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 20 55 Crossover Reversal

EMA 20 55 Crossover Reversal

Buys when the 20-period EMA crosses above the 55-period EMA and sells short when it crosses below. Each cross reverses any open position, so the system is always positioned after the first signal.

TrendLong & shortSwingUSD/JPYDaily
2.05Profit factor
3,190,930Net profit USD
35.38%Win rate
212Trades
-499,500Max drawdown
15,052Avg trade

Best run of 15. USD/JPY, Daily, spread 1, from run pf:2026-10-04-USDJPY-D.tsv:17.

Entry rules, long

  2. No long position is already open.
  3. Signals are only considered after bar 55.

Entry rules, short

  2. No short position is already open.
  3. Signals are only considered after bar 55.

Exit rules

  2. No stop loss or profit target is set.

Test conditions

PeriodUp to 2026-10-04
InstrumentUSD/JPY, Daily
Spread1 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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest runDaily2.05 21235.383,190,930 USD-499,500
USD/JPY30 minn/a 3,47029.71706,850 USD-264,470
USD/JPY1 hourn/a 2,47530.26379,970 USD-356,500
USD/JPY10 minn/a 3,62527.39306,990 USD-187,650
USD/JPY15 minn/a 3,64127.30294,300 USD-166,560
EUR/USD2 minn/a 3,98523.86225,014 USD-205,971
EUR/USDDailyn/a 24930.5299,859 USD-82,441
Nikkei 225Dailyn/a 18829.7936,752 USD-24,705
US Crude OilDailyn/a 20236.1418,490 EUR-7,448
Brent CrudeDailyn/a 9034.4414,389 EUR-7,031
Nikkei 2252 minn/a 3,53027.6212,789 USD-12,212
Nasdaq 100Dailyn/a 19033.169,610 EUR-5,367
Gold30 minn/a 3,54727.802,304 EUR-1,437
GoldDailyn/a 25230.561,973 EUR-1,466
Gold1 hourn/a 2,10330.101,913 EUR-1,440

Charts

Results by run

Top 10 of 15 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA 20 55 Crossover Reversal
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

fast = ExponentialAverage[20](close)
slow = ExponentialAverage[55](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
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 20 55 Crossover Reversal 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 15 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 2.05 over 212 trades.

How large was the drawdown?

The best run had a maximum drawdown of 499,500 USD at the tested position size, against a net result of 3,190,930 USD.

Does it trade long, short or both?

It trades both long and short.

Related

Strategies like this one

Reversal Pattern With Chaikin Volatility

Uses the same indicator.

2.26 PF · 6,872 trades

Trend Surfer

Best run on the same market, USD/JPY.

1.04 PF · 10,813 trades

Fibonacci Grouped Average Crossover

Also a trend strategy.

2.05 PF · 112 trades

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

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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