Strategies / Trend / EMA Crossover Above Slow SMA

EMA Crossover Above Slow SMA

Buys when the 11 period EMA crosses above the 50 period SMA. Sells the long when the EMA crosses below the 50 period SMA or the 20 period SMA.

TrendLong onlySwingNasdaq 100Daily

2.51Profit factor

13,164Net profit EUR

47.06%Win rate

136Trades

-3,006Max drawdown

96.80Avg trade

Best run of 18. Nasdaq 100, Daily, spread 3, from run pf:2026-10-05-NAS100-D.tsv:4.

Entry rules, long

Enter long at market when flat.

Exit rules

A buy signal on the same bar takes priority over this exit.

Test conditions

Period	Up to 2026-10-05
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	2026-10-05

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	Daily	2.51	136	47.06	13,164 EUR	-3,006
S&P 500	Daily	2.34	196	40.82	2,763 EUR	-390
USD/JPY	Daily	n/a	171	37.43	391,480 USD	-313,910
USD/JPY	30 min	n/a	2,568	34.85	332,130 USD	-141,780
USD/JPY	1 hour	n/a	1,814	35.45	323,810 USD	-159,940
EUR/USD	Daily	n/a	153	45.10	71,321 USD	-32,134
Nikkei 225	Daily	n/a	147	46.26	31,763 USD	-8,079
Nikkei 225	4 hours	n/a	345	39.71	21,863 USD	-7,809
Dow Jones	Daily	n/a	193	40.41	11,096 EUR	-3,740
Nikkei 225	1 hour	n/a	1,327	36.10	9,396 USD	-8,520
DAX 40	1 hour	n/a	1,503	36.66	9,230 EUR	-2,928
Dow Jones	4 hours	n/a	139	43.88	7,040 EUR	-5,993
DAX 40	Daily	n/a	189	45.50	5,234 EUR	-3,136
Nasdaq 100	30 min	n/a	2,663	35.97	4,679 EUR	-3,817
S&P 500	4 hours	n/a	432	42.82	1,428 EUR	-720
Gold	Daily	n/a	181	33.15	1,187 EUR	-572
Gold	4 hours	n/a	389	38.82	956 EUR	-439
Gold	30 min	n/a	2,598	34.14	658 EUR	-639

Charts

Results by run

Top 10 of 18 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 Crossover Above Slow SMA
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

emamid = ExponentialAverage[11](close)
smashort = Average[20](close)
smalong = Average[50](close)

14 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

EMASMA

Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · Daily · older data 0.00 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 10,000 bars.

Nasdaq 100 · Daily

Bars available	10,000
Net, standard 200,000-bar run	13,164.30 EUR
Net, long run	13,164.30 EUR
Net on the older data alone	0.00 EUR

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 Crossover Above Slow SMA 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 18 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 2.51 over 136 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,006 EUR at the tested position size, against a net result of 13,164 EUR.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

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EMA 10 25 Crossover Long

Also a trend strategy.

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

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