Strategies / Trend / EMA Crossover MACD DI Filter

EMA Crossover MACD DI Filter

The idea buys when a 4 period EMA crosses down through a 10 period EMA while the MACD line is below 0 and +DI(28) is above -DI(28). It closes the long when the EMA crosses up with MACD above 0 and +DI(28) below -DI(28).

TrendLong onlySwingNasdaq 1004 hours

2.72Profit factor

17,080Net profit EUR

56.74%Win rate

215Trades

-1,945Max drawdown

79.44Avg trade

Best run of 44. Nasdaq 100, 4 hours, spread 3, from run pf:2026-10-04-NAS100-4h.tsv:8.

Entry rules, long

The MACD line (EMA 5 minus EMA 10) is below 0, and +DI(28) is above -DI(28).
No long position is open.

Exit rules

On the same bar, the MACD line is above 0 and +DI(28) is below -DI(28), closing the long.

Test conditions

Period	Up to 2026-10-04
Instrument	Nasdaq 100, 4 hours
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	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	4 hours	2.72	215	56.74	17,080 EUR	-1,945
S&P 500	4 hours	2.13	222	57.66	3,375 EUR	-574
Gold	1 hour	1.51	749	44.99	3,000 EUR	-510
Nikkei 225	30 min	1.30	1,211	42.11	35,502 USD	-6,899
USD/JPY	10 min	n/a	1,232	45.21	377,440 USD	-176,260
USD/JPY	5 min	n/a	1,265	43.87	165,750 USD	-102,790
EUR/USD	Daily	n/a	77	40.26	87,724 USD	-42,240
Nikkei 225	Daily	n/a	63	60.32	47,108 USD	-14,175
Nikkei 225	2 min	n/a	1,215	41.32	24,560 USD	-8,715
Silver	15 min	n/a	1,229	38.00	23,443 USD	-8,923
Silver	30 min	n/a	1,210	38.51	20,876 USD	-13,955
Silver	2 min	n/a	1,208	41.47	17,459 USD	-14,195
Nikkei 225	4 hours	n/a	174	45.98	15,733 USD	-7,514
Nikkei 225	3 min	n/a	1,267	40.17	15,691 USD	-7,653
Nikkei 225	1 hour	n/a	635	42.36	12,631 USD	-10,648
Dow Jones	4 hours	n/a	71	47.89	12,436 EUR	-5,105
DAX 40	Daily	n/a	79	56.96	11,883 EUR	-6,249
Dow Jones	1 hour	n/a	250	45.60	11,336 EUR	-5,283
Nasdaq 100	1 hour	n/a	766	45.95	9,902 EUR	-3,795
Dow Jones	10 min	n/a	1,226	42.58	9,781 EUR	-6,357
Nasdaq 100	Daily	n/a	72	58.33	9,196 EUR	-3,242
Nasdaq 100	3 min	n/a	1,177	42.99	9,068 EUR	-3,084
Nasdaq 100	10 min	n/a	1,219	42.17	8,433 EUR	-3,025
US Crude Oil	4 hours	n/a	144	47.22	7,883 EUR	-7,442
DAX 40	4 hours	n/a	188	52.13	7,675 EUR	-4,648
Nasdaq 100	2 min	n/a	1,177	41.89	6,652 EUR	-3,401
Dow Jones	5 min	n/a	1,244	40.68	6,503 EUR	-5,981
Nasdaq 100	5 min	n/a	1,217	42.97	6,415 EUR	-4,597
DAX 40	10 min	n/a	1,226	42.25	5,375 EUR	-2,662
FTSE 100	Daily	n/a	72	59.72	4,313 EUR	-1,365
FTSE 100	4 hours	n/a	199	49.75	3,740 EUR	-1,978
DAX 40	5 min	n/a	1,241	41.34	3,688 EUR	-3,142
Gold	Daily	n/a	75	48.00	3,174 EUR	-1,108
Nasdaq 100	1 min	n/a	1,175	38.04	2,839 EUR	-2,300
S&P 500	Daily	n/a	92	53.26	2,098 EUR	-1,247
Gold	4 hours	n/a	209	43.06	2,007 EUR	-1,095
Gold	30 min	n/a	1,213	41.47	1,744 EUR	-861
Gold	10 min	n/a	1,225	39.84	1,736 EUR	-706
Gold	15 min	n/a	1,238	40.15	1,533 EUR	-786
Gold	3 min	n/a	1,252	39.62	1,196 EUR	-783
S&P 500	3 min	n/a	1,224	41.26	1,163 EUR	-541
S&P 500	5 min	n/a	1,228	40.39	1,021 EUR	-897
S&P 500	10 min	n/a	1,220	43.20	842 EUR	-740
S&P 500	2 min	n/a	1,219	38.72	761 EUR	-422

Charts

Results by run

Top 10 of 44 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 MACD DI Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

emafast = ExponentialAverage[4](close)
emaslow = ExponentialAverage[10](close)
myMacd = ExponentialAverage[5](close) - ExponentialAverage[10](close)
myDiplus = DIplus[28](close)
myDiminus = DIminus[28](close)

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

EMAMACDDMI

Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · 4 hours · older data 0.00 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 28,000 bars.

Nasdaq 100 · 4 hours

Bars available	28,000
Net, standard 200,000-bar run	17,079.50 EUR
Net, long run	17,079.50 EUR
Net on the older data alone	0.00 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 MACD 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 44 market and timeframe combinations. The best run was Nasdaq 100, 4 hours, with a profit factor of 2.72 over 215 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,945 EUR at the tested position size, against a net result of 17,080 EUR.

Does it trade long, short or both?

It only takes long trades.

Slow MACD Slope

Uses the same indicator.

6.80 PF · 7,305 trades

Volatility Spike Regression Long

Best run on the same market, Nasdaq 100.

1.22 PF · 1,850 trades

EMA Trend StochRSI Filter

Also a trend strategy.

2.71 PF · 120 trades

See how ProRealAlgos combines strategies like this into one automated portfolio.

Copy trading on US indices is available to ProRealAlgos members as spots open.

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