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Strategies / Trend / EMA Ribbon ADX Trend Entry

EMA Ribbon ADX Trend Entry

Enters on an EMA(10) and EMA(21) cross in the direction of the 50-period EMA when ADX confirms a trend and volume is above average. Each trade has a stop-loss 2.2 times the 14-period ATR and a target 2.8 times the ATR.

TrendLong & shortSwingBrent CrudeDaily
n/aProfit factor
2,324Net profit EUR
57.89%Win rate
19Trades
-983Max drawdown
122Avg trade

Best run of 4. Brent Crude, Daily, spread 3, from run sweeps:2026-10-11-BRENT-D-opt.tsv:69.

Entry rules, long

  2. The close is above the 50-period EMA.
  3. ADX(14) is at least 22 and +DI(14) is above -DI(14).
  4. Volume is above 1.05 times its 15-bar average.
  5. RSI(14) is below 75 and the MACD line (12, 26) is above its 9-period EMA signal line.
  6. No position is open.

Entry rules, short

  2. The close is below the 50-period EMA.
  3. ADX(14) is at least 22 and -DI(14) is above +DI(14).
  4. Volume is above 1.05 times its 15-bar average.
  5. RSI(14) is above 25.
  6. No position is open.

Exit rules

  2. A short closes when the 10-period EMA crosses above the 21-period EMA.
  3. A stop-loss sits 2.2 times the 14-period ATR from entry, and a target sits 2.8 times the ATR from entry.

Test conditions

PeriodUp to 2026-10-11
InstrumentBrent Crude, 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 tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Brent CrudeBest runDailyn/a 1957.892,324 EUR-983
Nikkei 225Dailyn/a 1060.007,782 USD-2,326
Dow JonesDailyn/a 771.437,025 EUR-2,239
US Crude OilDailyn/a 1546.671,283 EUR-687

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Ribbon ADX Trend Entry
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

emafast = ExponentialAverage[10](close)
emaslow = ExponentialAverage[21](close)
ematrend = ExponentialAverage[50](close)
dip = DIplus[14](close)
dim = DIminus[14](close)
myAdx = ADX[14]
volma = Average[15](volume)
myAtr = AverageTrueRange[14](close)
myRsi = RSI[14](close)
macdl = MACDLine[12,26,9](close)
macds = ExponentialAverage[9](macdl)

25 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

EMAADXDMIVolumeSMARSIATRMACD
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The best run has only 19 trades, which is a small sample to judge it on.

Questions

About this strategy

Can I run EMA Ribbon ADX Trend Entry 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 4 market and timeframe combinations. The best run by trade count was Brent Crude, Daily, with 19 trades.

How large was the drawdown?

The best run had a maximum drawdown of 983 EUR at the tested position size, against a net result of 2,324 EUR.

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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See how ProRealAlgos combines strategies like this into one automated portfolio.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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