Strategies / Trend / Fast EMA Crossover Reversal

Fast EMA Crossover Reversal

The strategy buys when the 9-period EMA crosses above the 20-period or 55-period EMA, and sells short on the mirror crosses. Each trade has a 7.41% stop and a 22.22% target from entry, and an opposite cross reverses the position.

TrendLong & shortSwingUSD/JPYDaily

1.43Profit factor

2,998,250Net profit USD

30.17%Win rate

643Trades

-458,000Max drawdown

4,663Avg trade

Best run of 10. USD/JPY, Daily, spread 1, from run pf:2026-10-13-USDJPY-D.tsv:1.

Entry rules, long

No long position is open, and signals start after bar 60.

Entry rules, short

No short position is open, and signals start after bar 60.

Exit rules

An opposite crossing closes the trade and reverses it.

Test conditions

Period	Up to 2026-10-13
Instrument	USD/JPY, 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	2026-10-13

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
USD/JPYBest run	Daily	1.43	643	30.17	2,998,250 USD	-458,000
USD/JPY	1 hour	n/a	6,514	29.06	943,740 USD	-286,260
EUR/USD	Daily	n/a	592	34.12	196,116 USD	-54,467
Silver	1 hour	n/a	5,838	25.47	90,802 USD	-53,446
Nikkei 225	Daily	n/a	522	30.84	66,548 USD	-14,066
Silver	4 hours	n/a	1,578	25.98	41,471 USD	-14,314
Nasdaq 100	Daily	n/a	538	26.58	10,707 EUR	-6,367
US Crude Oil	Daily	n/a	554	31.23	9,369 EUR	-7,443
Gold	4 hours	n/a	1,432	30.17	3,186 EUR	-1,518
Gold	Daily	n/a	694	27.67	2,815 EUR	-887

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Fast EMA Crossover Reversal
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

fast = ExponentialAverage[9](close)
mid = ExponentialAverage[20](close)
slow = ExponentialAverage[55](close)

16 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 Fast EMA Crossover Reversal 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 10 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.43 over 643 trades.

How large was the drawdown?

The best run had a maximum drawdown of 458,000 USD at the tested position size, against a net result of 2,998,250 USD.

Does it trade long, short or both?

It trades both long and short.

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

Three MA Trend

Also a trend strategy.

1.43 PF · 689 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.com Stats Docs