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Strategies / Trend / EMA Crossover With Fixed Percent Bracket

EMA Crossover With Fixed Percent Bracket

This idea goes long when the 20-period exponential moving average crosses above the 50-period one, and goes short on the opposite cross. Each trade has a fixed stop 0.385% from entry and a target 0.577% away.

TrendLong & shortIntradayUSD/JPY30 min
n/aProfit factor
412,760Net profit USD
32.15%Win rate
3,661Trades
-152,440Max drawdown
113Avg trade

Best run of 2. USD/JPY, 30 min, spread 1, from run sweeps:2026-10-10-USDJPY-30m-opt.tsv:6.

Entry rules, long

  1. The 20-period EMA crosses above the 50-period EMA.

Entry rules, short

  1. The 20-period EMA crosses below the 50-period EMA.

Exit rules

  1. A stop loss sits 0.385% from entry.
  2. A profit target sits 0.577% from entry.

Test conditions

PeriodUp to 2026-10-10
InstrumentUSD/JPY, 30 minutes
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 tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest run30 minn/a 3,66132.15412,760 USD-152,440
USD/JPY1 hourn/a 2,67936.10312,900 USD-192,600

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Crossover With Fixed Percent Bracket
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

shortma = ExponentialAverage[20](close)
longma = ExponentialAverage[50](close)

16 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

EMA
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • It was only tested on USD/JPY, so there is no evidence from other markets.

Questions

About this strategy

Can I run EMA Crossover With Fixed Percent Bracket 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 2 market and timeframe combinations. The best run by trade count was USD/JPY, 30 minutes, with 3,661 trades.

How large was the drawdown?

The best run had a maximum drawdown of 152,440 USD at the tested position size, against a net result of 412,760 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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ADX Filtered EMA Cross

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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