Strategies / Trend / EMA 100 500 Trend Long

EMA 100 500 Trend Long

The strategy buys when the close is above both the 100-period and 500-period EMAs and the 100-period EMA is above the 500-period EMA. It closes the long when the close falls below the 500-period EMA, with a 3% stop loss from entry.

TrendLong onlySwingNasdaq 1004 hours

2.68Profit factor

16,498Net profit EUR

33.06%Win rate

124Trades

-3,347Max drawdown

133Avg trade

Best run of 52. Nasdaq 100, 4 hours, spread 3, from run pf:2026-10-11-NAS100-4h.tsv:1.

Entry rules, long

The 100-period EMA is above the 500-period EMA

Exit rules

A 3% stop loss is set from the fill price

Test conditions

Period	Up to 2026-10-11
Instrument	Nasdaq 100, 4 hours
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	4 hours	2.68	124	33.06	16,498 EUR	-3,347
EUR/USD	5 min	2.52	878	17.88	298,351 USD	-72,636
EUR/USD	3 min	2.40	850	18.47	399,217 USD	-46,993
EUR/USD	10 min	2.02	883	15.52	194,360 USD	-34,080
USD/JPY	Daily	n/a	39	30.77	493,340 USD	-471,900
USD/JPY	30 min	n/a	712	21.91	461,110 USD	-168,060
USD/JPY	10 min	n/a	689	23.08	458,580 USD	-145,460
EUR/USD	2 min	n/a	826	17.55	449,950 USD	-55,451
USD/JPY	1 hour	n/a	515	21.94	359,280 USD	-297,000
USD/JPY	15 min	n/a	732	21.04	256,980 USD	-249,810
EUR/USD	1 hour	n/a	595	22.02	59,375 USD	-32,156
Nikkei 225	Daily	n/a	52	15.38	52,887 USD	-16,671
Silver	30 min	n/a	729	19.07	29,642 USD	-16,357
Dow Jones	Daily	n/a	72	23.61	28,453 EUR	-8,703
Nasdaq 100	Daily	n/a	47	29.79	26,675 EUR	-3,917
Nikkei 225	1 hour	n/a	367	24.25	24,935 USD	-7,757
Nikkei 225	30 min	n/a	789	21.17	24,895 USD	-7,035
Nikkei 225	10 min	n/a	743	19.92	20,138 USD	-10,582
Nikkei 225	3 min	n/a	753	21.38	18,609 USD	-10,421
Nikkei 225	4 hours	n/a	114	21.05	17,448 USD	-12,553
Nikkei 225	5 min	n/a	742	20.75	17,176 USD	-11,179
Nikkei 225	15 min	n/a	832	20.67	15,768 USD	-11,810
Silver	15 min	n/a	847	15.23	14,981 USD	-14,804
DAX 40	Daily	n/a	88	21.59	13,676 EUR	-4,431
Nasdaq 100	30 min	n/a	691	26.92	13,204 EUR	-4,030
Nasdaq 100	1 hour	n/a	395	29.11	12,840 EUR	-5,107
Dow Jones	4 hours	n/a	39	33.33	12,014 EUR	-5,692
Dow Jones	1 hour	n/a	143	32.17	11,642 EUR	-4,737
Nasdaq 100	10 min	n/a	651	22.73	11,239 EUR	-3,469
Dow Jones	15 min	n/a	620	23.55	8,741 EUR	-6,809
Nasdaq 100	15 min	n/a	707	23.20	7,781 EUR	-4,067
DAX 40	30 min	n/a	791	21.49	7,148 EUR	-2,991
Brent Crude	4 hours	n/a	69	23.19	6,752 EUR	-4,568
S&P 500	Daily	n/a	63	31.75	6,286 EUR	-814
DAX 40	15 min	n/a	810	19.38	5,907 EUR	-5,086
Nasdaq 100	3 min	n/a	740	22.16	5,680 EUR	-2,589
Nasdaq 100	5 min	n/a	745	23.09	4,266 EUR	-4,250
DAX 40	10 min	n/a	780	20.77	4,114 EUR	-3,916
Brent Crude	10 min	n/a	736	23.37	3,956 EUR	-3,790
Gold	Daily	n/a	53	18.87	3,547 EUR	-1,534
S&P 500	1 hour	n/a	431	27.15	2,970 EUR	-801
S&P 500	4 hours	n/a	119	31.93	2,942 EUR	-862
Gold	4 hours	n/a	111	24.32	2,801 EUR	-1,360
S&P 500	30 min	n/a	754	26.53	2,263 EUR	-732
Gold	5 min	n/a	769	18.60	1,708 EUR	-757
S&P 500	15 min	n/a	706	25.50	1,688 EUR	-1,182
Gold	15 min	n/a	767	20.21	1,677 EUR	-1,204
Gold	1 hour	n/a	421	23.75	1,596 EUR	-1,491
Gold	10 min	n/a	759	19.50	1,508 EUR	-1,036
Gold	3 min	n/a	839	16.21	989 EUR	-714
S&P 500	10 min	n/a	756	21.16	915 EUR	-831
Gold	2 min	n/a	794	17.88	881 EUR	-641

Charts

Results by run

Top 10 of 52 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 100 500 Trend Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

maf = ExponentialAverage[100](close)
mas = ExponentialAverage[500](close)

11 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

Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · 4 hours · older data 0.00 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 28,000 bars.

Nasdaq 100 · 4 hours

Bars available	28,000
Net, standard 200,000-bar run	16,498.10 EUR
Net, long run	16,498.10 EUR
Net on the older data alone	0.00 EUR

Read this firstKnown weaknesses2 points

Results include the spread only. Commissions and overnight financing are not included.
The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run EMA 100 500 Trend 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 52 market and timeframe combinations. The best run was Nasdaq 100, 4 hours, with a profit factor of 2.68 over 124 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,347 EUR at the tested position size, against a net result of 16,498 EUR.

Does it trade long, short or both?

It only takes long 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