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Strategies / Trend / 200-Period Average Two-Way Crossover

200-Period Average Two-Way Crossover

Buys when the close crosses above its 200-period simple moving average and sells short when it crosses below. Each opposite cross closes the open trade and reverses the position.

TrendLong & shortSwingEUR/USDDaily
1.92Profit factor
18,236Net profit USD
17.57%Win rate
370Trades
-3,365Max drawdown
49.29Avg trade

Best run of 3. EUR/USD, Daily, spread 1.2, from run pf:2026-10-10-EURUSD-D.tsv:15.

Entry rules, long

  1. The close crosses over the 200-period simple moving average.

Entry rules, short

  1. The close crosses under the 200-period simple moving average.

Exit rules

  2. A cross over the 200-period simple moving average closes the short position, and the same cross opens a long position.

Test conditions

PeriodUp to 2026-10-10
InstrumentEUR/USD, Daily
Spread1.2 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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
EUR/USDBest runDaily1.92 37017.5718,236 USD-3,365
GoldDaily1.85 37816.6740,673 EUR-19,640
GBP/USDDaily1.55 37316.3512,220 USD-4,880

Charts

Results by run

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// 200-Period Average Two-Way Crossover
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false
ONCE capital = 10000

25 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

SMA
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 200-Period Average Two-Way Crossover 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 3 market and timeframe combinations. The best run was EUR/USD, Daily, with a profit factor of 1.92 over 370 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,365 USD at the tested position size, against a net result of 18,236 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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SMA Crossover Trend Long Short

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See how ProRealAlgos combines strategies like this into one automated portfolio.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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