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Strategies / Trend / EMA Crossover 1% Bracket

EMA Crossover 1% Bracket

Buys when the 9-period EMA crosses above the 21-period EMA and sells short when it crosses below. Each trade has a 1% stop loss and a 1% profit target measured from the fill price.

TrendLong & shortSwingUSD/JPY1 hour
1.10Profit factor
1,172,550Net profit USD
30.20%Win rate
6,019Trades
-234,510Max drawdown
195Avg trade

Best run of 3. USD/JPY, 1 hour, spread 1, from run pf:2026-10-12-USDJPY-1h.tsv:7.

Entry rules, long

  1. The 9-period EMA crosses over the 21-period EMA

Entry rules, short

  1. The 9-period EMA crosses under the 21-period EMA

Exit rules

  2. An opposite signal reverses the trade

Test conditions

PeriodUp to 2026-10-12
InstrumentUSD/JPY, 1 hour
Spread1 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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest run1 hour1.10 6,01930.201,172,550 USD-234,510
EUR/USDDailyn/a 55149.5526,741 USD-17,951
Dow Jones4 hoursn/a 44346.9513,165 EUR-4,058

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Crossover 1% Bracket
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

fast = ExponentialAverage[9](close)
slow = ExponentialAverage[21](close)

14 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
  • A profit factor of 1.10 leaves little room for costs beyond the spread.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run EMA Crossover 1% Bracket 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 3 market and timeframe combinations. The best run was USD/JPY, 1 hour, with a profit factor of 1.10 over 6,019 trades.

How large was the drawdown?

The best run had a maximum drawdown of 234,510 USD at the tested position size, against a net result of 1,172,550 USD.

Does it trade long, short or both?

It trades both long and short.

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See how ProRealAlgos combines strategies like this into one automated portfolio.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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