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Strategies / Trend / Zero Lag Trend Band Long

Zero Lag Trend Band Long

The system buys when the trend flips up after the close breaks above a band around a zero lag moving average, and holds until the trend flips down. It trades the long side only.

TrendLong onlySwingNasdaq 100Daily
2.06Profit factor
14,933Net profit EUR
47.83%Win rate
161Trades
-3,488Max drawdown
92.75Avg trade

Best run of 28. Nasdaq 100, Daily, spread 3, from run pf:2026-10-12-NAS100-D.tsv:22.

Entry rules, long

  2. No long position is open when the trend turns up.

Exit rules

  1. The trend flips to -1 when the close crosses under ZLEMA(70) minus the same band, closing the long.

Test conditions

PeriodUp to 2026-10-12
InstrumentNasdaq 100, Daily
Spread3 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
Nasdaq 100Best runDaily2.06 16147.8314,933 EUR-3,488
Gold30 min1.27 2,43742.433,720 EUR-553
DAX 4030 min1.21 2,53842.5122,239 EUR-3,338
USD/JPY30 min1.13 2,39842.29644,660 USD-121,530
USD/JPYDailyn/a 16543.64780,880 USD-649,100
USD/JPY1 hourn/a 1,71344.37775,190 USD-270,650
Nikkei 2254 hoursn/a 31947.9642,683 USD-7,791
Nikkei 2251 hourn/a 1,28342.9527,425 USD-10,229
Nikkei 225Dailyn/a 16145.3422,691 USD-13,104
Nikkei 2255 minn/a 2,39541.1721,592 USD-10,806
Nikkei 22530 minn/a 2,55941.2319,099 USD-10,936
Nasdaq 10030 minn/a 2,66942.3814,525 EUR-4,867
Dow JonesDailyn/a 19745.1813,785 EUR-7,285
DAX 40Dailyn/a 23648.3112,302 EUR-3,589
Dow Jones30 minn/a 1,06542.0712,187 EUR-11,446
Nasdaq 1001 hourn/a 1,68342.9611,117 EUR-3,184
Dow Jones4 hoursn/a 13348.879,900 EUR-8,951
Nasdaq 1004 hoursn/a 43846.128,363 EUR-5,262
DAX 404 hoursn/a 40844.617,621 EUR-5,369
Nasdaq 10015 minn/a 2,41940.475,652 EUR-5,548
DAX 401 hourn/a 1,50144.105,080 EUR-5,008
Gold4 hoursn/a 42045.242,457 EUR-920
S&P 500Dailyn/a 20444.612,449 EUR-1,027
S&P 50030 minn/a 2,63342.652,180 EUR-1,251
S&P 5004 hoursn/a 42645.772,153 EUR-1,001
Gold1 hourn/a 1,55842.682,153 EUR-823
GoldDailyn/a 17643.751,645 EUR-1,043
S&P 5001 hourn/a 1,66840.891,279 EUR-1,277

Charts

Results by run

Top 10 of 28 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

// ==============================================================
// Zero Lag Trend Band Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE trend = 0

zsrc = close + (close - close[34])
zlema = ExponentialAverage[70](zsrc)
vol = highest[210](AverageTrueRange[70](close)) * 1.2
upper = zlema + vol
lower = zlema - vol

20 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

EMAATR
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 Zero Lag Trend Band Long 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 28 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 2.06 over 161 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,488 EUR at the tested position size, against a net result of 14,933 EUR.

Does it trade long, short or both?

It only takes long trades.

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Get the full rules, the complete code and the ProRealAlgos portfolio as a member.

Copy trading on US indices is available to ProRealAlgos members as spots open.

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