Several trend indicators each vote bullish, bearish or neutral, with some votes weighted double. The long is bought when the weighted score confirms a bullish trend and closed when it confirms a bearish trend.
Best run of 32. Nasdaq 100, Daily, spread 3, from run pf:2026-10-05-NAS100-D.tsv:17.
| Period | Up to 2026-10-05 |
| Instrument | Nasdaq 100, Daily |
| 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 | 2026-10-10 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| Nasdaq 100Best run | Daily | 2.85 | 146 | 45.89 | 21,663 EUR | -3,636 |
| Dow Jones | Daily | 2.26 | 211 | 36.02 | 31,902 EUR | -4,529 |
| Nikkei 225 | Daily | 1.90 | 157 | 33.12 | 51,730 USD | -11,982 |
| Nasdaq 100 | 30 min | 1.17 | 2,584 | 32.12 | 14,858 EUR | -3,617 |
| DAX 40 | 30 min | 1.14 | 2,624 | 31.82 | 13,621 EUR | -3,303 |
| USD/JPY | Daily | n/a | 184 | 33.70 | 1,127,300 USD | -486,230 |
| USD/JPY | 30 min | n/a | 2,646 | 30.35 | 697,800 USD | -214,400 |
| USD/JPY | 10 min | n/a | 2,782 | 29.33 | 368,850 USD | -130,420 |
| USD/JPY | 15 min | n/a | 2,772 | 28.72 | 248,530 USD | -145,300 |
| EUR/USD | Daily | n/a | 177 | 28.81 | 60,333 USD | -46,270 |
| Nikkei 225 | 4 hours | n/a | 384 | 33.07 | 27,418 USD | -12,813 |
| Nikkei 225 | 1 hour | n/a | 1,380 | 30.29 | 18,891 USD | -10,653 |
| Dow Jones | 4 hours | n/a | 144 | 40.28 | 14,756 EUR | -5,604 |
| Nikkei 225 | 3 min | n/a | 2,758 | 28.83 | 11,483 USD | -9,456 |
| DAX 40 | Daily | n/a | 200 | 34.50 | 11,274 EUR | -4,714 |
| US Crude Oil | Daily | n/a | 161 | 42.86 | 10,989 EUR | -7,836 |
| Nasdaq 100 | 4 hours | n/a | 453 | 35.76 | 10,503 EUR | -5,133 |
| Dow Jones | 1 hour | n/a | 549 | 32.42 | 9,698 EUR | -6,211 |
| Nikkei 225 | 2 min | n/a | 2,777 | 29.24 | 9,592 USD | -7,620 |
| DAX 40 | 1 hour | n/a | 1,518 | 32.35 | 8,972 EUR | -3,485 |
| Nasdaq 100 | 1 hour | n/a | 1,606 | 33.00 | 5,952 EUR | -5,462 |
| Nasdaq 100 | 15 min | n/a | 2,706 | 29.86 | 5,764 EUR | -4,451 |
| Brent Crude | 1 hour | n/a | 858 | 31.00 | 5,249 EUR | -4,863 |
| DAX 40 | 4 hours | n/a | 462 | 30.95 | 5,194 EUR | -3,716 |
| S&P 500 | Daily | n/a | 213 | 33.80 | 3,607 EUR | -1,203 |
| Gold | 4 hours | n/a | 427 | 31.85 | 3,145 EUR | -1,311 |
| Gold | Daily | n/a | 197 | 30.46 | 2,970 EUR | -1,214 |
| Gold | 30 min | n/a | 2,657 | 29.43 | 2,627 EUR | -976 |
| S&P 500 | 4 hours | n/a | 460 | 34.35 | 2,095 EUR | -979 |
| Gold | 1 hour | n/a | 1,601 | 30.23 | 2,077 EUR | -1,271 |
| Gold | 15 min | n/a | 2,838 | 26.53 | 1,044 EUR | -1,014 |
| Gold | 5 min | n/a | 2,859 | 28.82 | 787 EUR | -729 |
Charts
Top 10 of 32 runs. The full list is in the table above.
Above 1.0 made money, below 1.0 lost money.
The code
// ============================================================== // Weighted Multi Indicator Trend Vote // ProRealAlgos Strategy Library | prorealalgos.com // Type: Trend // Direction: Long only // Timeframe tested: Daily // ============================================================== DEFPARAM CumulateOrders = false ONCE lowerb = 0 ONCE upperb = 0 ONCE stval = 0 ONCE stdir = 1 ONCE trendconf = 0 ONCE finaltrend = 0 atrst = AverageTrueRange[10](close) ubraw = MedianPrice + 3 * atrst lbraw = MedianPrice - 3 * atrst prevlower = lowerb prevupper = upperb prevst = stval
198 more lines: the entry and exit rules.
Setup
Nasdaq 100 had no history beyond the standard run, so both runs used 10,000 bars.
| Bars available | 10,000 |
| Net, standard 200,000-bar run | 21,662.60 EUR |
| Net, long run | 21,933.80 EUR |
| Net on the older data alone | 271.20 EUR |
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 32 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 2.85 over 146 trades.
The best run had a maximum drawdown of 3,636 EUR at the tested position size, against a net result of 21,663 EUR.
It only takes long trades.
Related
Copy trading on US indices is available to ProRealAlgos members as spots open.