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Strategies / Trend / EMA Crossover Against SuperTrend

EMA Crossover Against SuperTrend

The strategy buys when the 20-period EMA crosses above a SuperTrend line and sells short when it crosses below. Each trade has a 1% stop loss and a 2% profit target, and an opposite signal reverses the position.

TrendLong & shortSwingDAX 401 hour
n/aProfit factor
10,138Net profit EUR
41.09%Win rate
4,865Trades
-5,164Max drawdown
2.08Avg trade

Best run of 5. DAX 40, 1 hour, spread 3, from run sweeps:2026-10-03-DAX40-1h-opt.tsv:25.

Entry rules, long

  1. The 20-period EMA of the close crosses above the SuperTrend line (ATR 10, factor 3, median price basis).

Entry rules, short

  1. The 20-period EMA of the close crosses below the SuperTrend line (ATR 10, factor 3, median price basis).

Exit rules

  2. An opposite signal closes the trade and reverses it.

Test conditions

PeriodUp to 2026-10-03
InstrumentDAX 40, 1 hour
Spread3 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 tested2026-10-03

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
DAX 40Best run1 hourn/a 4,86541.0910,138 EUR-5,164
USD/JPYDailyn/a 68140.82763,850 USD-416,040
Nikkei 2254 hoursn/a 1,05038.4812,011 USD-8,582
Dow JonesDailyn/a 51636.636,179 EUR-3,382
Gold4 hoursn/a 1,32040.23962 EUR-467

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

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

DEFPARAM CumulateOrders = false

ONCE fub = 0
ONCE flb = 0
ONCE dir = 1

src = MedianPrice
myAtr = AverageTrueRange[10](close)
ub = src + 3.0 * myAtr
lb = src - 3.0 * myAtr

49 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

EMASuperTrendATR
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 5,164 EUR is large next to the net profit of 10,138 EUR.

Questions

About this strategy

Can I run EMA Crossover Against SuperTrend 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 5 market and timeframe combinations. The best run by trade count was DAX 40, 1 hour, with 4,865 trades.

How large was the drawdown?

The best run had a maximum drawdown of 5,164 EUR at the tested position size, against a net result of 10,138 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

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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.comStatsDocs