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Strategies / Trend / Fast EMA Trend Long

Fast EMA Trend Long

Holds a long position while the 5-period exponential average is above the 10-period one, and exits when it falls below. Only long trades are taken.

TrendLong onlySwingUSD/JPY4 hours
n/aProfit factor
514,480Net profit USD
33.56%Win rate
1,502Trades
-264,460Max drawdown
343Avg trade

Best run of 15. USD/JPY, 4 hours, spread 1, from run sweeps:2026-10-04-USDJPY-4h-opt.tsv:55.

Entry rules, long

Exit rules

  1. The 5-period exponential average falls below the 10-period exponential average

Test conditions

PeriodUp to 2026-10-04
InstrumentUSD/JPY, 4 hours
Spread1 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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
USD/JPYBest run4 hoursn/a 1,50233.56514,480 USD-264,460
USD/JPYDailyn/a 57029.12837,680 USD-404,400
Nikkei 225Dailyn/a 49134.0138,250 USD-13,959
SilverDailyn/a 54229.5228,634 USD-26,158
Nikkei 2254 hoursn/a 1,09533.0622,713 USD-10,972
Dow JonesDailyn/a 62836.7819,430 EUR-7,218
GBP/USDDailyn/a 57634.7210,003 USD-6,462
DAX 40Dailyn/a 65033.699,222 EUR-4,696
DAX 404 hoursn/a 1,28533.708,755 EUR-4,368
Dow Jones4 hoursn/a 44932.747,523 EUR-5,390
Nasdaq 1004 hoursn/a 1,30335.997,368 EUR-5,588
Nasdaq 100Dailyn/a 49333.067,155 EUR-6,726
GoldDailyn/a 58829.932,511 EUR-1,419
Gold4 hoursn/a 1,34932.172,259 EUR-1,184
S&P 500Dailyn/a 66032.271,690 EUR-1,329

Charts

Results by run

Top 10 of 15 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Fast EMA Trend Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

emaa = ExponentialAverage[5](close)
emab = ExponentialAverage[10](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 weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 264,460 USD is large next to the net profit of 514,480 USD.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Fast EMA Trend Long 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 15 market and timeframe combinations. The best run by trade count was USD/JPY, 4 hours, with 1,502 trades.

How large was the drawdown?

The best run had a maximum drawdown of 264,460 USD at the tested position size, against a net result of 514,480 USD.

Does it trade long, short or both?

It only takes long trades.

Related

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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