Strategies / Trend / EMA Crossover With MACD Filter (long and short) 3

EMA Crossover With MACD Filter (long and short) 3

Buys when the 9 EMA crosses above the 21 EMA with the close above the 50 EMA, or when the EMAs stack upward, with MACD and RSI confirming. Shorts mirror these rules, with exits on a reverse EMA cross or extreme RSI.

TrendLong & shortSwingNasdaq 1001 hour

n/aProfit factor

5,121Net profit EUR

33.51%Win rate

2,480Trades

-4,582Max drawdown

2.06Avg trade

Best run of 5. Nasdaq 100, 1 hour, spread 3, from run sweeps:2026-10-04-NAS100-1h-opt.tsv:73.

Entry rules, long

Or the EMAs are stacked 9 above 21 above 50, with the close between the 21 EMA and 1.02 times it.
For the stacked setup, the MACD line (12, 26, 9) is above its signal line and RSI(14) is between 40 and 70.
Volume is above its 20-bar average.
Only when no position is open.

Entry rules, short

Or the EMAs are stacked 9 below 21 below 50, with the close below the 21 EMA but above 0.98 times it.
For the stacked setup, the MACD line is below its signal line and RSI(14) is between 30 and 60.
Volume is above its 20-bar average.
Only when no position is open.

Exit rules

A short closes when the 9 EMA crosses above the 21 EMA, the close is above the 50 EMA, or RSI(14) is below 25.
Each entry has a stop 2 times ATR(14) from the entry price, and a target 2 times that distance from the entry price.

Test conditions

Period	Up to 2026-10-04
Instrument	Nasdaq 100, 1 hour
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	2026-10-07

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	1 hour	n/a	2,480	33.51	5,121 EUR	-4,582
USD/JPY	Daily	n/a	975	31.79	14,020 USD	-9,330
US Crude Oil	4 hours	n/a	912	31.36	4,571 EUR	-3,905
Gold	4 hours	n/a	1,546	33.12	1,298 EUR	-529
Gold	Daily	n/a	210	33.81	1,172 EUR	-741

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Crossover With MACD Filter (long and short) 3
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

emafast = ExponentialAverage[9](close)
emaslow = ExponentialAverage[21](close)
ematrend = ExponentialAverage[50](close)
myRsi = RSI[14](close)
myMacd = MACDLine[12,26,9](close)
sig = ExponentialAverage[9](myMacd)
volma = Average[20](Volume)

48 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

EMAMACDRSIATRVolume

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 4,582 EUR is large next to the net profit of 5,121 EUR.

Questions

About this strategy

Can I run EMA Crossover With MACD Filter (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 Nasdaq 100, 1 hour, with 2,480 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,582 EUR at the tested position size, against a net result of 5,121 EUR.

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.com Stats Docs