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Strategies / Trend / ADX Filtered EMA Stack Long

ADX Filtered EMA Stack Long

The strategy buys when ADX(14) is above 43 and the 30, 46 and 80-period EMAs are stacked upward with the close above the 30-period EMA. It exits at a stop 1.8 times ATR(14) below entry or a target 3.3 times ATR(14) above.

TrendLong onlyIntradayNasdaq 10015 min
n/aProfit factor
1,478Net profit EUR
35.80%Win rate
715Trades
-1,359Max drawdown
2.07Avg trade

Best run of 12. Nasdaq 100, 15 min, spread 3, from run sweeps:2026-10-07-NAS100-15m-opt.tsv:8.

Entry rules, long

  1. The bar number is above 100, and ADX(14) is above 43.
  3. The close is above the 30-period EMA.
  4. The internal state is flat, so no earlier long or mirror short is still open.
  5. Buys one contract at market, with the stop and target set from the signal bar's ATR(14).

Exit rules

  2. The target is 3.3 times the 14-period ATR above the entry price.
  3. A mirror short setup that is not traded still blocks new longs until its hypothetical stop or target is crossed.

Test conditions

PeriodUp to 2026-10-07
InstrumentNasdaq 100, 15 minutes
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 tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best run15 minn/a 71535.801,478 EUR-1,359
Silver1 hourn/a 1145.45375,029 USD-310
Nikkei 225Dailyn/a 4654.359,681 USD-3,521
Nikkei 2254 hoursn/a 10141.584,447 USD-3,054
USD/JPYDailyn/a 5147.064,410 USD-1,130
Nikkei 2251 hourn/a 39433.763,739 USD-3,331
DAX 404 hoursn/a 10245.103,360 EUR-1,205
Brent CrudeDailyn/a 1154.553,290 EUR-1,174
Dow JonesDailyn/a 5543.642,549 EUR-1,403
Gold3 minn/a 68938.32459 EUR-205
S&P 5004 hoursn/a 11438.60382 EUR-197
Gold2 minn/a 475.0017.90 EUR-9.70

Charts

Results by run

Top 10 of 12 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// ADX Filtered EMA Stack Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE islong = 0
ONCE isshort = 0
ONCE slprice = 0
ONCE tpprice = 0

emafast = ExponentialAverage[30](close)
emamid = ExponentialAverage[46](close)
emaslow = ExponentialAverage[80](close)
myAdx = ADX[14]
myAtr = AverageTrueRange[14](close)

57 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

ADXATREMA
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 1,359 EUR is large next to the net profit of 1,478 EUR.

Questions

About this strategy

Can I run ADX Filtered EMA Stack 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 12 market and timeframe combinations. The best run by trade count was Nasdaq 100, 15 minutes, with 715 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,359 EUR at the tested position size, against a net result of 1,478 EUR.

Does it trade long, short or both?

It only takes long trades.

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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