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Strategies / Trend / EMA Crossover With ATR Bracket (long and short) 3

EMA Crossover With ATR Bracket (long and short) 3

Goes long when the 21-period EMA crosses above the 55-period EMA and short when it crosses below. Each trade has a stop-loss 1.5 times the 14-period ATR away and a profit target 1 ATR away.

TrendLong & shortSwingDow JonesDaily
n/aProfit factor
4,874Net profit EUR
63.81%Win rate
257Trades
-3,083Max drawdown
18.97Avg trade

Best run of 5. Dow Jones, Daily, spread 3, from run sweeps:2026-10-11-DOW30-D-opt.tsv:84.

Entry rules, long

  1. The 21-period EMA crosses above the 55-period EMA.

Entry rules, short

  1. The 21-period EMA crosses below the 55-period EMA.

Exit rules

  1. A long has a stop-loss 1.5 times the 14-period ATR below entry, and a short has the same distance above entry.
  2. A profit target sits one 14-period ATR from entry, in the trade's favour.

Test conditions

PeriodUp to 2026-10-11
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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Dow JonesBest runDailyn/a 25763.814,874 EUR-3,083
US Crude OilDailyn/a 19663.783,557 EUR-1,499
Brent CrudeDailyn/a 9065.563,299 EUR-1,014
Dow Jones4 hoursn/a 19363.213,072 EUR-2,580
Nasdaq 100Dailyn/a 19057.892,442 EUR-1,259

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Crossover With ATR Bracket (long and short) 3
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

fast = ExponentialAverage[21](close)
slow = ExponentialAverage[55](close)
myAtr = AverageTrueRange[14](close)

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

EMAATR
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 3,083 EUR is large next to the net profit of 4,874 EUR.

Questions

About this strategy

Can I run EMA Crossover With ATR Bracket (long and short) 3 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 Dow Jones, Daily, with 257 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,083 EUR at the tested position size, against a net result of 4,874 EUR.

Does it trade long, short or both?

It trades both long and short.

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Get the full rules, the complete code and the ProRealAlgos portfolio as a member.

Copy trading on US indices is available to ProRealAlgos members as spots open.

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