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Strategies / Trend / EMA Crossover With ADX Filter

EMA Crossover With ADX Filter

Buys 1 contract when the 12 period EMA crosses below the 36 period EMA with ADX (14) at 20 or above. Closes the long when the EMAs cross back above with ADX (14) below 20.

TrendLong onlyIntradayNikkei 22530 min
n/aProfit factor
19,300Net profit USD
62.46%Win rate
871Trades
-11,277Max drawdown
22.16Avg trade

Best run of 22. Nikkei 225, 30 min, spread 10, from run sweeps:2026-10-04-NIKKEI-30m-opt.tsv:34.

Entry rules, long

Exit rules

  1. The 12 period EMA crosses above the 36 period EMA while ADX (14) is below 20, closing the long.

Test conditions

PeriodUp to 2026-10-04
InstrumentNikkei 225, 30 minutes
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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nikkei 225Best run30 minn/a 87162.4619,300 USD-11,277
USD/JPY4 hoursn/a 14865.54382,640 USD-278,160
Nikkei 2254 hoursn/a 10870.3729,547 USD-10,875
Dow JonesDailyn/a 5976.2721,711 EUR-9,029
Silver3 minn/a 77467.1821,526 USD-18,070
Nasdaq 1004 hoursn/a 12967.4420,789 EUR-5,320
Dow Jones1 hourn/a 15472.7319,389 EUR-7,365
Nasdaq 1001 hourn/a 47664.7114,100 EUR-6,245
Dow Jones4 hoursn/a 4671.7412,908 EUR-10,420
Dow Jones30 minn/a 34965.3311,841 EUR-8,355
Nasdaq 100Dailyn/a 4276.1911,678 EUR-2,745
DAX 40Dailyn/a 4973.4710,636 EUR-4,462
Nasdaq 10030 minn/a 77164.856,910 EUR-6,093
FTSE 100Dailyn/a 5278.855,891 EUR-3,107
FTSE 1001 hourn/a 48064.385,114 EUR-2,522
S&P 5001 hourn/a 50765.883,534 EUR-1,164
S&P 500Dailyn/a 5574.553,521 EUR-1,238
S&P 50030 minn/a 79168.023,474 EUR-1,120
S&P 5004 hoursn/a 13367.673,236 EUR-1,527
FTSE 1004 hoursn/a 11872.882,887 EUR-2,849
S&P 50010 minn/a 81262.191,819 EUR-1,516
S&P 5002 minn/a 72564.97468 EUR-432

Charts

Results by run

Top 10 of 22 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Crossover With ADX Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

emafast = ExponentialAverage[12](close)
emaslow = ExponentialAverage[36](close)
myAdx = ADX[14]

13 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

ADXEMA
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 11,277 USD is large next to the net profit of 19,300 USD.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run EMA Crossover With ADX 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 22 market and timeframe combinations. The best run by trade count was Nikkei 225, 30 minutes, with 871 trades.

How large was the drawdown?

The best run had a maximum drawdown of 11,277 USD at the tested position size, against a net result of 19,300 USD.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

Reversal Pattern With Chaikin Volatility

Uses the same indicator.

2.26 PF · 6,872 trades

Rock Climber

Best run on the same market, Nikkei 225.

1.44 PF · 1,644 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 trades

See how ProRealAlgos combines strategies like this into one automated portfolio.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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