Strategies / Trend / EMA Ribbon Slope Alignment

EMA Ribbon Slope Alignment

The strategy buys when five EMA slopes are all positive and ordered from fastest to slowest, with RSI between 50 and 70 and above-average volume. It sells short on the mirror setup and closes when the slope ordering breaks or the fan score weakens.

TrendLong & shortSwingUSD/JPYDaily

1.60Profit factor

12,540Net profit USD

44.10%Win rate

161Trades

-2,140Max drawdown

77.89Avg trade

Best run of 17. USD/JPY, Daily, spread 1, from run pf:2026-10-04-USDJPY-D.tsv:1.

Entry rules, long

The fastest slope minus the slowest slope is above 0.8.
RSI(14) is between 50 and 70, and volume is above its 20-bar average.
When flat, one contract is bought with a stop 2 ATR away and a target at 2 times that distance.

Entry rules, short

The fastest slope minus the slowest slope is below minus 0.8.
RSI(14) is between 30 and 50, and volume is above its 20-bar average.
When flat, one contract is sold short with a stop 2 ATR away and a target at 2 times that distance.

Exit rules

An open short closes at market when the slope ordering breaks or the fan score rises above minus 0.2.

Test conditions

Period	Up to 2026-10-04
Instrument	USD/JPY, Daily
Spread	1 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	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
USD/JPYBest run	Daily	1.60	161	44.10	12,540 USD	-2,140
Nikkei 225	Daily	n/a	146	45.21	8,112 USD	-7,342
Dow Jones	4 hours	n/a	60	55.00	6,908 EUR	-1,912
Nasdaq 100	Daily	n/a	139	45.32	4,183 EUR	-3,724
Dow Jones	30 min	n/a	44	56.82	3,207 EUR	-2,481
Nasdaq 100	1 hour	n/a	146	51.37	2,330 EUR	-1,108
Nasdaq 100	4 hours	n/a	164	45.73	1,998 EUR	-1,758
Brent Crude	1 hour	n/a	562	43.06	1,951 EUR	-1,809
DAX 40	1 hour	n/a	80	48.75	802 EUR	-658
Gold	1 hour	n/a	84	36.90	551 EUR	-324
USD/JPY	30 min	n/a	12	41.67	520 USD	-430
USD/JPY	15 min	n/a	9	44.44	490 USD	-300
DAX 40	3 min	n/a	3	66.67	418 EUR	-356
USD/JPY	10 min	n/a	1	100.00	230 USD	-0.00
Nikkei 225	2 min	n/a	1	100.00	70.90 USD	-47.60
DAX 40	2 min	n/a	1	100.00	43.60 EUR	-2.00
Nasdaq 100	2 min	n/a	1	100.00	24.50 EUR	-16.30

Charts

Results by run

Top 10 of 17 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

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

DEFPARAM CumulateOrders = false

emaa = ExponentialAverage[8](close)
emab = ExponentialAverage[13](close)
emac = ExponentialAverage[21](close)
emad = ExponentialAverage[34](close)
emae = ExponentialAverage[55](close)

sa = (emaa - emaa[5]) / emaa[5] * 100
sb = (emab - emab[5]) / emab[5] * 100
sc = (emac - emac[5]) / emac[5] * 100
sd = (emad - emad[5]) / emad[5] * 100
se = (emae - emae[5]) / emae[5] * 100

45 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

ATREMARSISMAVolume

Longer historyRe-run on up to 1,000,000 barsUSD/JPY · Daily · older data 0.00 USD

USD/JPY had no history beyond the standard run, so both runs used 12,000 bars.

USD/JPY · Daily

Bars available	12,000
Net, standard 200,000-bar run	12,540.00 USD
Net, long run	12,540.00 USD
Net on the older data alone	0.00 USD

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 Ribbon Slope Alignment 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 17 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.60 over 161 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,140 USD at the tested position size, against a net result of 12,540 USD.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

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EMA Crossover With ATR Stops

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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