What it does

TrendFilter trades long-only on Wall Street (DFB), 1-hour timeframe. It takes positions when price breaks convincingly above a long-period moving average while confirmed by the Ichimoku cloud, filtering out weaker signals that a simple crossover would take.

The exit is a two-stage scale-out. Half the position is banked at 8×ATR, and the remainder runs to 20×ATR or until trend structure breaks. This is what produces the system’s high reward-to-risk ratio — it accepts a low win rate in exchange for large winners.

Backtest performance

Wall Street (DFB), 1 hour, 2 August 2010 to 20 July 2026, starting capital £1,000:

This is a low win-rate system. Roughly two out of three trades lose. The edge comes from the size of the winners, not their frequency. Losing runs of 20 or more trades occurred during the backtest period. If a long sequence of small losses would cause you to switch the system off, this is not the right system for you.

What’s included

Complete strategy, ready to run in ProOrder. Position sizing, entry filters, exits and the daily loss limit are all configurable in the code.

Setup — please read before running

1. Set baseCapital to your actual account balance. The strategy is calibrated to a £1,000 starting base and position size scales with equity. Leaving this at the default on a larger account will trade at the wrong size.
2. Set Max position to at least 5.0 in the ProOrder activation dialog. Sizing ramps to 4.0 contracts as the account grows; a lower cap will cause orders to be rejected once you pass that threshold.
3. Run on a dedicated sub-account. Running multiple equity-scaled strategies on one account will distort the sizing of all of them.
4. Recommended backtest spread setting: [confirm your value].

Requirements

ProRealTime with ProOrder and a broker account supporting Wall Street (DFB) at a minimum stake of 0.1 per point. Tested on IG.

Risk

Trading on leveraged instruments carries risk of loss exceeding your deposit. Backtest results are simulated on historical data and are not a reliable indicator of future performance. Live results will differ due to slippage, spread variation and execution timing. Only trade with capital you can afford to lose.