The books... not free though
Buys when the 8-period EMA crosses above the 50-period EMA and sells when the close crosses below the 50-period EMA. Trades one contract, long only, with no stop or target.
Best run of 16. Nasdaq 100, Daily, spread 3, from run pf:2026-10-13-NAS100-D.tsv:8.
| Period | Up to 2026-10-13 |
| Instrument | Nasdaq 100, 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 | 2026-10-13 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| Nasdaq 100Best run | Daily | 3.43 | 156 | 35.90 | 17,895 EUR | -2,130 |
| S&P 500 | Daily | 2.21 | 218 | 32.11 | 3,471 EUR | -740 |
| Nasdaq 100 | 4 hours | 1.56 | 474 | 36.08 | 13,720 EUR | -3,163 |
| Nikkei 225 | Daily | n/a | 172 | 33.14 | 41,912 USD | -9,595 |
| Nikkei 225 | 1 hour | n/a | 1,463 | 28.02 | 25,063 USD | -8,496 |
| Dow Jones | Daily | n/a | 214 | 32.24 | 15,946 EUR | -4,049 |
| Dow Jones | 4 hours | n/a | 161 | 33.54 | 15,440 EUR | -4,418 |
| Nikkei 225 | 4 hours | n/a | 385 | 29.35 | 10,849 USD | -9,977 |
| DAX 40 | Daily | n/a | 213 | 30.52 | 8,781 EUR | -3,550 |
| US Crude Oil | Daily | n/a | 171 | 30.41 | 7,153 EUR | -6,186 |
| US Crude Oil | 4 hours | n/a | 342 | 30.12 | 5,304 EUR | -3,995 |
| DAX 40 | 1 hour | n/a | 1,640 | 26.95 | 3,037 EUR | -2,861 |
| Gold | Daily | n/a | 200 | 23.50 | 2,195 EUR | -809 |
| Gold | 4 hours | n/a | 453 | 28.04 | 1,623 EUR | -1,161 |
| S&P 500 | 4 hours | n/a | 480 | 33.54 | 1,420 EUR | -875 |
| Gold | 1 hour | n/a | 1,760 | 24.38 | 987 EUR | -753 |
Charts
Top 10 of 16 runs. The full list is in the table above.
Above 1.0 made money, below 1.0 lost money.
The code
// ============================================================== // EMA 8 50 Crossover Exit // ProRealAlgos Strategy Library | prorealalgos.com // Type: Trend // Direction: Long only // Timeframe tested: Daily // ============================================================== DEFPARAM CumulateOrders = false fast = ExponentialAverage[8](close) slow = ExponentialAverage[50](close)
10 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 16 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 3.43 over 156 trades.
The best run had a maximum drawdown of 2,130 EUR at the tested position size, against a net result of 17,895 EUR.
It only takes long trades.
Related
Copy trading on US indices is available to ProRealAlgos members as spots open.
