Strategies / Trend / Double Smoothed EMA Crossover Long

Double Smoothed EMA Crossover Long

The system buys when a fast double-smoothed EMA line crosses above a slow one, and sells when it crosses back below. A 10% stop sits below each entry.

TrendLong onlyIntradayNikkei 22515 min

n/aProfit factor

17,037Net profit USD

34.96%Win rate

615Trades

-12,096Max drawdown

27.70Avg trade

Best run of 45. Nikkei 225, 15 min, spread 10, from run sweeps:2026-10-04-NIKKEI-15m-opt.tsv:64.

Entry rules, long

The slow line is a 100-period EMA of a 70-period EMA of the close.

Exit rules

The stop loss is set 10% below the entry price.

Test conditions

Period	Up to 2026-10-04
Instrument	Nikkei 225, 15 minutes
Spread	10 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
Nikkei 225Best run	15 min	n/a	615	34.96	17,037 USD	-12,096
USD/JPY	10 min	n/a	566	38.69	447,230 USD	-202,420
USD/JPY	30 min	n/a	593	34.57	447,030 USD	-221,290
USD/JPY	15 min	n/a	570	35.44	367,930 USD	-225,230
USD/JPY	5 min	n/a	587	39.35	192,250 USD	-158,500
USD/JPY	3 min	n/a	591	35.36	143,500 USD	-65,630
EUR/USD	Daily	n/a	32	40.62	95,340 USD	-28,583
Nikkei 225	Daily	n/a	31	41.94	47,005 USD	-13,859
Nikkei 225	1 hour	n/a	305	39.02	29,050 USD	-11,726
Nikkei 225	4 hours	n/a	81	37.04	28,940 USD	-10,969
Dow Jones	Daily	n/a	35	60.00	26,264 EUR	-8,867
Nasdaq 100	Daily	n/a	24	75.00	24,706 EUR	-3,348
Silver	15 min	n/a	589	34.97	22,166 USD	-13,520
Silver	2 min	n/a	588	34.86	20,984 USD	-11,406
Nikkei 225	2 min	n/a	589	32.43	16,741 USD	-13,629
Nasdaq 100	4 hours	n/a	94	44.68	16,696 EUR	-4,305
DAX 40	Daily	n/a	38	44.74	14,572 EUR	-4,752
Dow Jones	4 hours	n/a	25	52.00	14,127 EUR	-6,036
Nikkei 225	1 min	n/a	593	34.40	10,217 USD	-5,400
DAX 40	4 hours	n/a	96	41.67	10,014 EUR	-3,021
Dow Jones	5 min	n/a	609	33.00	9,854 EUR	-5,016
Nasdaq 100	30 min	n/a	581	38.73	9,063 EUR	-6,613
US Crude Oil	4 hours	n/a	61	47.54	7,990 EUR	-5,842
Nasdaq 100	5 min	n/a	596	36.24	7,920 EUR	-3,437
Dow Jones	1 hour	n/a	123	39.84	7,895 EUR	-7,056
DAX 40	5 min	n/a	571	36.25	7,725 EUR	-2,081
Nasdaq 100	15 min	n/a	567	38.80	7,270 EUR	-6,348
Nasdaq 100	1 hour	n/a	397	40.81	6,859 EUR	-5,512
DAX 40	1 hour	n/a	365	33.70	6,703 EUR	-4,065
Nasdaq 100	10 min	n/a	574	37.46	6,538 EUR	-5,217
S&P 500	Daily	n/a	30	70.00	6,025 EUR	-981
DAX 40	10 min	n/a	595	34.79	5,349 EUR	-2,831
Gold	Daily	n/a	30	46.67	4,184 EUR	-1,466
S&P 500	4 hours	n/a	86	46.51	3,781 EUR	-895
FTSE 100	Daily	n/a	31	48.39	3,426 EUR	-2,039
Gold	4 hours	n/a	100	41.00	2,854 EUR	-962
Gold	1 hour	n/a	344	37.50	2,672 EUR	-1,360
Gold	10 min	n/a	601	34.28	2,541 EUR	-960
Gold	30 min	n/a	596	35.23	2,287 EUR	-1,051
Gold	15 min	n/a	599	33.89	2,251 EUR	-945
S&P 500	1 hour	n/a	382	39.53	2,082 EUR	-1,169
S&P 500	30 min	n/a	605	38.51	1,985 EUR	-1,362
Gold	3 min	n/a	585	35.38	1,889 EUR	-589
Gold	5 min	n/a	600	34.17	1,687 EUR	-900
Gold	2 min	n/a	608	35.36	1,103 EUR	-808

Charts

Results by run

Top 10 of 45 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Double Smoothed EMA Crossover Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

efa = ExponentialAverage[20](close)
efb = ExponentialAverage[70](close)
fast = ExponentialAverage[100](efa)
slow = ExponentialAverage[100](efb)

13 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

EMA

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 12,096 USD is large next to the net profit of 17,037 USD.

Questions

About this strategy

Can I run Double Smoothed EMA Crossover Long 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 45 market and timeframe combinations. The best run by trade count was Nikkei 225, 15 minutes, with 615 trades.

How large was the drawdown?

The best run had a maximum drawdown of 12,096 USD at the tested position size, against a net result of 17,037 USD.

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

Rock Climber

Best run on the same market, Nikkei 225.

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ADX Filtered EMA Cross

Also a trend strategy.

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

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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