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Strategies / Trend / EMA Crossover With ATR Stops

EMA Crossover With ATR Stops

Buys when the 21-bar EMA crosses above the 50-bar EMA and sells short when it crosses below. Each trade has a stop 2 times ATR(14) from the entry and a target twice that distance.

TrendLong & shortSwingUSD/JPYDaily
1.60Profit factor
16,320Net profit USD
41.89%Win rate
222Trades
-2,160Max drawdown
73.51Avg trade

Best run of 6. USD/JPY, Daily, spread 1, from run pf:2026-10-05-USDJPY-D.tsv:2.

Entry rules, long

  1. The 21-bar EMA crosses above the 50-bar EMA.

Entry rules, short

  1. The 21-bar EMA crosses below the 50-bar EMA.

Exit rules

  2. A stop loss 2 times ATR(14) from the entry closes the trade.
  3. A target twice that distance from the entry closes the trade.

Test conditions

PeriodUp to 2026-10-05
InstrumentUSD/JPY, Daily
Spread1 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
USD/JPYBest runDaily1.60 22241.8916,320 USD-2,160
US Crude OilDaily1.52 20240.1014,776 EUR-3,021
Nikkei 2254 hoursn/a 46833.1212,376 USD-9,802
Brent CrudeDailyn/a 8944.9411,675 EUR-3,440
Nasdaq 100Dailyn/a 18834.047,600 EUR-4,364
Nasdaq 1001 hourn/a 2,19929.656,121 EUR-3,983

Charts

Results by run

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// EMA Crossover With ATR Stops
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

fast = ExponentialAverage[21](close)
slow = ExponentialAverage[50](close)
myAtr = AverageTrueRange[14](close)
dist = 2 * myAtr

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
Longer historyRe-run on up to 1,000,000 barsUSD/JPY · Daily · older data 0.00 USD

USD/JPY had no history beyond the standard run, so both runs used 12,000 bars.

USD/JPY · Daily

Bars available12,000
Net, standard 200,000-bar run16,320.00 USD
Net, long run16,320.00 USD
Net on the older data alone0.00 USD
Read this firstKnown weaknesses2 points
  • Results include the spread only. Commissions and overnight financing are not included.
  • The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run EMA Crossover With ATR Stops 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 6 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.60 over 222 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,160 USD at the tested position size, against a net result of 16,320 USD.

Does it trade long, short or both?

It trades both long and short.

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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