Strategies / Trend / EMA Crossover ADX Gated Exit

EMA Crossover ADX Gated Exit

Buys when the 15-period EMA crosses above the 30-period EMA. Closes the long when the 15-period EMA crosses below the 60-period EMA while the 14-period ADX is above 20.

TrendLong onlySwingNikkei 2254 hours

2.48Profit factor

54,728Net profit USD

55.00%Win rate

140Trades

-10,653Max drawdown

391Avg trade

Best run of 53. Nikkei 225, 4 hours, spread 10, from run pf:2026-10-04-NIKKEI-4h.tsv:2.

Entry rules, long

Exit rules

The 15-period EMA crosses under the 60-period EMA while the 14-period ADX is above 20

Test conditions

Period	Up to 2026-10-04
Instrument	Nikkei 225, 4 hours
Spread	10 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

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nikkei 225Best run	4 hours	2.48	140	55.00	54,728 USD	-10,653
S&P 500	4 hours	1.86	220	46.36	4,654 EUR	-947
Nasdaq 100	30 min	1.40	1,038	45.76	24,326 EUR	-3,190
DAX 40	30 min	1.31	1,020	43.73	21,727 EUR	-4,497
S&P 500	30 min	1.28	1,022	44.72	4,207 EUR	-1,031
USD/JPY	30 min	n/a	973	44.81	766,680 USD	-231,060
USD/JPY	10 min	n/a	885	46.21	490,480 USD	-196,740
USD/JPY	4 hours	n/a	218	40.83	484,370 USD	-393,480
USD/JPY	15 min	n/a	926	41.36	373,290 USD	-233,640
EUR/USD	2 min	n/a	846	34.75	147,387 USD	-76,464
Nikkei 225	Daily	n/a	53	47.17	62,312 USD	-14,847
Dow Jones	Daily	n/a	72	52.78	34,871 EUR	-8,975
Nikkei 225	1 hour	n/a	534	43.07	32,227 USD	-12,882
Nikkei 225	3 min	n/a	961	43.70	31,437 USD	-10,344
Nikkei 225	30 min	n/a	1,002	43.41	27,595 USD	-11,347
Dow Jones	4 hours	n/a	67	56.72	25,735 EUR	-5,521
Nasdaq 100	Daily	n/a	49	71.43	25,485 EUR	-5,552
Dow Jones	30 min	n/a	444	45.50	24,786 EUR	-8,028
Nikkei 225	2 min	n/a	870	44.83	24,465 USD	-11,708
Nikkei 225	5 min	n/a	979	43.11	22,057 USD	-15,821
DAX 40	Daily	n/a	48	60.42	21,335 EUR	-5,834
Nikkei 225	10 min	n/a	989	42.57	20,374 USD	-15,202
Nikkei 225	15 min	n/a	1,014	41.72	20,281 USD	-13,941
Nasdaq 100	15 min	n/a	1,135	43.17	18,929 EUR	-5,727
DAX 40	4 hours	n/a	202	44.55	17,349 EUR	-4,516
Nasdaq 100	4 hours	n/a	225	47.56	17,061 EUR	-5,932
Dow Jones	15 min	n/a	865	42.77	16,194 EUR	-11,284
DAX 40	1 hour	n/a	636	45.91	15,640 EUR	-4,669
Nikkei 225	1 min	n/a	859	41.21	14,609 USD	-12,924
Dow Jones	10 min	n/a	1,025	41.07	13,707 EUR	-9,574
Nasdaq 100	5 min	n/a	986	43.31	13,587 EUR	-5,304
Nasdaq 100	10 min	n/a	1,074	42.64	13,117 EUR	-5,724
US Crude Oil	Daily	n/a	55	54.55	11,703 EUR	-6,819
Nasdaq 100	1 hour	n/a	711	45.15	11,533 EUR	-6,996
Brent Crude	Daily	n/a	25	68.00	11,361 EUR	-6,133
Dow Jones	5 min	n/a	957	39.92	9,405 EUR	-6,494
DAX 40	15 min	n/a	1,024	41.70	9,387 EUR	-6,345
Nasdaq 100	3 min	n/a	940	41.70	9,091 EUR	-4,921
DAX 40	10 min	n/a	964	42.12	6,915 EUR	-4,442
DAX 40	5 min	n/a	931	42.00	6,356 EUR	-4,425
S&P 500	Daily	n/a	77	54.55	5,496 EUR	-1,191
Nasdaq 100	1 min	n/a	876	43.04	5,272 EUR	-2,047
Nasdaq 100	2 min	n/a	912	44.52	5,034 EUR	-3,776
FTSE 100	4 hours	n/a	161	48.45	4,364 EUR	-2,863
Gold	Daily	n/a	64	50.00	3,328 EUR	-1,131
S&P 500	15 min	n/a	1,087	44.07	3,110 EUR	-1,279
Gold	1 hour	n/a	624	43.27	2,910 EUR	-1,177
Gold	10 min	n/a	951	40.80	2,147 EUR	-727
S&P 500	1 hour	n/a	691	47.47	1,956 EUR	-1,542
Gold	30 min	n/a	902	42.35	1,932 EUR	-1,464
S&P 500	10 min	n/a	1,061	39.87	1,828 EUR	-1,464
S&P 500	5 min	n/a	963	42.47	1,635 EUR	-1,483
Gold	5 min	n/a	933	41.59	1,395 EUR	-1,301

Charts

Results by run

Top 10 of 53 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 ADX Gated Exit
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

mafast = ExponentialAverage[15](close)
mamid = ExponentialAverage[30](close)
maslow = ExponentialAverage[60](close)
myAdx = ADX[14]

13 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

EMAADX

Longer historyRe-run on up to 1,000,000 barsNikkei 225 · 4 hours · older data 383.70 USD

Nikkei 225 had no history beyond the standard run, so both runs used 22,000 bars.

Nikkei 225 · 4 hours

Bars available	22,000
Net, standard 200,000-bar run	54,728.00 USD
Net, long run	55,111.70 USD
Net on the older data alone	383.70 USD

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 ADX Gated Exit 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 53 market and timeframe combinations. The best run was Nikkei 225, 4 hours, with a profit factor of 2.48 over 140 trades.

How large was the drawdown?

The best run had a maximum drawdown of 10,653 USD at the tested position size, against a net result of 54,728 USD.

Does it trade long, short or both?

It only takes long trades.

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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