{
  "id": 3528,
  "rank": 2832,
  "name": "Trend Following Strategy",
  "aka": [],
  "family": "A",
  "subtype": "A9",
  "one_liner": "Buy when the close is above the upper Donchian channel band and the 52-period simple moving average of relative force is greater than the relative force, with both lines in an upward trend.",
  "market_regime": "trending",
  "timeframes": [
    "Weekly"
  ],
  "symbols": [
    "Any"
  ],
  "sessions": [
    "Any"
  ],
  "indicators": [
    {
      "name": "Donchian Channel",
      "params": {
        "N": 20
      },
      "applied_to": "high, low"
    },
    {
      "name": "Relative Force",
      "params": {
        "X": 20
      },
      "applied_to": "close"
    },
    {
      "name": "SMA",
      "params": {
        "P": 52
      },
      "applied_to": "Relative Force"
    }
  ],
  "entry_long": [
    "close > UpperDonchian",
    "Avg > RelativeForce",
    "Avg > Avg[1]",
    "RelativeForce > RelativeForce[1]"
  ],
  "entry_short": [],
  "exit_rules": [
    "OnMarket THEN SL = max(SL,LowerDonchian) AND SELL AT SL STOP"
  ],
  "filters": [],
  "stop_loss": "LowerDonchian",
  "take_profit": "Trailing stop that follows the rise of the lower Donchian channel band",
  "position_size": "1 Contracts",
  "evidence_type": "source_code",
  "completeness": 80.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": [
    "DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own."
  ],
  "canonical": "https://prismaticalgos.com/compendium/algo/3528-trend-following-strategy",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.prorealcode.com/topic/streategia-trend-following/",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}