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Strategies / Trend / EMA Crossover Trend Filter

EMA Crossover Trend Filter

The system buys when the 7-period EMA crosses above the 21-period EMA while the 50-period EMA is above the 200-period EMA. It sells short on the mirror conditions and exits on an opposite cross or a close through the 50-period EMA.

TrendLong & shortSwingNikkei 225Daily
1.81Profit factor
48,834Net profit USD
30.33%Win rate
244Trades
-8,018Max drawdown
200Avg trade

Best run of 13. Nikkei 225, Daily, spread 10, from run pf:2026-10-05-NIKKEI-D.tsv:11.

Entry rules, long

  2. EMA(50) is above EMA(200).

Entry rules, short

  2. EMA(50) is below EMA(200).

Exit rules

  2. A short closes when EMA(7) crosses above EMA(21) or close rises above EMA(50).

Test conditions

PeriodUp to 2026-10-05
InstrumentNikkei 225, Daily
Spread10 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 tested2026-10-05

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nikkei 225Best runDaily1.81 24430.3348,834 USD-8,018
EUR/USDDaily1.50 27434.3198,877 USD-20,455
USD/JPYDailyn/a 30331.021,288,520 USD-582,450
USD/JPY1 hourn/a 2,98025.57520,090 USD-159,550
EUR/USD4 hoursn/a 1,00028.6043,953 USD-32,145
Dow JonesDailyn/a 32231.3713,023 EUR-4,984
Nasdaq 100Dailyn/a 25930.1211,468 EUR-5,165
DAX 40Dailyn/a 32334.989,338 EUR-3,157
US Crude Oil1 hourn/a 1,92428.385,667 EUR-4,705
GoldDailyn/a 31631.013,198 EUR-809
Gold4 hoursn/a 66127.232,287 EUR-726
Gold1 hourn/a 2,63925.121,731 EUR-708
S&P 500Dailyn/a 36427.201,235 EUR-768

Charts

Results by run

Top 10 of 13 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 Trend Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

emaa = ExponentialAverage[7](close)
emab = ExponentialAverage[21](close)
emac = ExponentialAverage[50](close)
emad = ExponentialAverage[200](close)

24 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 barsNikkei 225 · Daily · older data 0.00 USD

Nikkei 225 had no history beyond the standard run, so both runs used 11,000 bars.

Nikkei 225 · Daily

Bars available11,000
Net, standard 200,000-bar run48,833.50 USD
Net, long run48,833.50 USD
Net on the older data alone0.00 USD
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 Trend 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 13 market and timeframe combinations. The best run was Nikkei 225, Daily, with a profit factor of 1.81 over 244 trades.

How large was the drawdown?

The best run had a maximum drawdown of 8,018 USD at the tested position size, against a net result of 48,834 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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Rock Climber

Best run on the same market, Nikkei 225.

1.44 PF · 1,644 trades

EMA Trend Pullback RSI Filter

Also a trend strategy.

1.81 PF · 244 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