Strategies / Trend / CCI Sign With EMA Alignment

CCI Sign With EMA Alignment

Buys when the 200 period CCI is above zero and the 10 period EMA is above both the 21 and 50 period EMAs. Closes the long when the CCI drops below zero and the 10 period EMA falls below both those averages.

TrendLong onlyIntradayS&P 50030 min

1.23Profit factor

3,103Net profit EUR

30.25%Win rate

1,253Trades

-764Max drawdown

2.48Avg trade

Best run of 49. S&P 500, 30 min, spread 1, from run pf:2026-10-04-USA500-30m.tsv:4.

Entry rules, long

The 10 period EMA is above the 21 period EMA.
The 10 period EMA is above the 50 period EMA.

Exit rules

The CCI (200 periods) is below 0 and the 10 period EMA is below both the 21 and 50 period EMAs, closing the long.

Test conditions

Period	Up to 2026-10-04
Instrument	S&P 500, 30 minutes
Spread	1 points
Starting capital	1,000,000
Costs	Spread only. Commissions and overnight financing are not included.
Bars	Up to 200,000 bars, fewer where the instrument has less history
Last tested	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
S&P 500Best run	30 min	1.23	1,253	30.25	3,103 EUR	-764
USD/JPY	Daily	n/a	69	27.54	1,240,670 USD	-511,100
USD/JPY	30 min	n/a	1,170	28.21	740,330 USD	-208,790
USD/JPY	10 min	n/a	1,244	28.78	492,820 USD	-168,720
USD/JPY	15 min	n/a	1,254	26.79	424,000 USD	-198,780
USD/JPY	5 min	n/a	1,303	25.86	149,280 USD	-107,350
EUR/USD	Daily	n/a	71	25.35	95,356 USD	-33,869
Nikkei 225	Daily	n/a	70	31.43	51,566 USD	-14,237
EUR/USD	4 hours	n/a	283	27.21	42,067 USD	-36,849
Nikkei 225	4 hours	n/a	164	31.10	33,190 USD	-9,558
Nikkei 225	30 min	n/a	1,243	27.59	32,254 USD	-10,057
Nikkei 225	1 hour	n/a	647	30.29	27,397 USD	-17,648
Dow Jones	Daily	n/a	96	37.50	25,475 EUR	-9,773
Nasdaq 100	Daily	n/a	67	44.78	25,357 EUR	-4,187
Nikkei 225	3 min	n/a	1,292	25.08	17,846 USD	-9,212
Nikkei 225	10 min	n/a	1,273	26.24	17,330 USD	-11,132
Silver	5 min	n/a	1,369	23.16	17,039 USD	-8,998
Nikkei 225	5 min	n/a	1,276	26.49	16,891 USD	-12,784
DAX 40	Daily	n/a	85	38.82	15,890 EUR	-5,119
Nasdaq 100	30 min	n/a	1,206	31.01	15,100 EUR	-4,575
Dow Jones	1 hour	n/a	254	29.92	14,147 EUR	-6,428
Dow Jones	4 hours	n/a	60	50.00	12,938 EUR	-5,824
Nikkei 225	2 min	n/a	1,312	26.14	12,646 USD	-9,189
Nasdaq 100	1 hour	n/a	791	29.46	12,536 EUR	-4,799
DAX 40	30 min	n/a	1,241	29.17	11,210 EUR	-3,994
Nasdaq 100	4 hours	n/a	209	33.97	10,720 EUR	-5,734
DAX 40	1 hour	n/a	745	29.93	10,714 EUR	-3,742
GBP/USD	Daily	n/a	79	31.65	9,895 USD	-7,777
Dow Jones	30 min	n/a	512	29.30	9,742 EUR	-5,584
Nikkei 225	1 min	n/a	1,316	24.92	9,055 USD	-8,118
Dow Jones	15 min	n/a	1,015	27.88	8,883 EUR	-5,359
DAX 40	4 hours	n/a	201	32.34	8,781 EUR	-3,519
Nasdaq 100	5 min	n/a	1,278	25.51	8,698 EUR	-3,299
Nasdaq 100	15 min	n/a	1,203	29.68	7,478 EUR	-3,925
Nasdaq 100	3 min	n/a	1,236	26.86	7,252 EUR	-3,420
S&P 500	Daily	n/a	81	44.44	5,637 EUR	-1,226
DAX 40	5 min	n/a	1,330	25.41	4,363 EUR	-3,432
Gold	Daily	n/a	74	31.08	3,932 EUR	-1,387
Gold	1 hour	n/a	724	28.04	2,786 EUR	-1,217
S&P 500	4 hours	n/a	208	33.65	2,704 EUR	-824
Gold	4 hours	n/a	202	26.73	2,239 EUR	-1,346
S&P 500	1 hour	n/a	793	30.26	2,139 EUR	-1,032
Gold	5 min	n/a	1,301	24.90	2,082 EUR	-707
Gold	30 min	n/a	1,234	27.63	2,022 EUR	-1,509
Gold	3 min	n/a	1,321	25.89	1,521 EUR	-694
Gold	15 min	n/a	1,308	23.39	1,433 EUR	-1,049
Gold	10 min	n/a	1,337	23.64	1,087 EUR	-819
S&P 500	15 min	n/a	1,228	27.61	938 EUR	-781
S&P 500	10 min	n/a	1,230	27.15	901 EUR	-720

Charts

Results by run

Top 10 of 49 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// CCI Sign With EMA Alignment
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

myCci = CCI[200](TypicalPrice)
emaa = ExponentialAverage[10](close)
emab = ExponentialAverage[21](close)
emac = ExponentialAverage[50](close)

9 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
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".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

CCIEMA

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 CCI Sign With EMA Alignment 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 49 market and timeframe combinations. The best run was S&P 500, 30 minutes, with a profit factor of 1.23 over 1,253 trades.

How large was the drawdown?

The best run had a maximum drawdown of 764 EUR at the tested position size, against a net result of 3,103 EUR.

Does it trade long, short or both?

It only takes long trades.

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

Copy trading on US indices is available to ProRealAlgos members as spots open.

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.com Stats Docs