The system buys whenever no position is open and EMA(20) is above EMA(50), with no crossover required. Each trade exits at a 15% stop loss or a 25% profit target, measured from the entry price.
Best run of 66. Nasdaq 100, Daily, spread 3, from run sweeps:2026-10-07-NAS100-D-opt.tsv:23.
| Period | Up to 2026-10-07 |
| Instrument | Nasdaq 100, Daily |
| Spread | 3 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 | 2026-10-10 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| Nasdaq 100Best run | Daily | n/a | 50 | 70.00 | 28,476 EUR | -7,797 |
| USD/JPY | 30 min | n/a | 4 | 75.00 | 766,170 USD | -260,990 |
| USD/JPY | 10 min | n/a | 2 | 100.00 | 481,780 USD | -246,630 |
| USD/JPY | 15 min | n/a | 2 | 100.00 | 458,880 USD | -245,400 |
| Nikkei 225 | 1 hour | n/a | 16 | 75.00 | 58,506 USD | -12,691 |
| Nikkei 225 | 30 min | n/a | 17 | 70.59 | 55,251 USD | -12,879 |
| Nikkei 225 | 4 hours | n/a | 17 | 70.59 | 52,243 USD | -13,957 |
| Dow Jones | Daily | n/a | 38 | 73.68 | 51,934 EUR | -7,961 |
| Nikkei 225 | 15 min | n/a | 11 | 72.73 | 48,295 USD | -13,076 |
| Nikkei 225 | 10 min | n/a | 8 | 75.00 | 40,680 USD | -12,992 |
| Nikkei 225 | Daily | n/a | 43 | 51.16 | 38,973 USD | -30,724 |
| Nikkei 225 | 5 min | n/a | 5 | 80.00 | 31,814 USD | -14,180 |
| Nikkei 225 | 3 min | n/a | 5 | 80.00 | 31,588 USD | -13,081 |
| Nasdaq 100 | 1 hour | n/a | 24 | 75.00 | 29,188 EUR | -6,101 |
| Nasdaq 100 | 30 min | n/a | 22 | 72.73 | 28,654 EUR | -6,782 |
| Nasdaq 100 | 4 hours | n/a | 25 | 72.00 | 28,337 EUR | -6,316 |
| Nikkei 225 | 2 min | n/a | 3 | 100.00 | 27,577 USD | -13,121 |
| Dow Jones | 1 hour | n/a | 6 | 83.33 | 26,149 EUR | -8,318 |
| Nasdaq 100 | 15 min | n/a | 12 | 75.00 | 23,248 EUR | -6,269 |
| Dow Jones | 4 hours | n/a | 7 | 71.43 | 22,819 EUR | -9,613 |
| DAX 40 | Daily | n/a | 49 | 61.22 | 21,664 EUR | -5,552 |
| DAX 40 | 1 hour | n/a | 24 | 58.33 | 21,499 EUR | -5,459 |
| Dow Jones | 15 min | n/a | 8 | 62.50 | 20,666 EUR | -13,484 |
| Dow Jones | 30 min | n/a | 8 | 62.50 | 20,364 EUR | -12,685 |
| DAX 40 | 30 min | n/a | 21 | 61.90 | 19,059 EUR | -6,929 |
| DAX 40 | 4 hours | n/a | 20 | 60.00 | 18,127 EUR | -5,355 |
| Nikkei 225 | 1 min | n/a | 2 | 100.00 | 18,040 USD | -13,148 |
| Dow Jones | 10 min | n/a | 4 | 75.00 | 17,288 EUR | -8,574 |
| Nasdaq 100 | 10 min | n/a | 6 | 83.33 | 17,039 EUR | -6,531 |
| Nasdaq 100 | 5 min | n/a | 5 | 80.00 | 15,542 EUR | -4,490 |
| Dow Jones | 5 min | n/a | 2 | 100.00 | 14,040 EUR | -8,419 |
| DAX 40 | 15 min | n/a | 11 | 54.55 | 12,181 EUR | -5,762 |
| DAX 40 | 10 min | n/a | 5 | 80.00 | 10,142 EUR | -4,441 |
| Nasdaq 100 | 3 min | n/a | 4 | 75.00 | 8,882 EUR | -6,037 |
| DAX 40 | 5 min | n/a | 3 | 66.67 | 8,788 EUR | -4,463 |
