Strategies / Breakout / Wilder Average Band Breakout

Wilder Average Band Breakout

Buys when the high crosses above a Wilder average of close plus 1.9%, using a 6-bar average. Closes the long when the low crosses below that average minus 1.5%.

BreakoutLong onlySwingSilver1 hour

6.96Profit factor

568,948Net profit USD

38.76%Win rate

467Trades

-23,613Max drawdown

1,218Avg trade

Best run of 46. Silver, 1 hour, spread 2, from run pf:2026-10-13-SILVER-1h.tsv:6.

Entry rules, long

Entries start after bar 10 and only when flat.

Exit rules

The low crosses under the 6-bar Wilder average of close minus 1.5%, which closes the long.

Test conditions

Period	Up to 2026-10-13
Instrument	Silver, 1 hour
Spread	2 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	2026-10-13

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
SilverBest run	1 hour	6.96	467	38.76	568,948 USD	-23,613
Nikkei 225	Daily	n/a	333	39.64	42,138 USD	-12,545
Nikkei 225	5 min	n/a	6	83.33	26,077 USD	-11,084
Nikkei 225	3 min	n/a	2	100.00	24,914 USD	-9,221
Silver	Daily	n/a	520	35.96	23,799 USD	-13,104
Silver	4 hours	n/a	478	40.79	21,106 USD	-16,841
Dow Jones	30 min	n/a	26	34.62	19,998 EUR	-8,412
Silver	5 min	n/a	38	57.89	17,586 USD	-12,190
Dow Jones	10 min	n/a	4	75.00	17,335 EUR	-4,854
Dow Jones	15 min	n/a	23	34.78	16,119 EUR	-8,466
Dow Jones	5 min	n/a	2	100.00	12,996 EUR	-5,925
Dow Jones	3 min	n/a	2	50.00	12,089 EUR	-5,673
Nasdaq 100	3 min	n/a	3	33.33	12,011 EUR	-3,758
Silver	1 min	n/a	4	100.00	11,361 USD	-4,236
Nasdaq 100	Daily	n/a	365	41.37	10,528 EUR	-4,991
Nasdaq 100	4 hours	n/a	156	41.03	9,068 EUR	-4,596
DAX 40	Daily	n/a	353	41.08	8,573 EUR	-4,236
Nikkei 225	15 min	n/a	30	46.67	7,978 USD	-7,019
Nasdaq 100	10 min	n/a	10	50.00	7,296 EUR	-2,928
Nasdaq 100	2 min	n/a	1	100.00	6,571 EUR	-3,756
Brent Crude	4 hours	n/a	301	44.52	6,301 EUR	-5,280
DAX 40	10 min	n/a	5	80.00	5,889 EUR	-2,227
DAX 40	4 hours	n/a	136	49.26	5,683 EUR	-2,704
Dow Jones	2 min	n/a	1	100.00	5,652 EUR	-4,164
DAX 40	5 min	n/a	3	66.67	5,071 EUR	-1,802
Nasdaq 100	15 min	n/a	32	25.00	4,915 EUR	-3,647
DAX 40	3 min	n/a	2	50.00	4,310 EUR	-3,630
Nasdaq 100	5 min	n/a	4	50.00	4,086 EUR	-2,986
S&P 500	10 min	n/a	5	80.00	3,406 EUR	-646
FTSE 100	5 min	n/a	1	100.00	2,699 EUR	-1,260
FTSE 100	3 min	n/a	1	100.00	2,697 EUR	-1,262
S&P 500	3 min	n/a	2	50.00	2,689 EUR	-699
DAX 40	2 min	n/a	1	100.00	2,683 EUR	-1,831
FTSE 100	10 min	n/a	1	100.00	2,637 EUR	-1,258
FTSE 100	15 min	n/a	17	23.53	2,130 EUR	-1,661
S&P 500	Daily	n/a	328	35.06	1,798 EUR	-1,046
Gold	Daily	n/a	333	36.64	1,557 EUR	-1,300
S&P 500	30 min	n/a	38	42.11	1,388 EUR	-820
Gold	4 hours	n/a	109	44.95	1,317 EUR	-1,307
S&P 500	15 min	n/a	28	32.14	1,273 EUR	-1,004
S&P 500	1 hour	n/a	91	30.77	1,249 EUR	-1,113
S&P 500	2 min	n/a	1	100.00	1,176 EUR	-393
S&P 500	5 min	n/a	3	66.67	1,154 EUR	-692
Gold	15 min	n/a	8	62.50	758 EUR	-453
Gold	10 min	n/a	3	33.33	743 EUR	-371
Gold	3 min	n/a	1	100.00	264 EUR	-247

Charts

Results by run

Top 10 of 46 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Wilder Average Band Breakout
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

base = WilderAverage[6](close)
tsl = base * (1 - 1.5 / 100)
tbuy = base * (1 + 1.9 / 100)

10 more lines: the entry and exit rules.

Setup

How to load it

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

Indicators used

Wilder Average

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 Wilder Average Band Breakout 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 46 market and timeframe combinations. The best run was Silver, 1 hour, with a profit factor of 6.96 over 467 trades.

How large was the drawdown?

The best run had a maximum drawdown of 23,613 USD at the tested position size, against a net result of 568,948 USD.

Does it trade long, short or both?

It only takes long trades.

DMI Trend Breakout Long

Uses the same indicator.

1.33 PF · 1,998 trades

SMA Crossover With RSI Exit

Best run on the same market, Silver.

2.13 PF · 8,999 trades

Bollinger Crossover With RSI Filter

Also a breakout strategy.

6.45 PF · 715 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.com Stats Docs