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 Stack ADX Crossover

EMA Stack ADX Crossover

The strategy buys when the 10-period EMA crosses above the 21-period EMA in a bullish EMA stack with ADX above 25. It sells short on the mirror cross in a bearish stack, and exits when the EMAs cross back.

TrendLong & shortIntradayUSD/JPY30 min
n/aProfit factor
121,840Net profit USD
32.31%Win rate
260Trades
-52,470Max drawdown
469Avg trade

Best run of 13. USD/JPY, 30 min, spread 1, from run sweeps:2026-10-04-USDJPY-30m-opt.tsv:77.

Entry rules, long

  2. The 10, 21, 55 and 200-period EMAs are in bullish order, with each above the next
  3. ADX(14) is above 25

Entry rules, short

  2. The 10, 21, 55 and 200-period EMAs are in bearish order, with each below the next
  3. ADX(14) is above 25

Exit rules

  2. A short is closed when the 10-period EMA crosses above the 21-period EMA
  3. A qualifying opposite signal reverses the position

Test conditions

PeriodUp to 2026-10-04
InstrumentUSD/JPY, 30 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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest run30 minn/a 26032.31121,840 USD-52,470
USD/JPYDailyn/a 2343.48664,040 USD-205,950
USD/JPY1 hourn/a 15730.57102,410 USD-79,840
USD/JPY15 minn/a 21029.5280,570 USD-65,520
EUR/USDDailyn/a 1154.5515,071 USD-5,924
Silver2 minn/a 18725.673,778 USD-3,608
Nikkei 2255 minn/a 19230.733,352 USD-3,079
US Crude Oil4 hoursn/a 3537.143,253 EUR-1,187
Brent Crude4 hoursn/a 1533.332,753 EUR-1,388
Gold1 hourn/a 16531.52549 EUR-379
Gold5 minn/a 14926.17277 EUR-141
GoldDailyn/a 1233.33265 EUR-165
Gold4 hoursn/a 4630.43216 EUR-176

Charts

Results by run

Top 10 of 13 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Stack ADX Crossover
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

emaa = ExponentialAverage[10](close)
emab = ExponentialAverage[21](close)
emac = ExponentialAverage[55](close)
emad = ExponentialAverage[200](close)
myAdx = ADX[14]

20 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

EMAADX
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run EMA Stack ADX Crossover 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 13 market and timeframe combinations. The best run by trade count was USD/JPY, 30 minutes, with 260 trades.

How large was the drawdown?

The best run had a maximum drawdown of 52,470 USD at the tested position size, against a net result of 121,840 USD.

Does it trade long, short or both?

It trades both long and short.

Related

Strategies like this one

Reversal Pattern With Chaikin Volatility

Uses the same indicator.

2.26 PF · 6,872 trades

Trend Surfer

Best run on the same market, USD/JPY.

1.04 PF · 10,813 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 trades

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