The strategy buys when the 9-period EMA crosses above the 26-period EMA and closes the long when the 100-period EMA crosses under the 55-period EMA. It uses no stop loss or profit target.
Best run of 50. Brent Crude, 10 min, spread 3, from run sweeps:2026-10-12-BRENT-10m-opt.tsv:4.
| Period | Up to 2026-10-12 |
| Instrument | Brent Crude, 10 minutes |
| 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 | 2026-10-12 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| Brent CrudeBest run | 10 min | n/a | 822 | 60.58 | 6,578 EUR | -5,758 |
| USD/JPY | 1 hour | n/a | 575 | 60.35 | 541,680 USD | -330,370 |
| USD/JPY | 30 min | n/a | 756 | 58.47 | 371,470 USD | -334,720 |
| USD/JPY | 15 min | n/a | 745 | 58.39 | 262,730 USD | -252,150 |
| Nikkei 225 | 4 hours | n/a | 106 | 64.15 | 55,506 USD | -11,811 |
| Dow Jones | Daily | n/a | 54 | 77.78 | 42,729 EUR | -11,142 |
| Nikkei 225 | 30 min | n/a | 799 | 56.45 | 31,663 USD | -11,124 |
| Nikkei 225 | 1 hour | n/a | 408 | 59.31 | 30,961 USD | -12,638 |
| Nikkei 225 | 15 min | n/a | 804 | 57.84 | 28,148 USD | -12,318 |
| Dow Jones | 15 min | n/a | 640 | 59.06 | 23,099 EUR | -9,937 |
| Nikkei 225 | 3 min | n/a | 780 | 57.44 | 20,196 USD | -11,628 |
| Silver | 15 min | n/a | 816 | 55.64 | 20,163 USD | -17,204 |
| DAX 40 | Daily | n/a | 50 | 66.00 | 19,987 EUR | -6,037 |
| Nasdaq 100 | Daily | n/a | 33 | 75.76 | 19,487 EUR | -5,914 |
| Nikkei 225 | 2 min | n/a | 783 | 58.49 | 19,296 USD | -9,552 |
| Nikkei 225 | 5 min | n/a | 790 | 59.37 | 19,058 USD | -14,753 |
| Nasdaq 100 | 30 min | n/a | 745 | 60.27 | 18,868 EUR | -6,588 |
| DAX 40 | 1 hour | n/a | 482 | 67.01 | 18,322 EUR | -6,046 |
| Nasdaq 100 | 1 hour | n/a | 506 | 63.83 | 18,043 EUR | -5,733 |
| Dow Jones | 1 hour | n/a | 170 | 62.94 | 17,502 EUR | -9,285 |
| Nasdaq 100 | 4 hours | n/a | 121 | 71.07 | 16,009 EUR | -6,188 |
| Nasdaq 100 | 15 min | n/a | 739 | 60.35 | 15,708 EUR | -5,708 |
| DAX 40 | 30 min | n/a | 808 | 62.50 | 15,310 EUR | -4,595 |
| DAX 40 | 4 hours | n/a | 121 | 67.77 | 13,686 EUR | -4,751 |
| Dow Jones | 30 min | n/a | 321 | 59.50 | 12,257 EUR | -8,931 |
| Nasdaq 100 | 10 min | n/a | 745 | 59.73 | 10,167 EUR | -7,541 |
| Nikkei 225 | 1 min | n/a | 781 | 58.26 | 9,571 USD | -9,017 |
| Brent Crude | 4 hours | n/a | 74 | 63.51 | 9,175 EUR | -6,148 |
| FTSE 100 | Daily | n/a | 48 | 77.08 | 9,154 EUR | -3,511 |
| DAX 40 | 10 min | n/a | 774 | 59.17 | 7,651 EUR | -4,287 |
| GBP/USD | 1 hour | n/a | 696 | 60.78 | 5,628 USD | -5,322 |
| Dow Jones | 1 min | n/a | 814 | 56.02 | 5,280 EUR | -2,559 |
| S&P 500 | Daily | n/a | 49 | 71.43 | 4,915 EUR | -1,238 |
| Nasdaq 100 | 2 min | n/a | 773 | 58.99 | 4,878 EUR | -3,207 |
| Nasdaq 100 | 3 min | n/a | 747 | 59.71 | 4,786 EUR | -4,778 |
| FTSE 100 | 1 hour | n/a | 451 | 60.53 | 4,695 EUR | -3,210 |
| FTSE 100 | 4 hours | n/a | 136 | 63.24 | 4,588 EUR | -3,166 |
| Nasdaq 100 | 1 min | n/a | 769 | 58.13 | 4,205 EUR | -3,122 |
| Gold | Daily | n/a | 44 | 63.64 | 4,058 EUR | -1,534 |
| S&P 500 | 4 hours | n/a | 125 | 67.20 | 3,746 EUR | -1,400 |
| S&P 500 | 15 min | n/a | 762 | 61.55 | 3,700 EUR | -1,259 |
| S&P 500 | 1 hour | n/a | 494 | 62.55 | 3,692 EUR | -1,287 |
| FTSE 100 | 30 min | n/a | 811 | 61.41 | 3,598 EUR | -1,984 |
| S&P 500 | 30 min | n/a | 776 | 61.34 | 3,095 EUR | -1,471 |
| Gold | 4 hours | n/a | 126 | 68.25 | 2,638 EUR | -1,398 |
| Gold | 1 hour | n/a | 452 | 59.29 | 2,414 EUR | -2,087 |
| Gold | 15 min | n/a | 777 | 54.95 | 1,854 EUR | -1,744 |
| S&P 500 | 10 min | n/a | 759 | 59.95 | 1,621 EUR | -1,616 |
| Gold | 5 min | n/a | 776 | 59.66 | 1,523 EUR | -1,438 |
| Gold | 3 min | n/a | 801 | 59.43 | 1,433 EUR | -1,207 |
Charts
Top 10 of 50 runs. The full list is in the table above.
The code
// ============================================================== // EMA Crossover Long Only // ProRealAlgos Strategy Library | prorealalgos.com // Type: Trend // Direction: Long only // Timeframe tested: 10 minutes // ============================================================== DEFPARAM CumulateOrders = false emafast = ExponentialAverage[9](close) emaslow = ExponentialAverage[26](close) emaexita = ExponentialAverage[100](close) emaexitb = ExponentialAverage[55](close)
9 more lines: the entry and exit rules.
Setup
Questions
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.
It was tested on 50 market and timeframe combinations. The best run by trade count was Brent Crude, 10 minutes, with 822 trades.
The best run had a maximum drawdown of 5,758 EUR at the tested position size, against a net result of 6,578 EUR.
It only takes long trades.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.