5% stop loss and a 1.7% profit target from entry.

Test conditions

PeriodUp to 2026-10-12
InstrumentSilver, 10 minutes
Spread2 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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
SilverBest run10 min1.80 13759.1211,359 USD-2,355
USD/JPY2 minn/a 9445.74126,960 USD-28,220
USD/JPY1 minn/a 8445.24121,700 USD-27,800
Silver2 minn/a 12957.3611,699 USD-3,595
Nikkei 2255 minn/a 14447.2211,200 USD-6,827
Silver3 minn/a 12754.338,335 USD-3,523
Nikkei 2252 minn/a 14243.666,243 USD-4,270
Silver5 minn/a 13153.446,089 USD-3,349
Silver1 minn/a 10144.555,644 USD-3,274
Nasdaq 10030 minn/a 21159.245,212 EUR-1,883
Nasdaq 1004 hoursn/a 5673.213,026 EUR-1,205
Silver4 hoursn/a 2580.002,699 USD-795
S&P 5005 minn/a 13048.461,062 EUR-601
Gold2 minn/a 8445.24707 EUR-330
Gold1 hourn/a 12065.83607 EUR-327
Gold3 minn/a 11049.09554 EUR-354
Gold4 hoursn/a 3675.00453 EUR-109
GoldDailyn/a 2576.00415 EUR-71.40
Gold5 minn/a 11347.79413 EUR-319
S&P 500Dailyn/a 3265.62379 EUR-164

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

// ==============================================================
// Vortex Indicator Threshold Crossover
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 10 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

vmp = summation[300](ABS(high - low[1]))
vmm = summation[300](ABS(low - high[1]))
str = summation[300](TR(close))
vip = ExponentialAverage[7](vmp / str)
vim = ExponentialAverage[7](vmm / str)
diff = vip - vim

22 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

EMATrue Range
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 Vortex Indicator Threshold Crossover 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 was Silver, 10 minutes, with a profit factor of 1.80 over 137 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,354 USD at the tested position size, against a net result of 11,358 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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SMA Crossover With RSI Exit

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EMA Cross With MACD Filter

Also a trend strategy.

1.80 PF · 496 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