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Strategies / Momentum / EMA MACD Impulse System

EMA MACD Impulse System

Buys when the 13-period EMA and the MACD histogram both rise, and sells short when both fall. Any other bar closes the open position, and each opposite signal reverses it.

MomentumLong & shortSwingGBP/USDDaily
n/aProfit factor
13,135Net profit USD
35.04%Win rate
2,808Trades
-6,056Max drawdown
4.68Avg trade

Best run of 1. GBP/USD, Daily, spread 1.5, from run sweeps:2026-10-11-GBPUSD-D-opt.tsv:21.

Entry rules, long

  2. The MACD histogram (12, 26, with a 9-period SMA signal) is higher than on the previous bar.
  3. Both conditions must hold on the same bar.
  4. Signals are only considered after bar 40.

Entry rules, short

  2. The MACD histogram (12, 26, with a 9-period SMA signal) is lower than on the previous bar.
  3. Both conditions must hold on the same bar.
  4. Signals are only considered after bar 40.

Exit rules

  1. A long closes on any bar that is neither green (both rising) nor red (both falling).
  2. A short closes on any bar that is neither green nor red.
  4. No stop loss or profit target is set.

Test conditions

PeriodUp to 2026-10-11
InstrumentGBP/USD, Daily
Spread1.5 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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GBP/USDBest runDailyn/a 2,80835.0413,135 USD-6,056

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA MACD Impulse System
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ema = ExponentialAverage[13](close)
myMacd = ExponentialAverage[12](close) - ExponentialAverage[26](close)
signal = Average[9](myMacd)
hist = myMacd - signal

22 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

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

Questions

About this strategy

Can I run EMA MACD Impulse System 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 one combination, GBP/USD, Daily, with 2,808 trades.

How large was the drawdown?

The best run had a maximum drawdown of 6,056 USD at the tested position size, against a net result of 13,135 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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ATR Momentum

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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