The books... not free though
The strategy buys when the MACD line crosses above its 9 period signal line while the MACD line sits below negative 0.0217% of the close. It sells when the MACD line crosses above the histogram.
Best run of 18. EUR/USD, 5 min, spread 1, from run pf:2026-10-12-EURUSD-5m.tsv:2.
| Period | Up to 2026-10-12 |
| Instrument | EUR/USD, 5 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 | 2026-10-12 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| EUR/USDBest run | 5 min | 3.62 | 871 | 61.54 | 131,514 USD | -28,613 |
| Nasdaq 100 | 1 hour | 1.47 | 1,226 | 68.03 | 15,954 EUR | -2,848 |
| S&P 500 | 1 hour | 1.36 | 1,208 | 68.29 | 3,549 EUR | -788 |
| USD/JPY | 4 hours | n/a | 391 | 72.12 | 318,920 USD | -251,030 |
| Nikkei 225 | 1 hour | n/a | 1,046 | 65.68 | 21,239 USD | -7,261 |
| Dow Jones | 1 hour | n/a | 426 | 71.83 | 19,035 EUR | -6,822 |
| Nikkei 225 | 4 hours | n/a | 297 | 72.39 | 16,986 USD | -11,552 |
| Dow Jones | Daily | n/a | 168 | 73.21 | 16,609 EUR | -5,559 |
| Silver | Daily | n/a | 152 | 69.74 | 16,454 USD | -7,308 |
| Nasdaq 100 | 4 hours | n/a | 364 | 70.05 | 13,303 EUR | -4,496 |
| Nasdaq 100 | Daily | n/a | 118 | 77.97 | 9,350 EUR | -3,611 |
| DAX 40 | 1 hour | n/a | 1,166 | 69.30 | 7,853 EUR | -4,764 |
| DAX 40 | Daily | n/a | 165 | 64.85 | 7,433 EUR | -4,667 |
| FTSE 100 | Daily | n/a | 136 | 76.47 | 6,577 EUR | -2,643 |
| FTSE 100 | 4 hours | n/a | 328 | 72.26 | 3,014 EUR | -2,441 |
| FTSE 100 | 1 hour | n/a | 1,149 | 69.19 | 2,643 EUR | -2,346 |
| S&P 500 | 4 hours | n/a | 341 | 71.26 | 2,101 EUR | -1,143 |
| S&P 500 | Daily | n/a | 163 | 70.55 | 1,501 EUR | -880 |
Charts
Top 10 of 18 runs. The full list is in the table above.
Above 1.0 made money, below 1.0 lost money.
The code
// ============================================================== // Deep Negative MACD Crossover Long // ProRealAlgos Strategy Library | prorealalgos.com // Type: Mean reversion // Direction: Long only // Timeframe tested: 5 minutes // ============================================================== DEFPARAM CumulateOrders = false myMacd = MACDline[12,26,9](close) signal = ExponentialAverage[9](myMacd) hist = myMacd - signal level = -close * 0.0217 / 100
10 more lines: the entry and exit rules.
Setup
Questions
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.
It was tested on 18 market and timeframe combinations. The best run was EUR/USD, 5 minutes, with a profit factor of 3.62 over 871 trades.
The best run had a maximum drawdown of 28,613 USD at the tested position size, against a net result of 131,514 USD.
It only takes long trades.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.
