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Strategies / Trend / Averaged Price Moving Average Cross

Averaged Price Moving Average Cross

Buys when the 6-bar SMA of the averaged open is below the 6-bar SMA of the averaged price. Sells when the open average moves above the price average.

TrendLong onlySwingUSD/JPY4 hours
n/aProfit factor
578,460Net profit USD
40.42%Win rate
2,165Trades
-321,710Max drawdown
267Avg trade

Best run of 8. USD/JPY, 4 hours, spread 1, from run sweeps:2026-10-04-USDJPY-4h-opt.tsv:46.

Entry rules, long

  1. A 6-bar SMA of the average of the open and close from two bars back is below the 6-bar SMA of the OHLC average.

Exit rules

  2. No stop loss or profit target is set.

Test conditions

PeriodUp to 2026-10-04
InstrumentUSD/JPY, 4 hours
Spread1 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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest run4 hoursn/a 2,16540.42578,460 USD-321,710
USD/JPYDailyn/a 82538.06770,080 USD-613,950
Nasdaq 100Dailyn/a 68340.5613,311 EUR-3,833
DAX 40Dailyn/a 94338.8113,064 EUR-4,763
Brent CrudeDailyn/a 33542.999,796 EUR-9,447
Gold4 hoursn/a 1,95236.832,382 EUR-904
GoldDailyn/a 85637.152,270 EUR-1,218
S&P 500Dailyn/a 90536.691,587 EUR-1,527

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Averaged Price Moving Average Cross
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

hopen = (open[2] + close[2]) / 2
hclose = (open + high + low + close) / 4
emao = Average[6](hopen)
emac = Average[6](hclose)

9 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
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 321,710 USD is large next to the net profit of 578,460 USD.

Questions

About this strategy

Can I run Averaged Price Moving Average Cross 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 8 market and timeframe combinations. The best run by trade count was USD/JPY, 4 hours, with 2,165 trades.

How large was the drawdown?

The best run had a maximum drawdown of 321,710 USD at the tested position size, against a net result of 578,460 USD.

Does it trade long, short or both?

It only takes long trades.

Related

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EMA 8 21 RSI Filtered Bracket

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1.09 PF · 6,194 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 trades

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