Join waitlist
The books... not free though
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatisticsMarket statistics and edges1,327StrategiesBacktested strategy library18Research papersThe study behind the algos301DocsProBuilder coding reference27Algo development programCourses and lessons24Everything here feeds the 24 algosSee the algos
Strategies / Trend / EMA 10 25 Crossover Long

EMA 10 25 Crossover Long

Buys when the 10-period EMA crosses above the 25-period EMA and closes the long when the 10-period EMA crosses below it. Trades one contract, long only, with no stop or target.

TrendLong onlySwingNasdaq 100Daily
2.53Profit factor
22,832Net profit EUR
39.42%Win rate
208Trades
-3,702Max drawdown
110Avg trade

Best run of 24. Nasdaq 100, Daily, spread 3, from run pf:2026-10-10-NAS100-D.tsv:3.

Entry rules, long

Exit rules

  1. The 10-period EMA crosses under the 25-period EMA, closing the long position

Test conditions

PeriodUp to 2026-10-10
InstrumentNasdaq 100, Daily
Spread3 points
Starting capital1,000,000
CostsSpread only. Commissions and overnight financing are not included.
BarsUp to 200,000 bars, fewer where the instrument has less history
Last tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best runDaily2.53 20839.4222,832 EUR-3,702
GoldDaily2.21 26630.833,722 EUR-809
Dow JonesDaily1.98 27737.5531,208 EUR-6,360
S&P 500Daily1.79 29136.433,771 EUR-736
DAX 40Daily1.53 27536.3613,796 EUR-3,377
USD/JPYDailyn/a 25934.361,005,630 USD-419,150
USD/JPY1 hourn/a 2,60430.57768,420 USD-236,410
USD/JPY30 minn/a 3,73830.28631,290 USD-202,360
EUR/USDDailyn/a 22335.4386,169 USD-40,415
Nikkei 225Dailyn/a 21635.1943,913 USD-11,186
Nikkei 2254 hoursn/a 52832.3921,808 USD-15,324
Nikkei 2251 hourn/a 1,89831.4516,658 USD-13,930
Dow Jones4 hoursn/a 19138.7416,261 EUR-5,085
Nasdaq 1001 hourn/a 2,24632.3712,755 EUR-3,470
DAX 4030 minn/a 3,77429.8110,571 EUR-4,431
Nasdaq 1004 hoursn/a 62835.3510,067 EUR-5,702
DAX 401 hourn/a 2,09332.449,741 EUR-4,758
Nasdaq 10030 minn/a 3,84930.356,651 EUR-4,268
US Crude Oil4 hoursn/a 45033.565,377 EUR-5,153
DAX 404 hoursn/a 62230.394,973 EUR-3,586
Gold4 hoursn/a 56133.693,482 EUR-959
Gold1 hourn/a 2,26429.242,703 EUR-1,033
S&P 5004 hoursn/a 62034.842,334 EUR-1,028
Gold30 minn/a 3,81629.171,776 EUR-1,239

Charts

Results by run

Top 10 of 24 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

// ==============================================================
// EMA 10 25 Crossover Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

mashort = ExponentialAverage[10](close)
malong = ExponentialAverage[25](close)

10 more lines: the entry and exit rules.

Setup

How to load it

  1. Copy the code with the copy button on the code block.
  2. 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".
  3. Paste the code, give the system a name and save it.
  4. Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

EMA
Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · Daily · older data 0.00 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 10,000 bars.

Nasdaq 100 · Daily

Bars available10,000
Net, standard 200,000-bar run22,831.90 EUR
Net, long run22,831.90 EUR
Net on the older data alone0.00 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 EMA 10 25 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 24 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 2.53 over 208 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,702 EUR at the tested position size, against a net result of 22,832 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

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

Range Filter Trend With ATR Brackets

Also a trend strategy.

2.54 PF · 134 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.comStatsDocs