Strategies / Trend / Asymmetric EMA Cross

Asymmetric EMA Cross: Different Averages for Longs and Shorts

Longs open when the 60 EMA crosses above the 200 EMA, and shorts open when the 40 EMA crosses below the 300 EMA. Each side closes on the reverse cross of its own pair, or at a 400 point stop or 200 point target. Weekend bars are skipped.

TrendLong & shortIntradayGold30 min

1.33Profit factor

3,335Net profit EUR

28.16%Win rate

1,019Trades

-773Max drawdown

3.27Avg trade

Best run of 20. Gold, 30 min, spread 0.6, from run pf:2026-09-24-GOLD-30m.tsv:1.

Entry rules, long

Members only
Not a weekend bar

Entry rules, short

Members only
Not a weekend bar

Exit rules

Members only
Close a short when the 40 EMA crosses back above the 300 EMA
Stop loss 400 points
Profit target 200 points

Test conditions

Period	Up to 2026-09-25
Instrument	Gold, 30 minutes
Spread	0.6 points
Contracts	1
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	2026-09-25

Parameters

positionSize Contracts per trade	1
longFastPeriod Fast EMA for the long side	60
longSlowPeriod Slow EMA for the long side	200
shortFastPeriod Fast EMA for the short side	40
shortSlowPeriod Slow EMA for the short side	300
stopLossPoints Protective stop in points	400
takeProfitPoints Profit target in points	200

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
GoldBest run	30 min	1.33	1,019	28.16	3,335 EUR	-773
USD/JPY	4 hours	n/a	205	44.88	345,860 JPY	-131,940
USD/JPY	10 min	n/a	987	28.37	240,130 JPY	-120,560
USD/JPY	5 min	n/a	1,030	27.77	154,330 JPY	-137,950
USD/JPY	3 min	n/a	1,064	26.88	137,960 JPY	-108,820
Nikkei 225	2 min	n/a	1,027	49.46	12,793 USD	-4,641
Nikkei 225	1 hour	n/a	536	59.33	10,026 USD	-3,710
Dow Jones	1 hour	n/a	211	66.82	6,204 EUR	-2,411
Dow Jones	30 min	n/a	407	58.97	5,744 EUR	-2,820
Nasdaq 100	4 hours	n/a	153	49.02	4,270 EUR	-1,180
DAX 40	4 hours	n/a	153	64.05	3,274 EUR	-3,151
GBP/USD	4 hours	n/a	259	50.97	3,191 USD	-2,485
Nikkei 225	Daily	n/a	42	76.19	2,400 USD	-1,383
Gold	3 min	n/a	1,061	26.58	2,324 EUR	-721
Gold	15 min	n/a	1,094	26.05	1,705 EUR	-701
Gold	4 hours	n/a	169	30.18	1,653 EUR	-591
Gold	2 min	n/a	1,061	27.43	1,521 EUR	-654
Gold	5 min	n/a	1,044	26.92	1,469 EUR	-668
S&P 500	Daily	n/a	51	47.06	1,430 EUR	-815
Gold	Daily	n/a	48	37.50	763 EUR	-543

Charts

Results by run

Net profit against max drawdown

Net profitMax drawdown

The code

ProBuilder, rewritten to house standard

Every file in the library uses the same header, the same section order and the same variable names. The numbers above were produced by the original version before the rewrite, and the rewrite has not yet been compiled in ProRealTime.

// ============================================================
// Asymmetric EMA Cross
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 30 minutes
// ============================================================

// --- Settings ---
DEFPARAM CumulateOrders = false

// --- Parameters ---
positionSize = 1          // contracts per trade
longFastPeriod = 60       // fast EMA for the long side
longSlowPeriod = 200      // slow EMA for the long side
shortFastPeriod = 40      // fast EMA for the short side
shortSlowPeriod = 300     // slow EMA for the short side
stopLossPoints = 400      // protective stop in points
takeProfitPoints = 200    // profit target in points

// --- Indicators ---
weekendBar = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0
longFastMA = ExponentialAverage[longFastPeriod](close)
longSlowMA = ExponentialAverage[longSlowPeriod](close)
shortFastMA = ExponentialAverage[shortFastPeriod](close)
shortSlowMA = ExponentialAverage[shortSlowPeriod](close)

27 more lines: the entry and exit rules.

Read this first

Known weaknesses

The win rate in the best run is 28.16%, so most trades lose and profits depend on a minority of winners.
The target (200 points) is half the stop (400 points), which means one stop can erase two full targets.
Profit factor 1.33 on Gold 30 minutes is modest, and the average trade is only 3.27 EUR.
The other markets in the table only have sweep data, so their profit factor was not recorded.

Indicators used

EMA

How to load it

Copy the code with the copy button above 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.

Questions

About this strategy

Can I run it live in ProOrder?

Yes. The crosses, stop and target are all coded, so it runs unattended. The stats come from the pre-rewrite version, so test the new code in demo first.

Which instruments were tested?

Gold on 30 minutes was the best run with 3,335.10 EUR net over 1019 trades. It was also profitable on USD/JPY, Nikkei 225, Dow Jones, Nasdaq 100, DAX 40, GBP/USD and S&P 500 in the runs shown.

How much risk at the tested size?

One contract per trade with a 0.6 point spread. The Gold 30 minute run had a max drawdown of 772.95 EUR.

Why use different EMAs for each side?

Markets tend to fall faster than they rise, so the short side uses a quicker 40 EMA against a slower 300 EMA. The long side waits for the more common 60/200 cross.

Monday Dip Buy

Uses the same indicator.

n/a PF · 146 trades

Triple Band Market Model

Best run on the same market, Gold.

2.27 PF · 203 trades

RSI Momentum Thrust

A similar profit factor.

1.33 PF · 273 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.com Stats Docs