Strategies / Trend / EMA 200 Offset Band Long

EMA 200 Offset Band Long

The strategy buys when the close crosses above 1.04 times the 200-period EMA. It closes the long when the close crosses below 0.935 times that EMA, and it has no stop loss or profit target.

TrendLong onlySwingDAX 40Daily

n/aProfit factor

16,436Net profit EUR

59.26%Win rate

27Trades

-5,293Max drawdown

609Avg trade

Best run of 57. DAX 40, Daily, spread 3, from run sweeps:2026-10-11-DAX40-D-opt.tsv:93.

Entry rules, long

The close crosses above 1.04 times the 200-period EMA

Exit rules

The strategy has no stop loss or profit target

Test conditions

Period	Up to 2026-10-11
Instrument	DAX 40, Daily
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	2026-10-11

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
DAX 40Best run	Daily	n/a	27	59.26	16,436 EUR	-5,293
USD/JPY	Daily	n/a	10	80.00	874,500 USD	-601,700
USD/JPY	30 min	n/a	1	100.00	790,540 USD	-260,990
USD/JPY	1 hour	n/a	1	100.00	788,620 USD	-259,570
Nikkei 225	Daily	n/a	22	45.45	58,040 USD	-13,363
Nikkei 225	30 min	n/a	9	66.67	52,324 USD	-14,211
Nikkei 225	1 hour	n/a	11	63.64	44,520 USD	-16,039
Nikkei 225	15 min	n/a	4	50.00	44,342 USD	-14,453
Nikkei 225	3 min	n/a	1	100.00	35,880 USD	-13,081
Nikkei 225	4 hours	n/a	18	50.00	34,973 USD	-16,514
Nikkei 225	5 min	n/a	1	100.00	34,204 USD	-13,126
Silver	30 min	n/a	23	43.48	33,230 USD	-23,810
Dow Jones	Daily	n/a	23	65.22	33,104 EUR	-8,104
Nikkei 225	10 min	n/a	2	50.00	30,665 USD	-12,992
Silver	3 min	n/a	5	40.00	30,109 USD	-17,242
Dow Jones	30 min	n/a	2	100.00	28,981 EUR	-9,226
Nasdaq 100	Daily	n/a	20	65.00	27,683 EUR	-3,492
Silver	5 min	n/a	6	33.33	26,473 USD	-25,383
Nasdaq 100	1 hour	n/a	14	50.00	24,292 EUR	-6,640
Dow Jones	15 min	n/a	4	50.00	23,191 EUR	-9,930
Nasdaq 100	4 hours	n/a	21	66.67	21,634 EUR	-5,350
Nikkei 225	2 min	n/a	1	100.00	20,895 USD	-13,121
Nasdaq 100	30 min	n/a	5	60.00	19,860 EUR	-7,522
Dow Jones	4 hours	n/a	4	75.00	18,781 EUR	-8,429
Nasdaq 100	10 min	n/a	2	100.00	17,803 EUR	-6,315
Nasdaq 100	15 min	n/a	6	50.00	17,803 EUR	-6,346
DAX 40	30 min	n/a	5	80.00	17,066 EUR	-5,459
Dow Jones	1 hour	n/a	1	100.00	16,899 EUR	-8,280
DAX 40	1 hour	n/a	14	50.00	14,954 EUR	-4,873
DAX 40	15 min	n/a	2	100.00	14,911 EUR	-4,625
Nasdaq 100	3 min	n/a	1	100.00	13,313 EUR	-3,758
Nasdaq 100	5 min	n/a	1	100.00	13,073 EUR	-3,754
Dow Jones	3 min	n/a	1	100.00	12,489 EUR	-5,673
DAX 40	4 hours	n/a	20	55.00	12,198 EUR	-3,989
Dow Jones	5 min	n/a	1	100.00	12,174 EUR	-5,661
Dow Jones	10 min	n/a	1	100.00	12,143 EUR	-5,645
DAX 40	10 min	n/a	2	100.00	10,287 EUR	-4,482
S&P 500	Daily	n/a	18	88.89	6,294 EUR	-1,444
S&P 500	30 min	n/a	3	100.00	5,724 EUR	-1,314
S&P 500	4 hours	n/a	12	58.33	4,830 EUR	-1,630
DAX 40	5 min	n/a	1	100.00	4,639 EUR	-3,633
DAX 40	3 min	n/a	1	100.00	4,392 EUR	-3,630
S&P 500	15 min	n/a	4	50.00	4,361 EUR	-1,448
FTSE 100	15 min	n/a	3	66.67	4,322 EUR	-1,476
FTSE 100	30 min	n/a	3	100.00	3,315 EUR	-1,332
Gold	15 min	n/a	1	100.00	3,283 EUR	-726
S&P 500	1 hour	n/a	7	57.14	3,271 EUR	-1,236
Gold	4 hours	n/a	12	41.67	3,099 EUR	-1,150
Gold	1 hour	n/a	11	36.36	2,963 EUR	-2,297
Gold	Daily	n/a	18	44.44	2,710 EUR	-1,878
S&P 500	3 min	n/a	1	100.00	2,657 EUR	-699
S&P 500	5 min	n/a	1	100.00	2,651 EUR	-694
S&P 500	10 min	n/a	1	100.00	2,552 EUR	-692
FTSE 100	5 min	n/a	1	100.00	2,531 EUR	-1,260
FTSE 100	3 min	n/a	1	100.00	2,526 EUR	-1,262
FTSE 100	10 min	n/a	1	100.00	2,510 EUR	-1,258
DAX 40	2 min	n/a	1	100.00	2,198 EUR	-1,831

Charts

Results by run

Top 10 of 57 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA 200 Offset Band Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ema = ExponentialAverage[200](close)
upper = ema * 1.04
lower = ema * 0.935

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

No profit factor is available, because only sweep results exist for this strategy.
The best run has only 27 trades, which is a small sample to judge it on.

Questions

About this strategy

Can I run EMA 200 Offset Band 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 57 market and timeframe combinations. The best run by trade count was DAX 40, Daily, with 27 trades.

How large was the drawdown?

The best run had a maximum drawdown of 5,293 EUR at the tested position size, against a net result of 16,436 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

Heikin Ashi Color Flip

Best run on the same market, DAX 40.

1.12 PF · 3,692 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 trades

Put your name on the ProRealAlgos waitlist to trade a tested portfolio instead of single strategies.

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.com Stats Docs