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Strategies / Trend / EMA 50 200 Crossover Fixed Brackets

EMA 50 200 Crossover Fixed Brackets

Buys when the 50-period EMA crosses above the 200-period EMA and sells short when it crosses below. Each trade has a 2% stop loss and a 0.7% take profit, measured from the fill.

TrendLong & shortIntradayNikkei 22515 min
n/aProfit factor
8,904Net profit USD
51.38%Win rate
1,160Trades
-8,140Max drawdown
7.68Avg trade

Best run of 13. Nikkei 225, 15 min, spread 10, from run sweeps:2026-10-11-NIKKEI-15m-opt.tsv:39.

Entry rules, long

  2. Signals are only considered after bar 200.

Entry rules, short

  2. Signals are only considered after bar 200.

Exit rules

  1. A long has a stop loss 2% below the entry price and a profit target 0.7% above it.
  2. A short has a stop loss 2% above the entry price and a profit target 0.7% below it.

Test conditions

PeriodUp to 2026-10-11
InstrumentNikkei 225, 15 minutes
Spread10 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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nikkei 225Best run15 minn/a 1,16051.388,904 USD-8,140
USD/JPYDailyn/a 6283.87280,110 USD-72,960
USD/JPY10 minn/a 1,13232.51196,590 USD-172,070
Dow Jones1 hourn/a 24765.596,590 EUR-4,439
Dow Jones4 hoursn/a 4686.966,093 EUR-1,430
US Crude Oil1 hourn/a 49975.153,460 EUR-1,547
US Crude Oil10 minn/a 1,12061.962,224 EUR-1,573
Nikkei 225Dailyn/a 6073.332,187 USD-1,275
US Crude Oil4 hoursn/a 13876.091,142 EUR-639
Dow JonesDailyn/a 7478.381,095 EUR-961
S&P 5004 hoursn/a 16975.74654 EUR-366
Gold1 hourn/a 69963.95621 EUR-241
S&P 500Dailyn/a 5761.40144 EUR-119

Charts

Results by run

Top 10 of 13 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA 50 200 Crossover Fixed Brackets
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

emafast = ExponentialAverage[50](close)
emaslow = ExponentialAverage[200](close)

13 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
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 8,140 USD is large next to the net profit of 8,904 USD.

Questions

About this strategy

Can I run EMA 50 200 Crossover Fixed Brackets 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 13 market and timeframe combinations. The best run by trade count was Nikkei 225, 15 minutes, with 1,160 trades.

How large was the drawdown?

The best run had a maximum drawdown of 8,140 USD at the tested position size, against a net result of 8,904 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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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