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Strategies / Trend / EMA Crossover Trend Long

EMA Crossover Trend Long

Buys when the 10 EMA crosses above the 20 EMA while above the 100 EMA on an up bar (close above open). Closes the long when RSI(14) is above 70, or after 24 bars if the close is above the entry price.

TrendLong onlySwingDow JonesDaily
11.90Profit factor
21,789Net profit EUR
88.89%Win rate
108Trades
-5,239Max drawdown
202Avg trade

Best run of 18. Dow Jones, Daily, spread 3, from run pf:2026-10-05-DOW30-D.tsv:2.

Entry rules, long

  2. The 10 period EMA is above the 100 period EMA.
  3. The bar is an up bar, with the close above the open.
  4. Enter long at market when flat and all three conditions above are met.

Exit rules

  2. The long closes at market once it has been open for at least 24 bars and the close is above the entry price.

Test conditions

PeriodUp to 2026-10-05
InstrumentDow Jones, 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 tested2026-10-05

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Dow JonesBest runDaily11.90 10888.8921,789 EUR-5,239
S&P 5001 hour1.55 73378.312,154 EUR-483
USD/JPYDailyn/a 6384.13782,510 USD-306,500
Nikkei 2254 hoursn/a 17181.2925,582 USD-11,063
Dow Jones1 hourn/a 24883.0612,199 EUR-4,508
Nikkei 2251 hourn/a 53476.0311,329 USD-7,859
Nikkei 225Dailyn/a 6086.6710,598 USD-9,554
US Crude OilDailyn/a 6484.388,565 EUR-3,816
Nasdaq 1004 hoursn/a 21886.707,218 EUR-4,261
DAX 404 hoursn/a 20385.717,132 EUR-5,957
US Crude Oil4 hoursn/a 13083.856,326 EUR-4,444
DAX 40Dailyn/a 7688.165,925 EUR-5,243
Nasdaq 100Dailyn/a 9181.325,731 EUR-5,361
FTSE 100Dailyn/a 7887.184,061 EUR-1,974
FTSE 10015 minn/a 1,17575.401,739 EUR-1,717
S&P 500Dailyn/a 12284.431,270 EUR-1,190
Gold4 hoursn/a 16482.931,254 EUR-387
Gold5 minn/a 1,10674.86982 EUR-629

Charts

Results by run

Top 10 of 18 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 Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE bars = 0

myRsi = RSI[14](close)
emaa = ExponentialAverage[10](close)
emab = ExponentialAverage[20](close)
emac = ExponentialAverage[100](close)

20 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

EMARSI
Longer historyRe-run on up to 1,000,000 barsDow Jones · Daily · older data 0.00 EUR

Dow Jones had no history beyond the standard run, so both runs used 14,000 bars.

Dow Jones · Daily

Bars available14,000
Net, standard 200,000-bar run21,788.60 EUR
Net, long run21,788.60 EUR
Net on the older data alone0.00 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 Trend 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 18 market and timeframe combinations. The best run was Dow Jones, Daily, with a profit factor of 11.90 over 108 trades.

How large was the drawdown?

The best run had a maximum drawdown of 5,239 EUR at the tested position size, against a net result of 21,789 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

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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