Strategies / Trend / WMA Vote ATR Band Exit

WMA Vote ATR Band Exit

The strategy buys 1 contract when three pairs of weighted averages of the high all have the fast line above the slow line. It exits when the vote weakens and price touches a level 10 ATR above or 5 ATR below the entry close.

TrendLong onlySwingS&P 5004 hours

1.80Profit factor

6,622Net profit EUR

43.43%Win rate

198Trades

-1,183Max drawdown

33.44Avg trade

Best run of 51. S&P 500, 4 hours, spread 1, from run pf:2026-10-11-USA500-4h.tsv:3.

Entry rules, long

The 3 period weighted average of the high is above the 5 period weighted average.
The 4 period weighted average of the high is above the 6 period weighted average.
All three comparisons must hold while no long position is open.
Signals are evaluated only after bar 20.

Exit rules

Levels are the signal close plus 10 times ATR(14) and the signal close minus 5 times ATR(14), frozen at entry.

Test conditions

Period	Up to 2026-10-11
Instrument	S&P 500, 4 hours
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	2026-10-11

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
S&P 500Best run	4 hours	1.80	198	43.43	6,622 EUR	-1,183
Nasdaq 100	30 min	1.26	1,153	36.51	24,540 EUR	-5,924
S&P 500	30 min	1.25	1,078	36.27	5,862 EUR	-1,291
USD/JPY	30 min	n/a	949	35.19	577,020 USD	-309,170
USD/JPY	10 min	n/a	857	37.11	478,830 USD	-232,670
USD/JPY	15 min	n/a	882	34.13	344,990 USD	-291,780
Nikkei 225	1 hour	n/a	600	37.33	49,592 USD	-15,848
Nikkei 225	30 min	n/a	1,140	35.53	46,246 USD	-12,346
Nikkei 225	Daily	n/a	80	43.75	44,888 USD	-37,857
Dow Jones	Daily	n/a	84	47.62	43,491 EUR	-10,038
Nikkei 225	4 hours	n/a	141	41.84	43,351 USD	-12,304
Nikkei 225	15 min	n/a	1,037	34.23	40,384 USD	-12,166
Nikkei 225	10 min	n/a	1,066	34.33	37,332 USD	-10,672
Nikkei 225	5 min	n/a	876	34.47	27,084 USD	-11,679
Nasdaq 100	4 hours	n/a	208	41.83	24,867 EUR	-6,455
Nasdaq 100	Daily	n/a	89	50.56	24,329 EUR	-7,594
Dow Jones	4 hours	n/a	64	40.62	24,212 EUR	-10,010
Nikkei 225	3 min	n/a	782	34.02	23,788 USD	-11,849
DAX 40	Daily	n/a	135	43.70	21,832 EUR	-5,603
Dow Jones	1 hour	n/a	278	35.97	21,094 EUR	-10,983
Nasdaq 100	1 hour	n/a	877	37.97	20,862 EUR	-7,524
Nasdaq 100	15 min	n/a	1,015	34.88	19,961 EUR	-6,280
DAX 40	1 hour	n/a	695	36.12	18,839 EUR	-4,735
Dow Jones	15 min	n/a	744	34.41	16,883 EUR	-12,913
Nasdaq 100	10 min	n/a	879	34.36	15,884 EUR	-6,024
Nikkei 225	2 min	n/a	782	34.02	15,768 USD	-13,130
DAX 40	30 min	n/a	1,092	34.80	15,629 EUR	-6,598
Dow Jones	10 min	n/a	783	33.72	15,142 EUR	-9,429
Dow Jones	30 min	n/a	485	33.20	14,261 EUR	-13,661
DAX 40	4 hours	n/a	179	35.75	13,663 EUR	-6,744
Nasdaq 100	5 min	n/a	647	36.32	13,379 EUR	-5,238
Dow Jones	5 min	n/a	621	34.30	12,814 EUR	-7,765
DAX 40	15 min	n/a	939	34.08	11,738 EUR	-6,346
DAX 40	10 min	n/a	893	34.83	9,512 EUR	-4,544
FTSE 100	Daily	n/a	67	47.76	8,680 EUR	-4,006
Nasdaq 100	3 min	n/a	645	33.18	7,450 EUR	-5,561
S&P 500	Daily	n/a	94	54.26	6,318 EUR	-1,477
FTSE 100	4 hours	n/a	101	36.63	5,685 EUR	-3,446
S&P 500	1 hour	n/a	791	37.17	5,330 EUR	-1,349
DAX 40	5 min	n/a	840	35.60	4,455 EUR	-4,286
Dow Jones	1 min	n/a	655	34.35	4,248 EUR	-3,405
Gold	Daily	n/a	86	45.35	3,731 EUR	-1,408
Gold	4 hours	n/a	193	43.01	3,682 EUR	-1,450
S&P 500	15 min	n/a	961	35.28	3,612 EUR	-1,378
Gold	1 hour	n/a	681	38.91	3,034 EUR	-1,675
S&P 500	10 min	n/a	826	34.50	2,979 EUR	-1,199
FTSE 100	10 min	n/a	910	34.62	2,720 EUR	-1,146
S&P 500	5 min	n/a	654	35.17	2,261 EUR	-1,333
Gold	5 min	n/a	721	38.56	1,891 EUR	-1,507
Gold	10 min	n/a	763	36.17	1,773 EUR	-1,617
FTSE 100	5 min	n/a	864	35.53	1,732 EUR	-1,460

Charts

Results by run

Top 10 of 51 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// WMA Vote ATR Band Exit
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE profitprice = 0
ONCE lossprice = 0

myAtr = AverageTrueRange[14](close)
votes = 0

23 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

WMAATR

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 WMA Vote ATR Band Exit 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 51 market and timeframe combinations. The best run was S&P 500, 4 hours, with a profit factor of 1.80 over 198 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,183 EUR at the tested position size, against a net result of 6,622 EUR.

Does it trade long, short or both?

It only takes long trades.

KDJ J Line Momentum Long

Uses the same indicator.

4.17 PF · 6,135 trades

CCI Sign With EMA Alignment

Best run on the same market, S&P 500.

1.23 PF · 1,253 trades

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.com Stats Docs