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Strategies / Trend / EMA Trend Long With Fixed Brackets

EMA Trend Long With Fixed Brackets

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.

TrendLong onlySwingNasdaq 100Daily
n/aProfit factor
28,476Net profit EUR
70.00%Win rate
50Trades
-7,797Max drawdown
570Avg trade

Best run of 66. Nasdaq 100, Daily, spread 3, from run sweeps:2026-10-07-NAS100-D-opt.tsv:23.

Entry rules, long

  1. No long position is open, so the system re-enters on the next bar the condition holds after each exit.

Exit rules

  1. A profit target at 25% from the entry price.

Test conditions

PeriodUp to 2026-10-07
InstrumentNasdaq 100, Daily
Spread3 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 tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best runDailyn/a 5070.0028,476 EUR-7,797
USD/JPY30 minn/a 475.00766,170 USD-260,990
USD/JPY10 minn/a 2100.00481,780 USD-246,630
USD/JPY15 minn/a 2100.00458,880 USD-245,400
Nikkei 2251 hourn/a 1675.0058,506 USD-12,691
Nikkei 22530 minn/a 1770.5955,251 USD-12,879
Nikkei 2254 hoursn/a 1770.5952,243 USD-13,957
Dow JonesDailyn/a 3873.6851,934 EUR-7,961
Nikkei 22515 minn/a 1172.7348,295 USD-13,076
Nikkei 22510 minn/a 875.0040,680 USD-12,992
Nikkei 225Dailyn/a 4351.1638,973 USD-30,724
Nikkei 2255 minn/a 580.0031,814 USD-14,180
Nikkei 2253 minn/a 580.0031,588 USD-13,081
Nasdaq 1001 hourn/a 2475.0029,188 EUR-6,101
Nasdaq 10030 minn/a 2272.7328,654 EUR-6,782
Nasdaq 1004 hoursn/a 2572.0028,337 EUR-6,316
Nikkei 2252 minn/a 3100.0027,577 USD-13,121
Dow Jones1 hourn/a 683.3326,149 EUR-8,318
Nasdaq 10015 minn/a 1275.0023,248 EUR-6,269
Dow Jones4 hoursn/a 771.4322,819 EUR-9,613
DAX 40Dailyn/a 4961.2221,664 EUR-5,552
DAX 401 hourn/a 2458.3321,499 EUR-5,459
Dow Jones15 minn/a 862.5020,666 EUR-13,484
Dow Jones30 minn/a 862.5020,364 EUR-12,685
DAX 4030 minn/a 2161.9019,059 EUR-6,929
DAX 404 hoursn/a 2060.0018,127 EUR-5,355
Nikkei 2251 minn/a 2100.0018,040 USD-13,148
Dow Jones10 minn/a 475.0017,288 EUR-8,574
Nasdaq 10010 minn/a 683.3317,039 EUR-6,531
Nasdaq 1005 minn/a 580.0015,542 EUR-4,490
Dow Jones5 minn/a 2100.0014,040 EUR-8,419
DAX 4015 minn/a 1154.5512,181 EUR-5,762
DAX 4010 minn/a 580.0010,142 EUR-4,441
Nasdaq 1003 minn/a 475.008,882 EUR-6,037
DAX 405 minn/a 366.678,788 EUR-4,463
FTSE 100Dailyn/a 2564.007,923 EUR-3,710
Nasdaq 1002 minn/a 2100.007,849 EUR-3,756
Nasdaq 1001 minn/a 2100.007,014 EUR-3,760
S&P 500Dailyn/a 4963.276,622 EUR-1,693
S&P 5004 hoursn/a 1770.596,579 EUR-1,298
S&P 5001 hourn/a 2263.646,552 EUR-1,306
S&P 50030 minn/a 1968.426,249 EUR-1,404
Dow Jones2 minn/a 1100.006,237 EUR-5,676
FTSE 1001 hourn/a 1656.256,056 EUR-3,552
FTSE 1004 hoursn/a 1553.335,872 EUR-3,582
S&P 50015 minn/a 977.785,015 EUR-1,319
Dow Jones1 minn/a 1100.004,876 EUR-4,166
FTSE 10030 minn/a 955.564,667 EUR-3,457
GoldDailyn/a 4957.143,688 EUR-1,534
S&P 50010 minn/a 580.003,596 EUR-1,359
FTSE 10010 minn/a 366.673,541 EUR-1,320
DAX 401 minn/a 1100.003,341 EUR-1,782
S&P 5005 minn/a 580.003,210 EUR-1,133
Gold4 hoursn/a 2259.093,036 EUR-1,701
FTSE 1005 minn/a 2100.002,943 EUR-1,320
Gold1 hourn/a 2458.332,603 EUR-2,238
Gold30 minn/a 1560.002,420 EUR-2,105
Gold10 minn/a 875.002,325 EUR-1,602
Gold15 minn/a 966.672,290 EUR-2,082
Gold5 minn/a 666.672,035 EUR-1,703
FTSE 1003 minn/a 250.001,755 EUR-1,372
S&P 5003 minn/a 366.671,632 EUR-1,414
S&P 5002 minn/a 1100.001,442 EUR-699
FTSE 1002 minn/a 1100.001,379 EUR-1,265
S&P 5001 minn/a 1100.001,334 EUR-396
FTSE 1001 minn/a 1100.00666 EUR-605

Charts

Results by run

Top 10 of 66 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// 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

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

EMA
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The best run has only 50 trades, which is a small sample to judge it on.

Questions

About this strategy

Can I run EMA Trend Long With Fixed Brackets 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 66 market and timeframe combinations. The best run by trade count was Nasdaq 100, Daily, with 50 trades.

How large was the drawdown?

The best run had a maximum drawdown of 7,796 EUR at the tested position size, against a net result of 28,476 EUR.

Does it trade long, short or both?

It only takes long trades.

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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.comStatsDocs