The strategy sells short when the 9-period EMA crosses over the 26-period EMA. It covers the short when the 100-period EMA crosses under the 55-period EMA, and uses no stop loss or profit target.
Best run of 3. EUR/USD, 3 min, spread 1, from run sweeps:2026-10-12-EURUSD-3m-opt.tsv:7.
| Period | Up to 2026-10-12 |
| Instrument | EUR/USD, 3 minutes |
| Spread | 1 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 |
|---|---|---|---|---|---|---|
| EUR/USDBest run | 3 min | n/a | 832 | 40.50 | 94,684 USD | -65,494 |
| USD/JPY | Daily | n/a | 51 | 52.94 | 1,025,740 USD | -732,800 |
| GBP/USD | Daily | n/a | 47 | 48.94 | 11,183 USD | -9,443 |
Charts
The code
// ============================================================== // EMA Crossover Short Only // ProRealAlgos Strategy Library | prorealalgos.com // Type: Trend // Direction: Short only // Timeframe tested: 3 minutes // ============================================================== DEFPARAM CumulateOrders = false emaa = ExponentialAverage[9](close) emab = ExponentialAverage[26](close) emac = ExponentialAverage[100](close) emad = ExponentialAverage[55](close)
10 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 3 market and timeframe combinations. The best run by trade count was EUR/USD, 3 minutes, with 832 trades.
The best run had a maximum drawdown of 65,494 USD at the tested position size, against a net result of 94,684 USD.
It only takes short trades.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.