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Strategies / Trend / Close Based Action Zone

Close Based Action Zone

Buys when the 12-period EMA is above the 26-period EMA and the close is above the 12-period EMA. Sells on the first bar the reverse condition appears.

TrendLong onlySwingNasdaq 100Daily
2.43Profit factor
20,564Net profit EUR
43.32%Win rate
187Trades
-3,422Max drawdown
110Avg trade

Best run of 19. Nasdaq 100, Daily, spread 3, from run pf:2026-10-13-NAS100-D.tsv:12.

Entry rules, long

  2. The close is above the 12-period EMA.
  3. While flat, the strategy buys on any bar where both conditions hold.

Exit rules

  2. Only the first bar of that state closes the long.
  3. No stop loss or profit target is set.

Test conditions

PeriodUp to 2026-10-13
InstrumentNasdaq 100, Daily
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 tested2026-10-13

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best runDaily2.43 18743.3220,564 EUR-3,422
GoldDaily2.30 24131.543,740 EUR-809
S&P 500Daily1.97 26035.384,074 EUR-735
Dow JonesDaily1.93 25536.0828,389 EUR-6,165
DAX 40Daily1.63 24037.9214,859 EUR-3,429
Nikkei 225Dailyn/a 19634.1837,132 USD-13,365
Nikkei 2254 hoursn/a 46732.9821,121 USD-15,009
Dow Jones4 hoursn/a 18236.2613,684 EUR-4,750
US Crude OilDailyn/a 19538.4611,018 EUR-7,512
Nasdaq 10030 minn/a 3,37532.2710,726 EUR-3,615
Nasdaq 1001 hourn/a 2,01432.1310,432 EUR-3,846
Nasdaq 1004 hoursn/a 57435.719,470 EUR-5,336
DAX 4030 minn/a 3,42230.198,981 EUR-4,180
DAX 401 hourn/a 1,92131.867,734 EUR-4,219
Gold4 hoursn/a 51035.103,294 EUR-1,051
Gold1 hourn/a 1,99830.483,063 EUR-921
S&P 5004 hoursn/a 54837.593,008 EUR-801
Gold30 minn/a 3,43629.281,955 EUR-913
Gold5 minn/a 3,52328.75714 EUR-557

Charts

Results by run

Top 10 of 19 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Close Based Action Zone
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

fast = ExponentialAverage[12](close)
slow = ExponentialAverage[26](close)
green = 0
red = 0

15 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

EMA
Read this firstKnown weaknesses2 points
  • Results include the spread only. Commissions and overnight financing are not included.
  • The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run Close Based Action Zone 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 19 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 2.43 over 187 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,422 EUR at the tested position size, against a net result of 20,564 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