Strategies / Momentum / EMA Crossover Scalp with ADX

EMA Crossover Scalp with ADX

The strategy buys when EMA(9) crosses above EMA(21) with RSI(14) above 50, ADX(14) above 15, a strong green candle and the close above EMA(50). It uses a 0.65% stop and target, and reverses on opposite signals.

MomentumLong & shortSwingDAX 401 hour

n/aProfit factor

3,204Net profit EUR

52.74%Win rate

730Trades

-1,506Max drawdown

4.39Avg trade

Best run of 13. DAX 40, 1 hour, spread 3, from run sweeps:2026-10-11-DAX40-1h-opt.tsv:80.

Entry rules, long

The close is above EMA(50) and ATR(14) divided by close is above 0.003.
The signal must come more than 1 bar after the previous one, and the strategy buys one contract when flat.

Entry rules, short

The close is below EMA(50) and ATR(14) divided by close is above 0.003.
The signal must come more than 1 bar after the previous one, and the strategy sells short one contract when flat.

Exit rules

An opposite signal reverses the position.

Test conditions

Period	Up to 2026-10-11
Instrument	DAX 40, 1 hour
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	2026-10-11

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
DAX 40Best run	1 hour	n/a	730	52.74	3,204 EUR	-1,506
Silver	2 min	n/a	222	53.15	4,904 USD	-3,253
Dow Jones	4 hours	n/a	147	57.82	4,682 EUR	-2,220
Dow Jones	1 hour	n/a	179	54.75	3,927 EUR	-2,121
EUR/USD	30 min	n/a	11	63.64	2,897 USD	-1,845
Nikkei 225	5 min	n/a	64	53.12	2,644 USD	-1,685
Nikkei 225	2 min	n/a	3	100.00	1,138 USD	-290
US Crude Oil	2 min	n/a	153	54.25	890 EUR	-470
Brent Crude	1 min	n/a	23	60.87	316 EUR	-184
FTSE 100	5 min	n/a	11	63.64	174 EUR	-86.40
Gold	2 min	n/a	26	57.69	151 EUR	-101
DAX 40	2 min	n/a	1	100.00	148 EUR	-119
FTSE 100	3 min	n/a	4	75.00	102 EUR	-49.70

Charts

Results by run

Top 10 of 13 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Crossover Scalp with ADX
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lastsig = -1000000000

emafast = ExponentialAverage[9](close)
emaslow = ExponentialAverage[21](close)
ematrend = ExponentialAverage[50](close)
myRsi = RSI[14](close)
myAdx = ADX[14]
myAtr = AverageTrueRange[14](close)

39 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

EMARSIADXATR

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run EMA Crossover Scalp with ADX 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 13 market and timeframe combinations. The best run by trade count was DAX 40, 1 hour, with 730 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,506 EUR at the tested position size, against a net result of 3,204 EUR.

Does it trade long, short or both?

It trades both long and short.

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Heikin Ashi Color Flip

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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