The system holds 1 contract long while the 50-period EMA is above the 200-period EMA and short when it is below. A position closes on the opposite cross, and the new side is taken one bar later.
Best run of 21. Silver, 2 min, spread 2, from run sweeps:2026-10-04-SILVER-2m-opt.tsv:16.
| Period | Up to 2026-10-04 |
| Instrument | Silver, 2 minutes |
| Spread | 2 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 | 2026-10-04 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| SilverBest run | 2 min | n/a | 1,200 | 27.08 | 24,799 USD | -15,941 |
| USD/JPY | Daily | n/a | 63 | 41.27 | 2,102,030 USD | -846,400 |
| USD/JPY | 10 min | n/a | 1,126 | 29.40 | 331,740 USD | -295,710 |
| USD/JPY | 5 min | n/a | 1,161 | 28.17 | 249,060 USD | -238,990 |
| EUR/USD | Daily | n/a | 64 | 39.06 | 157,640 USD | -47,941 |
| EUR/USD | 4 hours | n/a | 251 | 31.47 | 72,215 USD | -42,428 |
| Nikkei 225 | Daily | n/a | 60 | 35.00 | 63,423 USD | -15,923 |
| EUR/USD | 1 hour | n/a | 1,014 | 30.18 | 41,381 USD | -34,235 |
| Silver | 15 min | n/a | 1,154 | 27.56 | 29,024 USD | -18,373 |
| Nasdaq 100 | Daily | n/a | 48 | 37.50 | 28,139 EUR | -5,231 |
| GBP/USD | Daily | n/a | 75 | 36.00 | 14,402 USD | -7,887 |
| Nasdaq 100 | 4 hours | n/a | 177 | 28.25 | 7,621 EUR | -6,287 |
| Brent Crude | 10 min | n/a | 1,159 | 29.68 | 5,778 EUR | -4,578 |
| S&P 500 | Daily | n/a | 57 | 38.60 | 3,772 EUR | -1,888 |
| Gold | Daily | n/a | 68 | 33.82 | 3,475 EUR | -2,086 |
| Gold | 3 min | n/a | 1,151 | 26.93 | 2,519 EUR | -701 |
| Gold | 4 hours | n/a | 189 | 29.10 | 2,509 EUR | -1,043 |
| S&P 500 | 4 hours | n/a | 170 | 32.94 | 2,297 EUR | -1,509 |
| Gold | 30 min | n/a | 1,145 | 28.21 | 2,061 EUR | -1,463 |
| Gold | 2 min | n/a | 1,200 | 28.67 | 1,806 EUR | -951 |
| Gold | 5 min | n/a | 1,167 | 28.11 | 1,527 EUR | -1,148 |
Charts
Top 10 of 21 runs. The full list is in the table above.
The code
// ============================================================== // EMA 50/200 Reversal System // ProRealAlgos Strategy Library | prorealalgos.com // Type: Trend // Direction: Long & short // Timeframe tested: 2 minutes // ============================================================== DEFPARAM CumulateOrders = false shortema = ExponentialAverage[50](close) longema = ExponentialAverage[200](close)
15 more lines: the entry and exit rules.
Setup
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 21 market and timeframe combinations. The best run by trade count was Silver, 2 minutes, with 1,200 trades.
The best run had a maximum drawdown of 15,941 USD at the tested position size, against a net result of 24,798 USD.
It trades both long and short.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.