Strategies / Trend / EMA 10 200 Crossover

EMA 10 200 Crossover

The strategy buys 1 contract while the 10 period EMA is above the 200 period EMA and closes the long when it falls below. It starts trading only after bar 200.

TrendLong onlyIntradayNasdaq 10015 min

1.28Profit factor

16,487Net profit EUR

27.13%Win rate

1,128Trades

-2,816Max drawdown

14.62Avg trade

Best run of 45. Nasdaq 100, 15 min, spread 3, from run pf:2026-10-12-NAS100-15m.tsv:5.

Entry rules, long

Signals are evaluated only after bar 200.

Exit rules

The 10 period EMA is below the 200 period EMA while a long position is open, closing it by selling 1 contract at market.

Test conditions

Period	Up to 2026-10-12
Instrument	Nasdaq 100, 15 minutes
Spread	3 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

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	15 min	1.28	1,128	27.13	16,487 EUR	-2,816
USD/JPY	Daily	n/a	77	25.97	937,210 USD	-617,930
USD/JPY	30 min	n/a	1,196	25.17	530,140 USD	-223,260
USD/JPY	10 min	n/a	1,213	24.32	398,750 USD	-209,140
USD/JPY	15 min	n/a	1,224	23.04	392,690 USD	-174,420
EUR/USD	Daily	n/a	64	29.69	91,993 USD	-32,060
Nikkei 225	Daily	n/a	62	30.65	60,182 USD	-13,264
EUR/USD	4 hours	n/a	293	25.60	38,609 USD	-37,535
Dow Jones	Daily	n/a	80	33.75	28,900 EUR	-9,460
Nikkei 225	1 hour	n/a	634	26.97	28,609 USD	-13,598
Nasdaq 100	Daily	n/a	51	45.10	26,735 EUR	-3,924
Nikkei 225	4 hours	n/a	186	22.58	23,301 USD	-12,068
Silver	30 min	n/a	1,284	20.33	21,108 USD	-20,068
DAX 40	Daily	n/a	80	35.00	19,731 EUR	-4,230
Nikkei 225	30 min	n/a	1,289	24.83	18,340 USD	-13,323
Nikkei 225	3 min	n/a	1,237	22.64	18,134 USD	-13,572
Nasdaq 100	4 hours	n/a	199	27.64	16,846 EUR	-5,533
Dow Jones	4 hours	n/a	57	45.61	16,831 EUR	-6,951
Nasdaq 100	30 min	n/a	1,163	25.88	14,335 EUR	-3,810
Dow Jones	1 hour	n/a	269	27.51	13,479 EUR	-6,671
Nikkei 225	2 min	n/a	1,286	22.94	12,898 USD	-12,838
Nasdaq 100	1 hour	n/a	777	28.83	11,173 EUR	-4,992
Dow Jones	30 min	n/a	513	26.32	11,077 EUR	-6,519
DAX 40	30 min	n/a	1,231	25.59	9,227 EUR	-3,204
Nasdaq 100	10 min	n/a	1,133	25.42	7,934 EUR	-3,378
GBP/USD	Daily	n/a	83	28.92	6,937 USD	-6,720
Nasdaq 100	3 min	n/a	1,210	23.80	6,291 EUR	-2,695
S&P 500	Daily	n/a	79	43.04	5,677 EUR	-1,376
DAX 40	1 hour	n/a	737	24.83	5,513 EUR	-4,884
DAX 40	4 hours	n/a	212	28.30	5,215 EUR	-4,464
Nasdaq 100	5 min	n/a	1,233	23.20	4,842 EUR	-3,552
DAX 40	5 min	n/a	1,247	22.69	4,536 EUR	-3,274
Gold	Daily	n/a	71	26.76	3,724 EUR	-1,387
S&P 500	4 hours	n/a	188	35.11	3,648 EUR	-1,054
Gold	4 hours	n/a	190	24.74	3,220 EUR	-962
Gold	1 hour	n/a	710	23.38	2,776 EUR	-1,238
S&P 500	30 min	n/a	1,201	26.81	2,413 EUR	-959
S&P 500	15 min	n/a	1,145	25.68	2,374 EUR	-933
Gold	30 min	n/a	1,254	23.37	2,046 EUR	-1,066
S&P 500	1 hour	n/a	765	29.67	1,968 EUR	-976
Gold	5 min	n/a	1,321	21.42	1,795 EUR	-794
Gold	3 min	n/a	1,317	21.72	1,528 EUR	-757
Gold	15 min	n/a	1,301	20.83	1,482 EUR	-1,087
Gold	10 min	n/a	1,302	20.43	1,225 EUR	-1,027
S&P 500	10 min	n/a	1,159	24.68	1,190 EUR	-638

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

// ==============================================================
// EMA 10 200 Crossover
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

fast = ExponentialAverage[10](close)
slow = ExponentialAverage[200](close)

9 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

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 EMA 10 200 Crossover 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 was Nasdaq 100, 15 minutes, with a profit factor of 1.28 over 1,128 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,816 EUR at the tested position size, against a net result of 16,487 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

Volatility Spike Regression Long

Best run on the same market, Nasdaq 100.

1.22 PF · 1,850 trades

Super Smoother Trend

Also a trend strategy.

1.28 PF · 801 trades

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

Copy trading on US indices is available to ProRealAlgos members as spots open.

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