Strategies / Trend / EMA Crossover With Bollinger Stop

EMA Crossover With Bollinger Stop

A long-only trend system that buys when the 20-period EMA crosses above the 50-period EMA. It exits when the EMAs cross back down or when a bar low reaches the lower Bollinger Band recorded at entry.

TrendLong onlySwingNasdaq 100Daily

3.55Profit factor

20,689Net profit EUR

49.00%Win rate

100Trades

-3,270Max drawdown

207Avg trade

Best run of 41. Nasdaq 100, Daily, spread 3, from run pf:2026-10-11-NAS100-D.tsv:8.

Entry rules, long

The lower Bollinger Band (20, 2) on this bar becomes the stop level.
A long is entered at market only when no long is open.

Exit rules

The long closes at market when a bar low is at or below the stop level from the signal bar.

Test conditions

Period	Up to 2026-10-11
Instrument	Nasdaq 100, Daily
Spread	3 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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	Daily	3.55	100	49.00	20,689 EUR	-3,270
Nikkei 225	4 hours	1.74	245	37.96	38,580 USD	-7,742
Nasdaq 100	30 min	1.19	1,836	32.19	13,289 EUR	-3,266
USD/JPY	Daily	n/a	115	33.91	1,165,460 USD	-520,750
USD/JPY	30 min	n/a	1,831	30.42	770,930 USD	-198,380
USD/JPY	1 hour	n/a	1,340	31.72	544,620 USD	-376,010
USD/JPY	15 min	n/a	1,892	31.03	390,650 USD	-142,580
USD/JPY	10 min	n/a	1,903	29.85	350,490 USD	-115,020
EUR/USD	2 min	n/a	2,087	22.47	84,024 USD	-76,572
EUR/USD	Daily	n/a	126	32.54	58,672 USD	-43,952
Nikkei 225	Daily	n/a	105	32.38	47,512 USD	-13,427
Nikkei 225	1 hour	n/a	974	30.18	22,405 USD	-12,182
Dow Jones	Daily	n/a	142	33.10	21,199 EUR	-8,049
Nikkei 225	2 min	n/a	1,842	29.48	16,198 USD	-8,059
Nikkei 225	3 min	n/a	1,906	29.01	13,312 USD	-7,664
Dow Jones	30 min	n/a	756	31.35	11,774 EUR	-6,206
Nasdaq 100	4 hours	n/a	312	36.22	11,284 EUR	-5,188
Nasdaq 100	1 hour	n/a	1,120	32.77	10,957 EUR	-4,438
US Crude Oil	Daily	n/a	106	36.79	10,728 EUR	-5,029
DAX 40	Daily	n/a	145	35.86	10,546 EUR	-4,857
Nasdaq 100	5 min	n/a	1,868	29.28	9,302 EUR	-4,100
Dow Jones	4 hours	n/a	104	39.42	8,504 EUR	-6,118
DAX 40	30 min	n/a	1,857	30.10	8,174 EUR	-5,190
Nasdaq 100	15 min	n/a	1,884	30.15	7,323 EUR	-3,586
DAX 40	4 hours	n/a	322	31.99	6,876 EUR	-4,178
Nasdaq 100	10 min	n/a	1,870	28.66	6,702 EUR	-4,418
Brent Crude	Daily	n/a	49	36.73	6,029 EUR	-5,827
DAX 40	10 min	n/a	1,922	28.72	5,056 EUR	-3,224
DAX 40	15 min	n/a	1,881	28.07	4,533 EUR	-4,170
S&P 500	Daily	n/a	145	37.93	4,315 EUR	-1,129
Gold	Daily	n/a	133	34.59	3,066 EUR	-1,191
Gold	30 min	n/a	1,895	27.92	3,022 EUR	-765
Gold	1 hour	n/a	1,125	31.47	2,459 EUR	-1,290
S&P 500	4 hours	n/a	302	37.09	2,231 EUR	-971
Gold	10 min	n/a	1,944	26.75	2,000 EUR	-833
Gold	4 hours	n/a	311	30.23	1,856 EUR	-1,563
S&P 500	1 hour	n/a	1,158	34.46	1,495 EUR	-969
Gold	15 min	n/a	1,933	27.83	1,485 EUR	-855
Gold	5 min	n/a	1,969	29.36	1,452 EUR	-704
S&P 500	30 min	n/a	1,855	31.37	1,439 EUR	-936
Gold	3 min	n/a	2,008	27.39	1,066 EUR	-614

Charts

Results by run

Top 10 of 41 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// EMA Crossover With Bollinger Stop
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE sl = 0

emaf = ExponentialAverage[20](close)
emas = ExponentialAverage[50](close)
bblower = Average[20](close) - 2 * STD[20](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

EMABollinger BandsStandard Deviation

Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · Daily · older data 0.00 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 10,000 bars.

Nasdaq 100 · Daily

Bars available	10,000
Net, standard 200,000-bar run	20,689.30 EUR
Net, long run	20,689.30 EUR
Net on the older data alone	0.00 EUR

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 Bollinger Stop 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 41 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 3.55 over 100 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,270 EUR at the tested position size, against a net result of 20,689 EUR.

Does it trade long, short or both?

It only takes long trades.

Reversal Pattern With Chaikin Volatility

Uses the same indicator.

2.26 PF · 6,872 trades

Volatility Spike Regression Long

Best run on the same market, Nasdaq 100.

1.22 PF · 1,850 trades

SMA Crossover With Trailing Stop

Also a trend strategy.

3.58 PF · 1,730 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