When the 28-bar linear regression slope was positive on the previous bar, it places a buy limit at the 12-period SMA of lows. A negative slope sets a short limit at the SMA of highs. Once the slope flips, the position exits with a limit at the opposite average.
Best run of 6. EUR/USD, 10 min, spread 1, from run sweeps:2026-09-17-EURUSD-10m-opt.tsv:3.
| Period | Up to 2026-09-17 |
| Instrument | EUR/USD, 10 minutes |
| Spread | 1 points |
| Contracts | 1 |
| 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 | 2026-09-17 |
| positionSize Shares per trade | 1 |
| bandPeriod SMA length of highs and lows | 12 |
| slopePeriod Regression slope length | 28 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| EUR/USDBest run | 10 min | n/a | 7,224 | 46.86 | 93,957 USD | -51,230 |
| EUR/USD | 2 min | n/a | 7,056 | 38.39 | 402,648 USD | -89,492 |
| EUR/USD | 3 min | n/a | 7,072 | 40.75 | 281,741 USD | -66,463 |
| EUR/USD | 5 min | n/a | 7,136 | 43.53 | 120,196 USD | -81,556 |
| Brent Crude | Daily | n/a | 163 | 50.92 | 30,683 EUR | -6,617 |
| US Crude Oil | Daily | n/a | 374 | 46.52 | 12,008 EUR | -10,126 |
Charts
The code
Every file in the library uses the same header, the same section order and the same variable names. The numbers above were produced by the original version before the rewrite, and the rewrite has not yet been compiled in ProRealTime.
// ============================================================ // X-Bars Regression Slope // ProRealAlgos Strategy Library | prorealalgos.com // Type: Trend // Direction: Long & short // Timeframe tested: 10 minutes // ============================================================ // --- Settings --- DEFPARAM CumulateOrders = false // --- Parameters --- positionSize = 1 // shares per trade bandPeriod = 12 // SMA length of the highs and of the lows slopePeriod = 28 // regression slope length on TotalPrice // --- Indicators --- upperBand = Average[bandPeriod](high) lowerBand = Average[bandPeriod](low) regressionSlope = LinearRegressionSlope[slopePeriod](TotalPrice)
24 more lines: the entry and exit rules.
Read this first
Questions
Yes, ProOrder supports limit orders re-placed each bar. The rewritten code was not compile-checked, so backtest it first.
EUR/USD on several intraday charts plus Brent Crude and US Crude Oil daily. All 5 listed runs were positive, with EUR/USD 2 minutes making USD 402,648 in a sweep.
The EUR/USD 10 minute best run had a max drawdown of USD 51,230 at position size 1.
It gave the best recorded run. The shorter EUR/USD charts made more but with drawdowns up to USD 89,492.
Related
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