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Strategies / Trend / EMA Crossover Trend Score Filter

EMA Crossover Trend Score Filter

The system enters when a 4-period EMA crosses a 5-period EMA and at least 5 of 7 trend conditions agree, provided the volume ratio is at least 0.9. It places a stop at 1.5 times ATR(14) and a target at 3 times that distance.

TrendLong & shortSwingGold4 hours
n/aProfit factor
1,890Net profit EUR
29.64%Win rate
813Trades
-1,107Max drawdown
2.33Avg trade

Best run of 5. Gold, 4 hours, spread 0.6, from run sweeps:2026-10-04-GOLD-4h-opt.tsv:125.

Entry rules, long

  2. At least 5 of 7 bullish conditions hold, including RSI(14) above 50 and close above EMA(21).
  3. The 3-period EMA of the 10-bar average volume divided by the 40-bar average volume is at least 0.9.
  4. No trade is taken until after bar 750.

Entry rules, short

  2. At least 5 of 7 bearish conditions hold, including RSI(14) below 50 and close below EMA(21).
  3. The same volume ratio condition applies, at least 0.9.
  4. No trade is taken until after bar 750.

Exit rules

  2. A target at 3 times that stop distance closes the trade.

Test conditions

PeriodUp to 2026-10-04
InstrumentGold, 4 hours
Spread0.6 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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GoldBest run4 hoursn/a 81329.641,890 EUR-1,107
Nikkei 2254 hoursn/a 36226.5220,278 USD-10,611
Dow JonesDailyn/a 4535.5615,219 EUR-6,482
S&P 500Dailyn/a 8332.531,213 EUR-998
GoldDailyn/a 9730.931,168 EUR-923

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Crossover Trend Score Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

emaa = ExponentialAverage[4](close)
emab = ExponentialAverage[5](close)
emac = ExponentialAverage[21](close)
smad = Average[50](close)
emae = ExponentialAverage[55](close)
emaf = ExponentialAverage[89](close)
emag = ExponentialAverage[750](close)
myRsi = RSI[14](close)
myAtr = AverageTrueRange[14](close)

volshort = Average[10](volume)
vollong = Average[40](volume)
volraw = volshort / max(vollong, 1)
volratio = ExponentialAverage[3](volraw)

21 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

EMARSIATRSMAVolume
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 1,107 EUR is large next to the net profit of 1,890 EUR.

Questions

About this strategy

Can I run EMA Crossover Trend Score 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 5 market and timeframe combinations. The best run by trade count was Gold, 4 hours, with 813 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,107 EUR at the tested position size, against a net result of 1,890 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

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CCI Breakout

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ADX Filtered EMA Cross

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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