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Strategies / Trend / Fast SMA Crossover Long Only

Fast SMA Crossover Long Only

It buys when the 4-period SMA crosses above the 30-period SMA and closes the long when it crosses below. The strategy has no stop loss or profit target.

TrendLong onlySwingNasdaq 100Daily
1.99Profit factor
19,010Net profit EUR
38.10%Win rate
294Trades
-3,745Max drawdown
64.66Avg trade

Best run of 16. Nasdaq 100, Daily, spread 3, from run pf:2026-10-04-NAS100-D.tsv:1.

Entry rules, long

  1. SMA(4) crosses over SMA(30).

Exit rules

  2. No stop loss or profit target is set.

Test conditions

PeriodUp to 2026-10-04
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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best runDaily1.99 29438.1019,010 EUR-3,745
S&P 500Daily1.61 39235.203,564 EUR-709
USD/JPYDailyn/a 36034.17843,860 USD-461,550
USD/JPY1 hourn/a 3,61532.42668,870 USD-219,650
USD/JPY30 minn/a 5,15830.34516,420 USD-180,240
Nikkei 225Dailyn/a 30434.5447,097 USD-12,308
Dow JonesDailyn/a 38239.5325,401 EUR-6,470
Nikkei 2254 hoursn/a 69433.8617,603 USD-15,314
DAX 40Dailyn/a 39140.4112,070 EUR-3,773
Nasdaq 1001 hourn/a 3,08532.5811,592 EUR-3,853
Dow Jones4 hoursn/a 27639.4911,080 EUR-7,431
Nasdaq 1004 hoursn/a 80336.7410,863 EUR-6,061
DAX 401 hourn/a 2,85533.0310,386 EUR-3,677
Gold4 hoursn/a 81034.942,812 EUR-940
GoldDailyn/a 38430.212,811 EUR-1,185
Gold1 hourn/a 3,08030.942,741 EUR-803

Charts

Results by run

Top 10 of 16 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Fast SMA Crossover Long Only
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

smashort = Average[4](close)
smalong = Average[30](close)

10 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

SMA
Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · Daily · older data 212.30 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 10,000 bars.

Nasdaq 100 · Daily

Bars available10,000
Net, standard 200,000-bar run19,010.40 EUR
Net, long run19,222.70 EUR
Net on the older data alone212.30 EUR
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 SMA Crossover 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 16 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 1.99 over 294 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,745 EUR at the tested position size, against a net result of 19,010 EUR.

Does it trade long, short or both?

It only takes long trades.

Related

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Asymmetric Aroon Crossover Long

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See how ProRealAlgos combines strategies like this into one automated portfolio.

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.comStatsDocs