Strategies / Trend / EMA Trend Switch Long Only

EMA Trend Switch Long Only

This idea buys when the 24-period EMA moves above the 65-period EMA and closes the long when it moves back below. It trades only the long side, with one position at a time and no stop or target.

TrendLong onlySwingS&P 500Daily

3.35Profit factor

5,245Net profit EUR

37.74%Win rate

106Trades

-1,208Max drawdown

49.48Avg trade

Best run of 41. S&P 500, Daily, spread 1, from run pf:2026-10-12-USA500-D.tsv:24.

Entry rules, long

The 24-period EMA moves to or above the 65-period EMA, switching the momentum state from negative to positive.

Exit rules

No stop or target is coded.

Test conditions

Period	Up to 2026-10-12
Instrument	S&P 500, Daily
Spread	1 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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
S&P 500Best run	Daily	3.35	106	37.74	5,245 EUR	-1,208
USD/JPY	Daily	n/a	92	28.26	1,538,410 USD	-501,630
USD/JPY	30 min	n/a	1,463	31.58	564,040 USD	-218,950
USD/JPY	4 hours	n/a	280	29.64	422,670 USD	-236,850
USD/JPY	15 min	n/a	1,506	30.88	417,260 USD	-169,210
USD/JPY	10 min	n/a	1,553	30.71	355,890 USD	-146,620
EUR/USD	Daily	n/a	97	32.99	67,355 USD	-44,455
Nikkei 225	Daily	n/a	81	34.57	43,763 USD	-14,408
Nikkei 225	4 hours	n/a	197	35.53	29,121 USD	-8,549
Dow Jones	Daily	n/a	112	35.71	20,992 EUR	-7,962
Nasdaq 100	Daily	n/a	81	51.85	18,314 EUR	-3,833
Nikkei 225	1 hour	n/a	778	30.85	18,088 USD	-15,496
Nikkei 225	30 min	n/a	1,514	32.17	16,951 USD	-11,636
Nikkei 225	3 min	n/a	1,510	29.01	16,545 USD	-7,733
Nikkei 225	2 min	n/a	1,518	29.18	15,898 USD	-7,212
Dow Jones	1 hour	n/a	311	34.08	13,405 EUR	-5,556
Nasdaq 100	1 hour	n/a	899	33.48	12,913 EUR	-4,581
US Crude Oil	Daily	n/a	83	38.55	12,672 EUR	-4,782
Nasdaq 100	4 hours	n/a	245	39.18	11,755 EUR	-6,469
Nasdaq 100	30 min	n/a	1,451	33.22	11,687 EUR	-4,588
Nasdaq 100	15 min	n/a	1,483	32.37	10,602 EUR	-3,711
Dow Jones	15 min	n/a	1,226	30.51	10,310 EUR	-8,418
Dow Jones	4 hours	n/a	82	43.90	10,059 EUR	-8,173
DAX 40	4 hours	n/a	235	39.15	9,856 EUR	-3,562
DAX 40	30 min	n/a	1,503	30.94	9,682 EUR	-4,078
DAX 40	Daily	n/a	125	35.20	9,465 EUR	-5,281
Nasdaq 100	5 min	n/a	1,455	29.35	8,488 EUR	-3,538
DAX 40	15 min	n/a	1,519	31.14	6,549 EUR	-3,323
Nasdaq 100	10 min	n/a	1,514	29.39	5,929 EUR	-4,036
DAX 40	1 hour	n/a	889	32.73	5,733 EUR	-3,352
DAX 40	10 min	n/a	1,525	29.31	3,652 EUR	-3,570
Gold	Daily	n/a	104	38.46	3,122 EUR	-1,399
S&P 500	4 hours	n/a	245	37.55	2,990 EUR	-754
Gold	30 min	n/a	1,461	30.73	2,456 EUR	-1,135
Gold	1 hour	n/a	888	31.76	2,436 EUR	-1,153
Gold	4 hours	n/a	254	33.46	1,970 EUR	-1,595
Gold	15 min	n/a	1,541	27.97	1,718 EUR	-963
Gold	5 min	n/a	1,571	29.47	1,711 EUR	-862
S&P 500	1 hour	n/a	951	34.38	1,491 EUR	-1,073
Gold	10 min	n/a	1,581	26.94	1,229 EUR	-818
Gold	3 min	n/a	1,606	28.46	949 EUR	-633

Charts

Results by run

Top 10 of 41 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Trend Switch Long Only
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

fast = ExponentialAverage[24](close)
slow = ExponentialAverage[65](close)

15 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
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".
Paste the code, give the system a name and save it.
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

Results include the spread only. Commissions and overnight financing are not included.
The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run EMA Trend Switch Long Only 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 41 market and timeframe combinations. The best run was S&P 500, Daily, with a profit factor of 3.35 over 106 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,208 EUR at the tested position size, against a net result of 5,245 EUR.

Does it trade long, short or both?

It only takes long trades.

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CCI Sign With EMA Alignment

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EMA Crossover With ATR Brackets

Also a trend strategy.

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Copy trading on US indices is available to ProRealAlgos members as spots open.

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.com Stats Docs