It buys when the 7, 30, 50, 100, 121 and 200-period EMAs are stacked from fastest to slowest and the Stochastic RSI is below 0.82. It exits when the 200-period EMA is above the 7-period EMA and the Stochastic RSI is above 0.2.
Best run of 51. Gold, 30 min, spread 0.6, from run pf:2026-10-05-GOLD-30m.tsv:1.
| Period | Up to 2026-10-05 |
| Instrument | Gold, 30 minutes |
| Spread | 0.6 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 | 2026-10-05 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| GoldBest run | 30 min | 1.71 | 614 | 33.22 | 3,231 EUR | -715 |
| USD/JPY | Daily | n/a | 31 | 41.94 | 1,105,360 USD | -402,400 |
| USD/JPY | 30 min | n/a | 620 | 33.39 | 555,150 USD | -206,750 |
| USD/JPY | 10 min | n/a | 626 | 36.26 | 351,440 USD | -183,080 |
| USD/JPY | 15 min | n/a | 622 | 32.80 | 349,930 USD | -205,680 |
| USD/JPY | 1 hour | n/a | 464 | 30.82 | 303,650 USD | -200,220 |
| EUR/USD | Daily | n/a | 33 | 48.48 | 78,382 USD | -27,892 |
| Nikkei 225 | Daily | n/a | 35 | 48.57 | 48,906 USD | -12,132 |
| Dow Jones | Daily | n/a | 53 | 37.74 | 28,821 EUR | -4,407 |
| Nikkei 225 | 4 hours | n/a | 94 | 28.72 | 28,205 USD | -11,462 |
| EUR/USD | 5 min | n/a | 614 | 30.46 | 27,763 USD | -27,455 |
| Silver | 30 min | n/a | 634 | 29.97 | 25,535 USD | -15,038 |
| Nasdaq 100 | Daily | n/a | 36 | 66.67 | 22,703 EUR | -3,269 |
| Silver | 2 min | n/a | 661 | 31.92 | 20,855 USD | -7,570 |
| Nikkei 225 | 1 hour | n/a | 349 | 35.24 | 20,091 USD | -9,214 |
| Nikkei 225 | 10 min | n/a | 615 | 33.50 | 19,683 USD | -10,734 |
| Silver | 3 min | n/a | 679 | 30.34 | 18,996 USD | -9,804 |
| Silver | 15 min | n/a | 677 | 27.92 | 17,612 USD | -9,423 |
| Nikkei 225 | 15 min | n/a | 661 | 30.71 | 17,518 USD | -11,134 |
| DAX 40 | Daily | n/a | 50 | 46.00 | 15,169 EUR | -3,929 |
| Nikkei 225 | 30 min | n/a | 661 | 31.16 | 14,366 USD | -11,509 |
| Silver | 10 min | n/a | 653 | 28.02 | 14,279 USD | -12,730 |
| Dow Jones | 15 min | n/a | 506 | 33.99 | 13,884 EUR | -4,963 |
| Nasdaq 100 | 4 hours | n/a | 118 | 38.98 | 12,898 EUR | -4,959 |
| Nikkei 225 | 3 min | n/a | 626 | 31.63 | 12,551 USD | -9,888 |
| Nikkei 225 | 2 min | n/a | 630 | 32.54 | 12,452 USD | -6,913 |
| Nasdaq 100 | 15 min | n/a | 596 | 38.26 | 11,953 EUR | -3,535 |
| Nikkei 225 | 5 min | n/a | 674 | 29.82 | 11,528 USD | -10,754 |
| Dow Jones | 1 hour | n/a | 137 | 37.96 | 10,949 EUR | -5,176 |
| Nasdaq 100 | 1 hour | n/a | 437 | 36.38 | 9,283 EUR | -3,626 |
| Nasdaq 100 | 30 min | n/a | 646 | 35.76 | 8,147 EUR | -4,723 |
| Nikkei 225 | 1 min | n/a | 633 | 31.12 | 7,497 USD | -6,724 |
| Dow Jones | 4 hours | n/a | 39 | 46.15 | 7,413 EUR | -6,043 |
| Nasdaq 100 | 5 min | n/a | 652 | 33.13 | 6,021 EUR | -3,702 |
| DAX 40 | 15 min | n/a | 675 | 30.96 | 5,513 EUR | -3,495 |
| DAX 40 | 30 min | n/a | 674 | 33.53 | 5,391 EUR | -3,816 |
| S&P 500 | Daily | n/a | 51 | 54.90 | 5,248 EUR | -573 |
| Gold | Daily | n/a | 37 | 37.84 | 3,797 EUR | -1,466 |
| Brent Crude | 2 min | n/a | 626 | 31.15 | 3,595 EUR | -1,734 |
| DAX 40 | 5 min | n/a | 673 | 30.16 | 3,446 EUR | -2,642 |
| Gold | 4 hours | n/a | 103 | 36.89 | 3,401 EUR | -962 |
| Gold | 1 hour | n/a | 360 | 35.00 | 3,186 EUR | -873 |
| Gold | 15 min | n/a | 627 | 30.78 | 2,533 EUR | -881 |
| S&P 500 | 1 hour | n/a | 435 | 39.54 | 2,221 EUR | -734 |
| S&P 500 | 4 hours | n/a | 114 | 39.47 | 2,096 EUR | -911 |
| Gold | 10 min | n/a | 636 | 30.19 | 1,969 EUR | -651 |
| S&P 500 | 30 min | n/a | 678 | 36.58 | 1,817 EUR | -1,101 |
| Gold | 5 min | n/a | 681 | 29.52 | 1,739 EUR | -482 |
| S&P 500 | 15 min | n/a | 624 | 33.81 | 1,663 EUR | -1,364 |
| Gold | 3 min | n/a | 654 | 28.90 | 1,654 EUR | -570 |
| Gold | 2 min | n/a | 650 | 29.69 | 850 EUR | -561 |
Charts
Top 10 of 51 runs. The full list is in the table above.
The code
// ============================================================== // EMA Stack StochRSI Trend Long // ProRealAlgos Strategy Library | prorealalgos.com // Type: Trend // Direction: Long only // Timeframe tested: 30 minutes // ============================================================== DEFPARAM CumulateOrders = false emaa = ExponentialAverage[7](close) emab = ExponentialAverage[30](close) emac = ExponentialAverage[50](close) emad = ExponentialAverage[100](close) emae = ExponentialAverage[121](close) emaf = ExponentialAverage[200](close) myRsi = RSI[14](close) rsihi = highest[14](myRsi) rsilo = lowest[14](myRsi) myRange = rsihi - rsilo
15 more lines: the entry and exit rules.
Setup
On the long run with 245,000 bars the net result was 3,476 EUR, against 3,230 EUR on the standard 200,000-bar run. The older data alone gave 246 EUR.
| Bars available | 245,000 |
| Net, standard 200,000-bar run | 3,230.50 EUR |
| Net, long run | 3,476.00 EUR |
| Net on the older data alone | 245.50 EUR |
Questions
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.
It was tested on 51 market and timeframe combinations. The best run was Gold, 30 minutes, with a profit factor of 1.71 over 614 trades.
The best run had a maximum drawdown of 715 EUR at the tested position size, against a net result of 3,230 EUR.
It only takes long trades.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.