Strategies / Trend / EMA and PMax Cross Long

EMA and PMax Cross Long

The strategy buys when a 10-period EMA of the median price crosses above a PMax stop line built from 3 times ATR(10) bands. It closes the long when the EMA crosses back below PMax.

TrendLong onlyIntradayNasdaq 10030 min

1.26Profit factor

16,155Net profit EUR

41.63%Win rate

1,302Trades

-3,005Max drawdown

12.41Avg trade

Best run of 43. Nasdaq 100, 30 min, spread 3, from run pf:2026-10-12-NAS100-30m.tsv:4.

Entry rules, long

When flat, the strategy buys one contract on that cross.

Exit rules

No short trades are taken, so a cross under PMax only closes the long.

Test conditions

Period	Up to 2026-10-12
Instrument	Nasdaq 100, 30 minutes
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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	30 min	1.26	1,302	41.63	16,155 EUR	-3,005
Nasdaq 100	15 min	1.16	1,256	40.53	12,228 EUR	-2,847
USD/JPY	Daily	n/a	81	41.98	914,670 USD	-495,200
USD/JPY	4 hours	n/a	215	42.79	734,580 USD	-217,160
USD/JPY	30 min	n/a	1,140	40.79	600,400 USD	-189,350
USD/JPY	10 min	n/a	1,148	40.24	372,890 USD	-158,540
USD/JPY	15 min	n/a	1,143	38.32	199,190 USD	-174,720
EUR/USD	Daily	n/a	79	41.77	42,063 USD	-39,850
Nikkei 225	Daily	n/a	77	38.96	37,737 USD	-11,480
Dow Jones	Daily	n/a	84	48.81	20,791 EUR	-5,689
Nikkei 225	1 hour	n/a	643	39.81	19,207 USD	-13,403
Nikkei 225	4 hours	n/a	163	42.33	18,688 USD	-7,946
Nikkei 225	3 min	n/a	1,213	36.85	17,211 USD	-9,616
Nikkei 225	2 min	n/a	1,163	38.09	16,365 USD	-8,702
Nasdaq 100	Daily	n/a	71	63.38	15,359 EUR	-2,513
Silver	5 min	n/a	1,131	36.34	13,996 USD	-13,467
DAX 40	Daily	n/a	120	46.67	12,362 EUR	-7,045
Dow Jones	30 min	n/a	521	40.12	11,882 EUR	-6,396
Nasdaq 100	4 hours	n/a	240	43.33	11,379 EUR	-5,707
Dow Jones	4 hours	n/a	71	49.30	11,061 EUR	-8,767
Nasdaq 100	1 hour	n/a	834	42.21	10,322 EUR	-4,943
DAX 40	4 hours	n/a	206	43.20	10,308 EUR	-3,905
DAX 40	30 min	n/a	1,292	40.25	10,162 EUR	-4,094
Dow Jones	1 hour	n/a	276	40.22	10,005 EUR	-6,801
DAX 40	15 min	n/a	1,232	38.96	9,123 EUR	-4,333
Nasdaq 100	5 min	n/a	1,187	37.41	8,721 EUR	-3,750
US Crude Oil	Daily	n/a	80	46.25	7,106 EUR	-5,627
GBP/USD	Daily	n/a	90	41.11	5,959 USD	-5,923
Nasdaq 100	3 min	n/a	1,142	38.09	5,541 EUR	-3,823
DAX 40	10 min	n/a	1,241	37.63	4,971 EUR	-2,947
Nasdaq 100	10 min	n/a	1,244	37.06	4,640 EUR	-3,853
S&P 500	Daily	n/a	93	46.24	3,895 EUR	-1,009
Gold	1 hour	n/a	723	41.49	2,899 EUR	-1,160
S&P 500	4 hours	n/a	224	46.43	2,764 EUR	-1,334
FTSE 100	4 hours	n/a	180	44.44	2,644 EUR	-2,191
S&P 500	30 min	n/a	1,281	40.52	2,624 EUR	-728
Gold	15 min	n/a	1,125	37.07	2,383 EUR	-893
Gold	Daily	n/a	87	44.83	2,230 EUR	-1,353
Gold	30 min	n/a	1,156	37.80	2,047 EUR	-906
Gold	5 min	n/a	1,104	38.50	1,871 EUR	-574
Gold	4 hours	n/a	211	40.76	1,716 EUR	-1,580
Gold	10 min	n/a	1,151	37.36	1,677 EUR	-861
Gold	3 min	n/a	1,111	37.71	1,080 EUR	-816

Charts

Results by run

Top 10 of 43 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// EMA and PMax Cross Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE longstop = 0
ONCE shortstop = 0
ONCE dir = 1
ONCE init = 0
ONCE pmax = 0

ma = ExponentialAverage[10](MedianPrice)
myAtr = AverageTrueRange[10](close)
ls = ma - 3 * myAtr
ss = ma + 3 * myAtr

41 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

EMAATR

Read this firstKnown weaknesses2 points

The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run EMA and PMax Cross 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 43 market and timeframe combinations. The best run was Nasdaq 100, 30 minutes, with a profit factor of 1.26 over 1,302 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,005 EUR at the tested position size, against a net result of 16,155 EUR.

Does it trade long, short or both?

It only takes long trades.

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Copy trading on US indices is available to ProRealAlgos members as spots open.

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