Strategies / Trend / EMA Crossover With ATR Bracket (long only)

EMA Crossover With ATR Bracket (long only)

The strategy buys when the 16-period EMA crosses above the 30-period EMA while RSI is above 50. Each trade sets a stop 8 ATR below and a target 11 ATR above the entry, with no other exit.

TrendLong onlyIntradayS&P 50015 min

n/aProfit factor

2,816Net profit EUR

43.65%Win rate

724Trades

-1,322Max drawdown

3.89Avg trade

Best run of 48. S&P 500, 15 min, spread 1, from run sweeps:2026-10-10-USA500-15m-opt.tsv:9.

Entry rules, long

The 9-period RSI is above 50.

Exit rules

The target sits 11 times the 21-period ATR above the entry price.

Test conditions

Period	Up to 2026-10-10
Instrument	S&P 500, 15 minutes
Spread	1 points
Starting capital	1,000,000
Costs	Spread only. Commissions and overnight financing are not included.
Bars	Up to 200,000 bars, fewer where the instrument has less history
Last tested	2026-10-11

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
S&P 500Best run	15 min	n/a	724	43.65	2,816 EUR	-1,322
Nikkei 225	4 hours	n/a	59	54.24	43,733 USD	-10,601
Dow Jones	Daily	n/a	48	58.33	30,391 EUR	-9,559
Dow Jones	4 hours	n/a	36	52.78	28,460 EUR	-7,489
Nikkei 225	10 min	n/a	708	42.37	28,103 USD	-11,576
Nikkei 225	30 min	n/a	634	43.85	25,987 USD	-13,872
Nikkei 225	Daily	n/a	37	51.35	23,686 USD	-22,450
DAX 40	30 min	n/a	670	46.12	19,730 EUR	-4,983
Nasdaq 100	Daily	n/a	45	66.67	18,973 EUR	-7,385
DAX 40	Daily	n/a	73	50.68	18,581 EUR	-5,095
Nikkei 225	15 min	n/a	688	42.44	18,337 USD	-15,493
Nasdaq 100	4 hours	n/a	110	53.64	18,088 EUR	-8,028
Nikkei 225	2 min	n/a	532	44.92	18,004 USD	-7,330
DAX 40	4 hours	n/a	88	51.14	17,159 EUR	-5,187
Nikkei 225	3 min	n/a	580	43.45	16,879 USD	-8,634
Dow Jones	30 min	n/a	277	44.77	16,353 EUR	-10,322
Nasdaq 100	30 min	n/a	661	47.20	16,290 EUR	-6,394
Dow Jones	15 min	n/a	602	45.35	16,051 EUR	-9,502
Nikkei 225	1 hour	n/a	288	44.44	15,728 USD	-12,778
Nikkei 225	5 min	n/a	666	43.09	15,399 USD	-9,782
Nasdaq 100	1 hour	n/a	428	46.73	13,601 EUR	-7,304
DAX 40	10 min	n/a	662	45.02	12,615 EUR	-3,772
Nasdaq 100	10 min	n/a	671	43.96	11,591 EUR	-5,189
Dow Jones	10 min	n/a	650	42.31	10,782 EUR	-10,384
Nasdaq 100	15 min	n/a	723	44.67	9,529 EUR	-7,678
US Crude Oil	Daily	n/a	40	55.00	9,411 EUR	-8,478
Brent Crude	1 hour	n/a	221	48.42	8,747 EUR	-7,034
DAX 40	15 min	n/a	649	44.68	7,927 EUR	-4,948
DAX 40	1 hour	n/a	363	43.53	7,330 EUR	-4,867
FTSE 100	Daily	n/a	40	60.00	6,392 EUR	-4,680
FTSE 100	4 hours	n/a	64	43.75	6,028 EUR	-3,323
DAX 40	5 min	n/a	617	43.76	5,275 EUR	-4,003
S&P 500	4 hours	n/a	92	54.35	5,236 EUR	-1,209
Nasdaq 100	3 min	n/a	477	44.03	5,229 EUR	-4,251
S&P 500	Daily	n/a	53	58.49	4,561 EUR	-1,870
S&P 500	30 min	n/a	643	46.97	4,512 EUR	-1,134
FTSE 100	30 min	n/a	669	41.41	4,305 EUR	-2,974
FTSE 100	1 hour	n/a	312	45.19	4,184 EUR	-4,020
S&P 500	1 hour	n/a	379	47.23	3,780 EUR	-1,498
Dow Jones	1 min	n/a	428	42.99	3,265 EUR	-2,749
FTSE 100	15 min	n/a	652	42.33	2,918 EUR	-2,325
S&P 500	10 min	n/a	651	42.86	2,330 EUR	-1,245
Gold	30 min	n/a	695	46.76	2,001 EUR	-1,765
Gold	Daily	n/a	55	56.36	1,938 EUR	-744
S&P 500	5 min	n/a	501	43.11	1,720 EUR	-1,164
Gold	15 min	n/a	654	45.11	1,379 EUR	-1,151
S&P 500	3 min	n/a	462	42.64	912 EUR	-866
S&P 500	1 min	n/a	387	43.15	562 EUR	-348

Charts

Results by run

Top 10 of 48 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Crossover With ATR Bracket (long only)
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

fast = ExponentialAverage[16](close)
slow = ExponentialAverage[30](close)
myRsi = RSI[9](close)
myAtr = AverageTrueRange[21](close)

13 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
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".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

EMARSIATR

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run EMA Crossover With ATR Bracket (long only) 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 48 market and timeframe combinations. The best run by trade count was S&P 500, 15 minutes, with 724 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,322 EUR at the tested position size, against a net result of 2,816 EUR.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

CCI Sign With EMA Alignment

Best run on the same market, S&P 500.

1.23 PF · 1,253 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 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.com Stats Docs