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Strategies / Trend / EMA Crossover Long

EMA Crossover Long

The idea buys when a 13 period EMA moves to or above a 34 period EMA. It sells the long when the 34 period EMA moves above the 13 period EMA.

TrendLong onlySwingNasdaq 100Daily
2.61Profit factor
20,628Net profit EUR
42.68%Win rate
157Trades
-3,419Max drawdown
131Avg trade

Best run of 33. Nasdaq 100, Daily, spread 3, from run pf:2026-10-04-NAS100-D.tsv:4.

Entry rules, long

  2. No long position is open.

Exit rules

  1. The 34 period EMA is above the 13 period EMA, closing the long.

Test conditions

PeriodUp to 2026-10-04
InstrumentNasdaq 100, Daily
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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best runDaily2.61 15742.6820,628 EUR-3,419
S&P 500Daily2.31 20837.024,484 EUR-615
Dow JonesDaily2.15 20536.1029,205 EUR-5,422
USD/JPYDailyn/a 17534.861,343,810 USD-413,850
USD/JPY30 minn/a 2,78830.20688,870 USD-192,500
USD/JPY1 hourn/a 1,99931.37402,910 USD-296,960
USD/JPY10 minn/a 2,93629.12287,630 USD-173,280
USD/JPY15 minn/a 2,91528.37162,920 USD-144,160
EUR/USDDailyn/a 17036.4780,993 USD-53,104
Nikkei 225Dailyn/a 15834.8147,922 USD-12,665
Nikkei 2254 hoursn/a 38234.8227,720 USD-10,321
Nikkei 2251 hourn/a 1,44631.1918,209 USD-9,845
Nikkei 2253 minn/a 2,82828.6113,896 USD-8,296
DAX 40Dailyn/a 20135.8212,886 EUR-3,761
DAX 4030 minn/a 2,78531.4912,404 EUR-3,426
Dow Jones4 hoursn/a 15635.9012,047 EUR-6,232
Dow Jones30 minn/a 1,14030.8811,989 EUR-7,410
Nasdaq 10030 minn/a 2,77431.7610,689 EUR-3,615
Nasdaq 1004 hoursn/a 47337.0010,335 EUR-5,461
US Crude OilDailyn/a 16640.9610,278 EUR-8,517
Nasdaq 1001 hourn/a 1,69632.849,768 EUR-4,267
Brent CrudeDailyn/a 7439.199,501 EUR-7,641
DAX 401 hourn/a 1,59732.448,450 EUR-4,185
DAX 404 hoursn/a 45931.156,355 EUR-3,953
Nasdaq 10015 minn/a 2,83029.895,512 EUR-4,216
Brent Crude1 hourn/a 89032.585,255 EUR-4,726
Nasdaq 1005 minn/a 2,82329.444,777 EUR-4,074
GoldDailyn/a 19831.823,251 EUR-930
Gold4 hoursn/a 43233.102,996 EUR-1,297
S&P 5004 hoursn/a 45337.532,939 EUR-919
Gold30 minn/a 2,82729.542,750 EUR-814
Gold1 hourn/a 1,66931.042,578 EUR-1,130
Gold5 minn/a 2,97527.93747 EUR-640

Charts

Results by run

Top 10 of 33 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 Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

short = ExponentialAverage[13](close)
long = ExponentialAverage[34](close)

13 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

EMA
Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · Daily · older data 212.30 EUR

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

Nasdaq 100 · Daily

Bars available10,000
Net, standard 200,000-bar run20,628.10 EUR
Net, long run20,840.40 EUR
Net on the older data alone212.30 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 Long 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 33 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 2.61 over 157 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,418 EUR at the tested position size, against a net result of 20,628 EUR.

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.comStatsDocs