| FTSE 100 | Daily | n/a | 25 | 64.00 | 7,923 EUR | -3,710 |
| Nasdaq 100 | 2 min | n/a | 2 | 100.00 | 7,849 EUR | -3,756 |
| Nasdaq 100 | 1 min | n/a | 2 | 100.00 | 7,014 EUR | -3,760 |
| S&P 500 | Daily | n/a | 49 | 63.27 | 6,622 EUR | -1,693 |
| S&P 500 | 4 hours | n/a | 17 | 70.59 | 6,579 EUR | -1,298 |
| S&P 500 | 1 hour | n/a | 22 | 63.64 | 6,552 EUR | -1,306 |
| S&P 500 | 30 min | n/a | 19 | 68.42 | 6,249 EUR | -1,404 |
| Dow Jones | 2 min | n/a | 1 | 100.00 | 6,237 EUR | -5,676 |
| FTSE 100 | 1 hour | n/a | 16 | 56.25 | 6,056 EUR | -3,552 |
| FTSE 100 | 4 hours | n/a | 15 | 53.33 | 5,872 EUR | -3,582 |
| S&P 500 | 15 min | n/a | 9 | 77.78 | 5,015 EUR | -1,319 |
| Dow Jones | 1 min | n/a | 1 | 100.00 | 4,876 EUR | -4,166 |
| FTSE 100 | 30 min | n/a | 9 | 55.56 | 4,667 EUR | -3,457 |
| Gold | Daily | n/a | 49 | 57.14 | 3,688 EUR | -1,534 |
| S&P 500 | 10 min | n/a | 5 | 80.00 | 3,596 EUR | -1,359 |
| FTSE 100 | 10 min | n/a | 3 | 66.67 | 3,541 EUR | -1,320 |
| DAX 40 | 1 min | n/a | 1 | 100.00 | 3,341 EUR | -1,782 |
| S&P 500 | 5 min | n/a | 5 | 80.00 | 3,210 EUR | -1,133 |
| Gold | 4 hours | n/a | 22 | 59.09 | 3,036 EUR | -1,701 |
| FTSE 100 | 5 min | n/a | 2 | 100.00 | 2,943 EUR | -1,320 |
| Gold | 1 hour | n/a | 24 | 58.33 | 2,603 EUR | -2,238 |
| Gold | 30 min | n/a | 15 | 60.00 | 2,420 EUR | -2,105 |
| Gold | 10 min | n/a | 8 | 75.00 | 2,325 EUR | -1,602 |
| Gold | 15 min | n/a | 9 | 66.67 | 2,290 EUR | -2,082 |
| Gold | 5 min | n/a | 6 | 66.67 | 2,035 EUR | -1,703 |
| FTSE 100 | 3 min | n/a | 2 | 50.00 | 1,755 EUR | -1,372 |
| S&P 500 | 3 min | n/a | 3 | 66.67 | 1,632 EUR | -1,414 |
| S&P 500 | 2 min | n/a | 1 | 100.00 | 1,442 EUR | -699 |
| FTSE 100 | 2 min | n/a | 1 | 100.00 | 1,379 EUR | -1,265 |
| S&P 500 | 1 min | n/a | 1 | 100.00 | 1,334 EUR | -396 |
| FTSE 100 | 1 min | n/a | 1 | 100.00 | 666 EUR | -605 |
Charts
Top 10 of 66 runs. The full list is in the table above.
The code
// ============================================================== // EMA Trend Long With Fixed Brackets // ProRealAlgos Strategy Library | prorealalgos.com // Type: Trend // Direction: Long only // Timeframe tested: Daily // ============================================================== DEFPARAM CumulateOrders = false emafast = ExponentialAverage[20](close) emaslow = ExponentialAverage[50](close)
9 more lines: the entry and exit rules.
Setup
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 66 market and timeframe combinations. The best run by trade count was Nasdaq 100, Daily, with 50 trades.
The best run had a maximum drawdown of 7,796 EUR at the tested position size, against a net result of 28,476 EUR.
It only takes long trades.
Related
Copy trading on US indices is available to ProRealAlgos members as spots open.