Strategies / Trend / DEMA Crossover With Ichimoku Cloud

DEMA Crossover With Ichimoku Cloud

Buys when the 8-period DEMA crosses above the 21-period DEMA while price is above the Ichimoku cloud and volatility is not elevated. Sells when the 8-period DEMA crosses below the 21-period DEMA and the close is below the 50-period EMA.

TrendLong onlyIntradayGold15 min

1.39Profit factor

2,792Net profit EUR

27.37%Win rate

1,330Trades

-563Max drawdown

2.10Avg trade

Best run of 34. Gold, 15 min, spread 0.6, from run pf:2026-10-05-GOLD-15m.tsv:3.

Entry rules, long

The close is above both displaced Ichimoku spans (9, 26 and 52 periods, displaced 26 bars).
ATR(14) as a percentage of the close is below 1.5 times its median over the last 50 bars.

Exit rules

The 8-period DEMA crosses under the 21-period DEMA and the close is below the 50-period EMA.

Test conditions

Period	Up to 2026-10-05
Instrument	Gold, 15 minutes
Spread	0.6 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	2026-10-05

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
GoldBest run	15 min	1.39	1,330	27.37	2,792 EUR	-563
Gold	10 min	1.35	1,348	29.01	2,500 EUR	-519
Gold	5 min	1.25	1,387	30.71	1,904 EUR	-459
USD/JPY	30 min	n/a	1,314	32.72	536,810 USD	-184,290
USD/JPY	4 hours	n/a	244	30.33	523,200 USD	-337,830
USD/JPY	10 min	n/a	1,403	33.71	456,580 USD	-174,740
USD/JPY	1 hour	n/a	925	31.78	395,560 USD	-269,570
EUR/USD	Daily	n/a	76	36.84	52,222 USD	-35,200
Nikkei 225	Daily	n/a	78	39.74	38,477 USD	-11,480
Silver	Daily	n/a	68	35.29	33,269 USD	-25,287
Nikkei 225	4 hours	n/a	166	34.34	25,953 USD	-12,972
Dow Jones	Daily	n/a	93	43.01	23,337 EUR	-11,689
Nasdaq 100	Daily	n/a	68	52.94	17,656 EUR	-5,568
Dow Jones	4 hours	n/a	73	46.58	16,756 EUR	-5,199
Nikkei 225	1 hour	n/a	687	31.30	15,187 USD	-11,634
DAX 40	30 min	n/a	1,391	33.50	13,531 EUR	-3,760
DAX 40	Daily	n/a	100	40.00	12,681 EUR	-7,206
Silver	15 min	n/a	1,407	28.78	12,561 USD	-11,983
Nasdaq 100	4 hours	n/a	219	39.27	10,625 EUR	-5,246
Nasdaq 100	1 hour	n/a	802	35.29	9,140 EUR	-4,330
Nasdaq 100	30 min	n/a	1,436	33.77	9,047 EUR	-3,200
Dow Jones	15 min	n/a	959	31.39	8,543 EUR	-7,585
DAX 40	1 hour	n/a	763	34.21	7,487 EUR	-2,821
DAX 40	4 hours	n/a	234	36.75	5,958 EUR	-4,311
Nasdaq 100	15 min	n/a	1,186	35.50	5,504 EUR	-4,428
S&P 500	Daily	n/a	98	45.92	4,514 EUR	-1,190
DAX 40	10 min	n/a	1,320	31.06	3,942 EUR	-2,953
Gold	Daily	n/a	74	41.89	3,303 EUR	-1,108
Gold	4 hours	n/a	195	35.90	3,038 EUR	-1,149
FTSE 100	1 hour	n/a	795	33.96	2,560 EUR	-2,303
Gold	30 min	n/a	1,358	32.03	2,437 EUR	-747
Gold	1 hour	n/a	775	33.68	2,219 EUR	-1,059
Gold	3 min	n/a	1,355	30.63	1,849 EUR	-479
S&P 500	4 hours	n/a	215	37.67	1,778 EUR	-877

Charts

Results by run

Top 10 of 34 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

// ==============================================================
// DEMA Crossover With Ichimoku Cloud
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

emafa = ExponentialAverage[8](close)
emafb = ExponentialAverage[8](emafa)
demafast = 2 * emafa - emafb
emasa = ExponentialAverage[21](close)
emasb = ExponentialAverage[21](emasa)
demaslow = 2 * emasa - emasb

emafloor = ExponentialAverage[50](close)

conv = (highest[9](high) + lowest[9](low)) / 2
base = (highest[26](high) + lowest[26](low)) / 2
leada = (conv + base) / 2
leadb = (highest[52](high) + lowest[52](low)) / 2
senkoua = leada[26]
senkoub = leadb[26]

atrval = AverageTrueRange[14](close)
atrpct = atrval / close * 100

34 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

EMAIchimokuATR

Longer historyRe-run on up to 1,000,000 barsGold · 15 min · older data 1,339.50 EUR

On the long run with 490,000 bars the net result was 4,131 EUR, against 2,792 EUR on the standard 200,000-bar run. The older data alone gave 1,340 EUR.

Gold · 15 min

Bars available	490,000
Net, standard 200,000-bar run	2,791.80 EUR
Net, long run	4,131.30 EUR
Net on the older data alone	1,339.50 EUR

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 DEMA Crossover With Ichimoku Cloud 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 34 market and timeframe combinations. The best run was Gold, 15 minutes, with a profit factor of 1.39 over 1,330 trades.

How large was the drawdown?

The best run had a maximum drawdown of 563 EUR at the tested position size, against a net result of 2,792 EUR.

Does it trade long, short or both?

It only takes long trades.

Reversal Pattern With Chaikin Volatility

Uses the same indicator.

2.26 PF · 6,872 trades

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

Dual MA Long Trend

Also a trend strategy.

1.39 PF · 241 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

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