Strategies / Trend / EMA Crossover DI Filter

EMA Crossover DI Filter

The idea buys when a 3 period EMA moves above a 10 period EMA, with +DI(14) above 20 and above -DI(14). It sells the long when the 3 period EMA falls back below the 10 period EMA.

TrendLong onlySwingNikkei 225Daily

1.44Profit factor

44,941Net profit USD

34.40%Win rate

468Trades

-10,652Max drawdown

96.03Avg trade

Best run of 15. Nikkei 225, Daily, spread 10, from run pf:2026-10-04-NIKKEI-D.tsv:1.

Entry rules, long

On the previous bar, the 3 period EMA was below the 10 period EMA, or +DI(14) was below -DI(14).
+DI(14) is above 20 and above -DI(14).
No long position is open.

Exit rules

The 3 period EMA is below the 10 period EMA, and was above it on the previous bar, closing the long.

Test conditions

Period	Up to 2026-10-04
Instrument	Nikkei 225, Daily
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	Daily	1.44	468	34.40	44,941 USD	-10,652
USD/JPY	4 hours	n/a	1,287	33.80	216,330 USD	-208,800
EUR/USD	Daily	n/a	512	32.03	46,104 USD	-29,740
Silver	Daily	n/a	498	30.52	26,733 USD	-24,959
Silver	4 hours	n/a	1,156	30.71	26,249 USD	-18,089
Nikkei 225	4 hours	n/a	972	34.47	23,129 USD	-9,192
Nasdaq 100	4 hours	n/a	1,165	36.91	10,949 EUR	-4,063
Dow Jones	Daily	n/a	517	35.78	10,412 EUR	-6,986
Nasdaq 100	Daily	n/a	490	33.88	8,711 EUR	-4,502
GBP/USD	Daily	n/a	539	33.21	8,365 USD	-7,142
DAX 40	4 hours	n/a	1,144	34.27	6,072 EUR	-3,286
DAX 40	Daily	n/a	649	34.21	4,448 EUR	-4,371
Gold	4 hours	n/a	1,189	33.39	2,006 EUR	-1,337
Gold	Daily	n/a	575	32.00	1,906 EUR	-1,310
S&P 500	Daily	n/a	565	34.69	1,391 EUR	-840

Charts

Results by run

Top 10 of 15 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Crossover DI Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

emafast = ExponentialAverage[3](close)
emaslow = ExponentialAverage[10](close)
plus = DIplus[14](close)
minus = DIminus[14](close)

9 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

EMADMI

Longer historyRe-run on up to 1,000,000 barsNikkei 225 · Daily · older data 1,641.00 USD

Nikkei 225 had no history beyond the standard run, so both runs used 11,000 bars.

Nikkei 225 · Daily

Bars available	11,000
Net, standard 200,000-bar run	44,940.50 USD
Net, long run	46,581.50 USD
Net on the older data alone	1,641.00 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 DI Filter 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 15 market and timeframe combinations. The best run was Nikkei 225, Daily, with a profit factor of 1.44 over 468 trades.

How large was the drawdown?

The best run had a maximum drawdown of 10,652 USD at the tested position size, against a net result of 44,940 USD.

Does it trade long, short or both?

It only takes long trades.

Reversal Pattern With Chaikin Volatility

Uses the same indicator.

2.26 PF · 6,872 trades

Rock Climber

Best run on the same market, Nikkei 225.

1.44 PF · 1,644 trades

Three MA Trend

Also a trend strategy.

1.43 PF · 689 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

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