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Strategies / Trend / EMA 15/30 Trend Long

EMA 15/30 Trend Long

The system buys 1 contract when the 15-period EMA rises slightly above the 30-period EMA, and sells when it falls back below. The entry needs the faster EMA above 1.00015 times the slower one.

TrendLong onlySwingNasdaq 100Daily
2.29Profit factor
18,989Net profit EUR
44.81%Win rate
154Trades
-4,257Max drawdown
123Avg trade

Best run of 36. Nasdaq 100, Daily, spread 3, from run pf:2026-10-05-NAS100-D.tsv:10.

Entry rules, long

Exit rules

  1. The trade closes at market when the 15-period EMA falls below the 30-period EMA.

Test conditions

PeriodUp to 2026-10-05
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 tested2026-10-05

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best runDaily2.29 15444.8118,989 EUR-4,257
S&P 500Daily2.15 20337.444,166 EUR-609
Dow JonesDaily2.09 20435.2927,908 EUR-5,422
USD/JPY10 min1.17 1,83835.96446,520 USD-94,540
DAX 4030 min1.12 2,38034.5412,075 EUR-2,983
USD/JPYDailyn/a 16835.121,345,920 USD-384,150
USD/JPY30 minn/a 2,09234.89692,940 USD-196,500
USD/JPY1 hourn/a 1,64135.65385,670 USD-270,220
USD/JPY15 minn/a 1,89035.61312,970 USD-155,170
EUR/USDDailyn/a 16237.0484,422 USD-48,295
Nikkei 225Dailyn/a 15736.9445,848 USD-12,665
Nikkei 2254 hoursn/a 36136.5729,046 USD-10,445
Nikkei 2253 minn/a 2,04333.6323,242 USD-6,865
Nikkei 2251 hourn/a 1,28933.6717,274 USD-12,417
Nikkei 2252 minn/a 1,98934.3915,954 USD-6,795
Dow Jones30 minn/a 94335.3114,159 EUR-6,896
Dow Jones4 hoursn/a 14041.4314,023 EUR-6,056
Nasdaq 10030 minn/a 2,39834.9012,106 EUR-3,767
DAX 40Dailyn/a 19736.5511,738 EUR-3,627
US Crude OilDailyn/a 16241.9811,086 EUR-8,070
Nasdaq 1001 hourn/a 1,51835.3110,652 EUR-4,411
Brent CrudeDailyn/a 7237.508,697 EUR-8,558
Nasdaq 1004 hoursn/a 45636.848,033 EUR-4,914
DAX 401 hourn/a 1,43734.737,606 EUR-3,742
DAX 404 hoursn/a 43733.186,906 EUR-3,496
Nasdaq 1005 minn/a 2,00735.776,141 EUR-3,592
Brent Crude1 hourn/a 84233.854,983 EUR-4,648
Nasdaq 10015 minn/a 2,33433.984,817 EUR-4,029
GoldDailyn/a 19532.313,226 EUR-930
Gold4 hoursn/a 40035.003,090 EUR-1,298
Gold1 hourn/a 1,48833.742,644 EUR-983
Gold30 minn/a 2,36132.612,514 EUR-918
S&P 5004 hoursn/a 44337.702,340 EUR-1,038
Gold15 minn/a 2,31030.821,506 EUR-1,054
Gold10 minn/a 2,24031.651,214 EUR-1,000
Gold5 minn/a 2,17733.58940 EUR-598

Charts

Results by run

Top 10 of 36 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 15/30 Trend Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

emafast = ExponentialAverage[15](close)
emaslow = ExponentialAverage[30](close)

9 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 307.20 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 run18,988.60 EUR
Net, long run19,295.80 EUR
Net on the older data alone307.20 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 15/30 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 36 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 2.29 over 154 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,257 EUR at the tested position size, against a net result of 18,989 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.comStatsDocs