Strategies / Trend / Golden Cross Moving Average

Golden Cross Moving Average

Buys on the bar where the 50-bar SMA crosses above the 200-bar SMA. Sells when the 50-bar SMA falls below the 200-bar SMA.

TrendLong onlyIntradayGold3 min

1.30Profit factor

1,802Net profit EUR

36.75%Win rate

604Trades

-441Max drawdown

2.98Avg trade

Best run of 52. Gold, 3 min, spread 0.6, from run pf:2026-10-05-GOLD-3m.tsv:1.

Entry rules, long

Exit rules

The 50-bar SMA is below the 200-bar SMA.

Test conditions

Period	Up to 2026-10-05
Instrument	Gold, 3 minutes
Spread	0.6 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	2026-10-05

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
GoldBest run	3 min	1.30	604	36.75	1,802 EUR	-441
USD/JPY	30 min	n/a	607	37.73	591,700 USD	-215,620
USD/JPY	10 min	n/a	591	40.95	519,570 USD	-177,750
USD/JPY	15 min	n/a	587	38.16	363,970 USD	-224,490
USD/JPY	5 min	n/a	628	39.33	230,090 USD	-167,690
USD/JPY	3 min	n/a	622	37.94	142,860 USD	-98,610
EUR/USD	Daily	n/a	36	36.11	83,476 USD	-31,390
Nikkei 225	Daily	n/a	31	41.94	46,394 USD	-13,756
Nikkei 225	1 hour	n/a	305	41.31	29,225 USD	-11,879
Nikkei 225	4 hours	n/a	84	34.52	28,376 USD	-11,085
Nikkei 225	30 min	n/a	623	38.52	25,230 USD	-16,768
Nikkei 225	15 min	n/a	625	38.56	24,455 USD	-9,991
Silver	30 min	n/a	635	33.39	22,275 USD	-19,304
Nasdaq 100	Daily	n/a	29	62.07	22,082 EUR	-5,747
Dow Jones	Daily	n/a	40	55.00	22,054 EUR	-9,964
Silver	10 min	n/a	627	33.01	18,789 USD	-17,947
Nasdaq 100	4 hours	n/a	91	47.25	17,130 EUR	-4,661
Silver	2 min	n/a	622	37.14	15,942 USD	-13,766
Dow Jones	4 hours	n/a	27	48.15	14,742 EUR	-6,728
Nikkei 225	10 min	n/a	638	37.46	14,341 USD	-13,298
DAX 40	Daily	n/a	38	52.63	13,709 EUR	-6,347
Nikkei 225	2 min	n/a	631	34.87	13,255 USD	-12,299
Nikkei 225	1 min	n/a	605	35.70	11,482 USD	-5,039
Dow Jones	1 hour	n/a	132	41.67	9,524 EUR	-8,599
Nasdaq 100	30 min	n/a	602	41.20	9,491 EUR	-6,051
Dow Jones	5 min	n/a	654	35.47	9,416 EUR	-4,704
DAX 40	4 hours	n/a	98	45.92	9,187 EUR	-3,224
Brent Crude	4 hours	n/a	48	41.67	8,719 EUR	-6,020
Nasdaq 100	1 hour	n/a	388	41.75	8,633 EUR	-5,143
DAX 40	1 hour	n/a	370	35.14	8,510 EUR	-3,868
Nasdaq 100	15 min	n/a	585	42.22	8,446 EUR	-5,782
US Crude Oil	4 hours	n/a	67	43.28	7,082 EUR	-6,357
DAX 40	30 min	n/a	634	37.85	6,733 EUR	-3,277
Nasdaq 100	5 min	n/a	644	37.58	6,312 EUR	-3,281
S&P 500	Daily	n/a	31	77.42	5,739 EUR	-1,190
FTSE 100	Daily	n/a	32	43.75	5,589 EUR	-2,445
DAX 40	5 min	n/a	613	38.01	5,093 EUR	-3,138
DAX 40	10 min	n/a	600	37.50	4,428 EUR	-2,913
Nasdaq 100	2 min	n/a	595	36.81	4,306 EUR	-3,456
Gold	Daily	n/a	29	55.17	4,184 EUR	-1,466
Nasdaq 100	3 min	n/a	609	36.45	4,053 EUR	-3,593
S&P 500	4 hours	n/a	87	47.13	3,797 EUR	-938
Brent Crude	2 min	n/a	598	34.78	3,457 EUR	-2,399
Gold	1 hour	n/a	358	39.39	2,584 EUR	-1,315
Gold	4 hours	n/a	104	40.38	2,571 EUR	-1,073
Gold	10 min	n/a	620	36.94	2,374 EUR	-1,067
Gold	5 min	n/a	608	36.51	2,261 EUR	-690
S&P 500	30 min	n/a	614	40.39	2,119 EUR	-1,181
Gold	15 min	n/a	611	36.01	2,050 EUR	-1,120
Gold	30 min	n/a	616	36.04	1,931 EUR	-1,284
S&P 500	1 hour	n/a	387	39.79	1,735 EUR	-1,136
Gold	2 min	n/a	639	34.90	1,079 EUR	-811

Charts

Results by run

Top 10 of 52 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Golden Cross Moving Average
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 3 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

smaf = Average[50](close)
smas = Average[200](close)

11 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

SMA

Longer historyRe-run on up to 1,000,000 barsGold · 3 min · older data -715.00 EUR

On the long run with 1,000,000 bars the net result was 1,087 EUR, against 1,802 EUR on the standard 200,000-bar run. The older data alone gave -715 EUR.

Gold · 3 min

Bars available	1,000,000
Net, standard 200,000-bar run	1,802.00 EUR
Net, long run	1,087.00 EUR
Net on the older data alone	-715.00 EUR

Read this firstKnown weaknesses2 points

The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
On the older part of the 1,000,000-bar history it lost -715 EUR.

Questions

About this strategy

Can I run Golden Cross Moving Average 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 52 market and timeframe combinations. The best run was Gold, 3 minutes, with a profit factor of 1.30 over 604 trades.

How large was the drawdown?

The best run had a maximum drawdown of 441 EUR at the tested position size, against a net result of 1,802 EUR.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

Hull MA Cross With MACD Filter

Also a trend strategy.

1.29 PF · 1,134 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