Buys when the 10-period EMA is above the 20-period EMA and that is above the 50-period EMA, a bullish stacked alignment. Closes the long when the EMAs stack in the bearish order.
Best run of 40. EUR/USD, 2 min, spread 1, from run sweeps:2026-10-11-EURUSD-2m-opt.tsv:16.
| Period | Up to 2026-10-11 |
| Instrument | EUR/USD, 2 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 | 2026-10-11 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| EUR/USDBest run | 2 min | n/a | 1,970 | 23.60 | 56,649 USD | -55,033 |
| USD/JPY | Daily | n/a | 110 | 34.55 | 1,111,640 USD | -506,320 |
| USD/JPY | 30 min | n/a | 1,753 | 32.12 | 788,040 USD | -212,850 |
| USD/JPY | 1 hour | n/a | 1,288 | 32.84 | 478,740 USD | -333,200 |
| USD/JPY | 10 min | n/a | 1,823 | 31.60 | 431,030 USD | -109,750 |
| USD/JPY | 15 min | n/a | 1,809 | 32.45 | 347,550 USD | -147,790 |
| EUR/USD | Daily | n/a | 117 | 35.04 | 60,210 USD | -48,084 |
| Nikkei 225 | Daily | n/a | 104 | 31.73 | 46,274 USD | -13,427 |
| Nikkei 225 | 4 hours | n/a | 240 | 39.17 | 37,028 USD | -7,922 |
| Dow Jones | Daily | n/a | 131 | 36.64 | 27,200 EUR | -8,049 |
| Nikkei 225 | 1 hour | n/a | 934 | 31.80 | 22,595 USD | -12,182 |
| Nasdaq 100 | Daily | n/a | 97 | 50.52 | 20,655 EUR | -3,270 |
| Nikkei 225 | 2 min | n/a | 1,771 | 31.11 | 17,272 USD | -7,319 |
| Nikkei 225 | 3 min | n/a | 1,838 | 30.69 | 12,794 USD | -7,227 |
| Nasdaq 100 | 30 min | n/a | 1,769 | 33.63 | 12,444 EUR | -3,959 |
| Nasdaq 100 | 4 hours | n/a | 303 | 36.63 | 11,103 EUR | -5,158 |
| DAX 40 | Daily | n/a | 140 | 37.14 | 10,898 EUR | -4,295 |
| US Crude Oil | Daily | n/a | 105 | 38.10 | 10,613 EUR | -5,292 |
| Nasdaq 100 | 1 hour | n/a | 1,090 | 34.22 | 10,507 EUR | -5,178 |
| Brent Crude | Daily | n/a | 48 | 39.58 | 10,244 EUR | -6,284 |
| DAX 40 | 30 min | n/a | 1,782 | 31.93 | 9,130 EUR | -4,984 |
| Nasdaq 100 | 5 min | n/a | 1,786 | 30.96 | 8,363 EUR | -4,306 |
| Nasdaq 100 | 10 min | n/a | 1,780 | 30.96 | 7,609 EUR | -3,710 |
| Dow Jones | 4 hours | n/a | 103 | 38.83 | 7,380 EUR | -6,874 |
| Nasdaq 100 | 15 min | n/a | 1,803 | 32.17 | 7,264 EUR | -3,602 |
| DAX 40 | 4 hours | n/a | 310 | 33.23 | 7,187 EUR | -3,482 |
| Dow Jones | 1 hour | n/a | 378 | 33.86 | 6,824 EUR | -6,132 |
| DAX 40 | 15 min | n/a | 1,803 | 30.06 | 6,102 EUR | -3,855 |
| DAX 40 | 10 min | n/a | 1,843 | 30.93 | 5,352 EUR | -3,307 |
| DAX 40 | 1 hour | n/a | 1,053 | 33.81 | 5,242 EUR | -5,189 |
| S&P 500 | Daily | n/a | 142 | 38.73 | 4,220 EUR | -1,129 |
| Gold | 30 min | n/a | 1,804 | 29.77 | 3,116 EUR | -859 |
| Gold | Daily | n/a | 128 | 35.16 | 3,002 EUR | -1,191 |
| Gold | 1 hour | n/a | 1,087 | 33.30 | 2,608 EUR | -1,252 |
| S&P 500 | 4 hours | n/a | 299 | 38.13 | 2,288 EUR | -991 |
| Gold | 4 hours | n/a | 295 | 32.20 | 1,983 EUR | -1,509 |
| Gold | 10 min | n/a | 1,863 | 28.40 | 1,705 EUR | -834 |
| Gold | 5 min | n/a | 1,893 | 30.80 | 1,396 EUR | -715 |
| Gold | 15 min | n/a | 1,863 | 28.82 | 1,314 EUR | -991 |
| Gold | 3 min | n/a | 1,928 | 28.73 | 1,005 EUR | -637 |
Charts
Top 10 of 40 runs. The full list is in the table above.
The code
// ============================================================== // EMA 10 20 50 Alignment // ProRealAlgos Strategy Library | prorealalgos.com // Type: Trend // Direction: Long only // Timeframe tested: 2 minutes // ============================================================== DEFPARAM CumulateOrders = false emaf = ExponentialAverage[10](close) emam = ExponentialAverage[20](close) emas = ExponentialAverage[50](close)
14 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 40 market and timeframe combinations. The best run by trade count was EUR/USD, 2 minutes, with 1,970 trades.
The best run had a maximum drawdown of 55,033 USD at the tested position size, against a net result of 56,649 USD.
It only takes long trades.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.