Strategies / Trend / Filtered EMA Golden Cross Long

Filtered EMA Golden Cross Long

The strategy buys after the 50-period EMA rises above the 200-period EMA, when that crossover is recent and the gap between them exceeds 0.35% of price. It exits on a death cross or a 10% stop loss.

TrendLong onlyIntradaySilver30 min

n/aProfit factor

21,498Net profit USD

32.40%Win rate

392Trades

-18,539Max drawdown

54.84Avg trade

Best run of 45. Silver, 30 min, spread 2, from run sweeps:2026-10-04-SILVER-30m-opt.tsv:29.

Entry rules, long

The gap between the two EMAs is more than 0.35% of the 200-period EMA.
The 200-period EMA is not lower than it was 5 bars ago.
When flat and all these conditions hold, one contract is bought at market.

Exit rules

A stop loss is set 10% below the entry price.

Test conditions

Period	Up to 2026-10-04
Instrument	Silver, 30 minutes
Spread	2 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	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
SilverBest run	30 min	n/a	392	32.40	21,498 USD	-18,539
USD/JPY	1 hour	n/a	155	39.35	368,900 USD	-151,920
EUR/USD	Daily	n/a	25	44.00	70,880 USD	-33,180
Nikkei 225	Daily	n/a	26	46.15	48,566 USD	-11,861
Nasdaq 100	Daily	n/a	24	62.50	29,178 EUR	-3,269
Nikkei 225	1 hour	n/a	209	38.28	25,842 USD	-7,741
Nikkei 225	4 hours	n/a	70	34.29	24,582 USD	-13,145
Dow Jones	Daily	n/a	35	48.57	24,560 EUR	-7,735
Nikkei 225	15 min	n/a	259	39.77	17,396 USD	-9,540
Nasdaq 100	4 hours	n/a	78	46.15	17,336 EUR	-4,144
DAX 40	Daily	n/a	34	50.00	16,713 EUR	-5,668
Dow Jones	4 hours	n/a	22	40.91	15,719 EUR	-4,723
Dow Jones	30 min	n/a	110	47.27	14,106 EUR	-4,441
Nikkei 225	10 min	n/a	219	43.38	12,365 USD	-7,968
Nasdaq 100	1 hour	n/a	263	42.59	12,228 EUR	-4,226
Nasdaq 100	30 min	n/a	340	44.41	11,698 EUR	-4,060
DAX 40	1 hour	n/a	241	38.17	9,961 EUR	-3,716
DAX 40	4 hours	n/a	79	41.77	7,355 EUR	-3,714
DAX 40	30 min	n/a	330	37.88	6,647 EUR	-3,944
Dow Jones	15 min	n/a	147	38.10	6,412 EUR	-4,655
Nasdaq 100	10 min	n/a	199	46.23	6,355 EUR	-3,413
S&P 500	Daily	n/a	25	68.00	6,333 EUR	-1,049
Nasdaq 100	5 min	n/a	108	45.37	6,036 EUR	-1,756
Nasdaq 100	15 min	n/a	256	41.80	5,656 EUR	-4,421
FTSE 100	Daily	n/a	28	46.43	5,081 EUR	-2,302
S&P 500	4 hours	n/a	70	50.00	4,174 EUR	-518
Gold	Daily	n/a	27	44.44	4,034 EUR	-1,466
DAX 40	15 min	n/a	206	41.75	3,299 EUR	-3,162
Nasdaq 100	3 min	n/a	69	39.13	3,149 EUR	-1,607
Gold	4 hours	n/a	73	42.47	2,854 EUR	-962
S&P 500	30 min	n/a	284	48.24	2,777 EUR	-923
DAX 40	3 min	n/a	44	52.27	2,763 EUR	-1,965
Brent Crude	1 min	n/a	140	42.14	1,764 EUR	-1,635
FTSE 100	30 min	n/a	262	37.40	1,745 EUR	-1,628
DAX 40	2 min	n/a	20	50.00	1,582 EUR	-946
S&P 500	1 hour	n/a	237	40.93	1,524 EUR	-1,083
Gold	15 min	n/a	168	40.48	1,430 EUR	-886
Gold	30 min	n/a	275	37.45	1,259 EUR	-949
Gold	10 min	n/a	140	37.86	1,200 EUR	-658
Nasdaq 100	1 min	n/a	22	50.00	1,162 EUR	-632
S&P 500	15 min	n/a	190	43.68	1,127 EUR	-1,049
S&P 500	10 min	n/a	131	47.33	1,016 EUR	-681
S&P 500	5 min	n/a	59	40.68	827 EUR	-386
Gold	3 min	n/a	77	42.86	794 EUR	-295
Gold	1 min	n/a	28	50.00	189 EUR	-169

Charts

Results by run

Top 10 of 45 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Filtered EMA Golden Cross Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lastcross = -1

fast = ExponentialAverage[50](close)
slow = ExponentialAverage[200](close)

22 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

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 18,539 USD is large next to the net profit of 21,498 USD.

Questions

About this strategy

Can I run Filtered EMA Golden Cross 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 45 market and timeframe combinations. The best run by trade count was Silver, 30 minutes, with 392 trades.

How large was the drawdown?

The best run had a maximum drawdown of 18,539 USD at the tested position size, against a net result of 21,498 USD.

Does it trade long, short or both?

It only takes long trades.

Reversal Pattern With Chaikin Volatility

Uses the same indicator.

2.26 PF · 6,872 trades

SMA Crossover With RSI Exit

Best run on the same market, Silver.

2.13 PF · 8,999 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 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