Join waitlist
The books... not free though
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatisticsMarket statistics and edges1,327StrategiesBacktested strategy library18Research papersThe study behind the algos301DocsProBuilder coding reference27Algo development programCourses and lessons24Everything here feeds the 24 algosSee the algos
Strategies / Trend / EMA Crossover With Trend Filter (long only)

EMA Crossover With Trend Filter (long only)

It buys when the close crosses above the 50-period EMA while the close is above the 200-period EMA. It closes the long when the close crosses below the 50-period EMA.

TrendLong onlySwingDow JonesDaily
1.79Profit factor
23,770Net profit EUR
32.20%Win rate
382Trades
-5,078Max drawdown
62.23Avg trade

Best run of 15. Dow Jones, Daily, spread 3, from run pf:2026-10-05-DOW30-D.tsv:12.

Entry rules, long

  2. The close is above the 200-period EMA on the same bar.

Exit rules

  2. No stop loss or profit target is set.

Test conditions

PeriodUp to 2026-10-05
InstrumentDow Jones, Daily
Spread3 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
Dow JonesBest runDaily1.79 38232.2023,770 EUR-5,078
USD/JPYDailyn/a 27123.99628,630 USD-354,600
USD/JPY1 hourn/a 3,07920.40444,760 USD-134,470
USD/JPY4 hoursn/a 70922.99246,210 USD-195,130
EUR/USD4 hoursn/a 86424.7773,082 USD-25,465
EUR/USDDailyn/a 23726.5844,796 USD-33,902
Nikkei 225Dailyn/a 26325.1033,787 USD-12,955
Silver4 hoursn/a 62017.5822,015 USD-14,062
Dow Jones1 hourn/a 92822.208,448 EUR-4,639
Nasdaq 100Dailyn/a 35125.647,361 EUR-6,110
DAX 40Dailyn/a 40125.697,194 EUR-4,560
Dow Jones30 minn/a 1,86020.865,959 EUR-5,350
GoldDailyn/a 34522.903,134 EUR-1,176
S&P 500Dailyn/a 45327.372,263 EUR-900
Gold4 hoursn/a 63023.492,060 EUR-1,042

Charts

Results by run

Top 10 of 15 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Crossover With Trend Filter (long only)
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

emafast = ExponentialAverage[50](close)
emaslow = ExponentialAverage[200](close)

12 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
Longer historyRe-run on up to 1,000,000 barsDow Jones · Daily · older data 0.00 EUR

Dow Jones had no history beyond the standard run, so both runs used 14,000 bars.

Dow Jones · Daily

Bars available14,000
Net, standard 200,000-bar run23,770.30 EUR
Net, long run23,770.30 EUR
Net on the older data alone0.00 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 Trend Filter (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 15 market and timeframe combinations. The best run was Dow Jones, Daily, with a profit factor of 1.79 over 382 trades.

How large was the drawdown?

The best run had a maximum drawdown of 5,078 EUR at the tested position size, against a net result of 23,770 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

Strategies like this one

Reversal Pattern With Chaikin Volatility

Uses the same indicator.

2.26 PF · 6,872 trades

Turtle Trade

Best run on the same market, Dow Jones.

2.42 PF · 6,324 trades

Reversal Pattern With Detrended Synthetic Price

Also a trend strategy.

1.79 PF · 263 trades

Get the full rules, the complete code and the ProRealAlgos portfolio as a member.

Copy trading on US indices is available to ProRealAlgos members as spots open.

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