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Strategies / Trend / EMA SMA Crossover With Stop

EMA SMA Crossover With Stop

Buys when the 15-period EMA crosses above the 60-period SMA with the close at or above the EMA, and sells short on the mirror cross below. Every trade has a 0.1% stop loss from entry.

TrendLong & shortIntradayEUR/USD3 min
n/aProfit factor
154,326Net profit USD
25.91%Win rate
4,346Trades
-64,261Max drawdown
35.51Avg trade

Best run of 3. EUR/USD, 3 min, spread 1, from run sweeps:2026-10-12-EURUSD-3m-opt.tsv:12.

Entry rules, long

  2. The close is at or above the 15-period EMA.

Entry rules, short

  2. The close is at or below the 15-period EMA.

Exit rules

  2. An opposite signal reverses the position.

Test conditions

PeriodUp to 2026-10-12
InstrumentEUR/USD, 3 minutes
Spread1 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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
EUR/USDBest run3 minn/a 4,34625.91154,326 USD-64,261
Nikkei 225Dailyn/a 2292.1812,395 USD-4,718
US Crude Oil4 hoursn/a 4781.882,354 EUR-1,558

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA SMA Crossover With Stop
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 3 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ema = ExponentialAverage[15](close)
sma = Average[60](close)

11 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

EMASMA
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run EMA SMA Crossover With Stop 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 3 market and timeframe combinations. The best run by trade count was EUR/USD, 3 minutes, with 4,346 trades.

How large was the drawdown?

The best run had a maximum drawdown of 64,261 USD at the tested position size, against a net result of 154,326 USD.

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