The system buys 1 contract when the 50-period EMA crosses above the 200-period EMA and sells on the reverse cross. A stop loss 15% below the entry limits the loss on each trade.
Best run of 51. Nikkei 225, 1 hour, spread 10, from run pf:2026-10-05-NIKKEI-1h.tsv:3.
| Period | Up to 2026-10-05 |
| Instrument | Nikkei 225, 1 hour |
| Spread | 10 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 | 2026-10-05 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| Nikkei 225Best run | 1 hour | 1.58 | 304 | 33.88 | 34,853 USD | -7,005 |
| USD/JPY | Daily | n/a | 31 | 38.71 | 631,280 USD | -629,400 |
| USD/JPY | 30 min | n/a | 571 | 31.35 | 493,820 USD | -228,480 |
| USD/JPY | 10 min | n/a | 570 | 32.28 | 412,060 USD | -213,370 |
| USD/JPY | 4 hours | n/a | 110 | 36.36 | 323,290 USD | -262,380 |
| USD/JPY | 15 min | n/a | 576 | 31.77 | 305,800 USD | -227,430 |
| USD/JPY | 5 min | n/a | 588 | 31.97 | 176,260 USD | -167,580 |
| USD/JPY | 3 min | n/a | 610 | 30.00 | 87,550 USD | -83,780 |
| EUR/USD | Daily | n/a | 32 | 34.38 | 70,131 USD | -38,380 |
| Nikkei 225 | Daily | n/a | 30 | 36.67 | 50,352 USD | -12,728 |
| Nikkei 225 | 4 hours | n/a | 80 | 30.00 | 31,426 USD | -13,052 |
| Nasdaq 100 | Daily | n/a | 24 | 62.50 | 29,548 EUR | -3,269 |
| Nikkei 225 | 15 min | n/a | 582 | 32.82 | 28,562 USD | -9,341 |
| Dow Jones | Daily | n/a | 37 | 45.95 | 26,911 EUR | -8,397 |
| Silver | 15 min | n/a | 585 | 30.77 | 25,692 USD | -13,970 |
| Nikkei 225 | 30 min | n/a | 604 | 31.79 | 20,292 USD | -18,786 |
| Nikkei 225 | 10 min | n/a | 601 | 31.78 | 19,481 USD | -11,496 |
| Dow Jones | 4 hours | n/a | 23 | 47.83 | 18,915 EUR | -4,146 |
| Nasdaq 100 | 4 hours | n/a | 89 | 43.82 | 18,412 EUR | -3,885 |
| Silver | 2 min | n/a | 604 | 30.13 | 17,538 USD | -13,619 |
| DAX 40 | Daily | n/a | 37 | 48.65 | 16,716 EUR | -5,241 |
| Dow Jones | 30 min | n/a | 239 | 33.05 | 13,917 EUR | -5,876 |
| Nasdaq 100 | 30 min | n/a | 601 | 34.28 | 11,720 EUR | -4,544 |
| Nasdaq 100 | 1 hour | n/a | 363 | 36.36 | 11,596 EUR | -5,391 |
| Dow Jones | 1 hour | n/a | 122 | 37.70 | 11,237 EUR | -6,499 |
| DAX 40 | 4 hours | n/a | 97 | 35.05 | 9,482 EUR | -3,367 |
| Dow Jones | 15 min | n/a | 460 | 31.52 | 9,386 EUR | -7,217 |
| Nasdaq 100 | 15 min | n/a | 567 | 33.86 | 8,897 EUR | -5,682 |
| Nasdaq 100 | 10 min | n/a | 560 | 31.79 | 8,713 EUR | -3,735 |
| DAX 40 | 1 hour | n/a | 374 | 31.28 | 6,482 EUR | -3,292 |
| S&P 500 | Daily | n/a | 28 | 60.71 | 5,992 EUR | -1,028 |
| DAX 40 | 30 min | n/a | 637 | 30.93 | 5,761 EUR | -4,323 |
| Brent Crude | 10 min | n/a | 585 | 31.97 | 5,667 EUR | -4,915 |
| Nasdaq 100 | 5 min | n/a | 605 | 31.57 | 5,289 EUR | -3,518 |
| DAX 40 | 5 min | n/a | 575 | 29.74 | 4,773 EUR | -2,959 |
| FTSE 100 | Daily | n/a | 36 | 36.11 | 4,556 EUR | -2,858 |
| S&P 500 | 4 hours | n/a | 85 | 44.71 | 4,467 EUR | -544 |
| DAX 40 | 15 min | n/a | 627 | 29.67 | 4,465 EUR | -3,827 |
| Gold | Daily | n/a | 34 | 29.41 | 3,806 EUR | -1,551 |
| Gold | 4 hours | n/a | 96 | 34.38 | 2,957 EUR | -962 |
| Gold | 30 min | n/a | 578 | 29.93 | 2,550 EUR | -1,132 |
| Brent Crude | 2 min | n/a | 573 | 28.45 | 2,331 EUR | -2,199 |
| Gold | 1 hour | n/a | 349 | 32.09 | 2,322 EUR | -1,576 |
| S&P 500 | 30 min | n/a | 597 | 33.33 | 2,268 EUR | -975 |
| S&P 500 | 1 hour | n/a | 365 | 34.79 | 2,133 EUR | -1,175 |
| Gold | 3 min | n/a | 583 | 27.44 | 1,967 EUR | -528 |
| Gold | 5 min | n/a | 588 | 30.78 | 1,776 EUR | -860 |
| Gold | 10 min | n/a | 598 | 27.59 | 1,751 EUR | -1,110 |
| Gold | 15 min | n/a | 633 | 28.75 | 1,703 EUR | -1,252 |
| Gold | 2 min | n/a | 611 | 29.95 | 1,367 EUR | -763 |
| S&P 500 | 15 min | n/a | 575 | 32.70 | 1,250 EUR | -1,138 |
Charts
Top 10 of 51 runs. The full list is in the table above.
The code
// ============================================================== // EMA 50/200 Cross With Stop // ProRealAlgos Strategy Library | prorealalgos.com // Type: Trend // Direction: Long only // Timeframe tested: 1 hour // ============================================================== DEFPARAM CumulateOrders = false emaa = ExponentialAverage[50](close) emab = ExponentialAverage[200](close)
10 more lines: the entry and exit rules.
Setup
Nikkei 225 had no history beyond the standard run, so both runs used 90,000 bars.
| Bars available | 90,000 |
| Net, standard 200,000-bar run | 34,852.60 USD |
| Net, long run | 35,364.50 USD |
| Net on the older data alone | 511.90 USD |
Questions
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.
It was tested on 51 market and timeframe combinations. The best run was Nikkei 225, 1 hour, with a profit factor of 1.58 over 304 trades.
The best run had a maximum drawdown of 7,005 USD at the tested position size, against a net result of 34,853 USD.
It only takes long trades.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.