Strategies / Trend / Golden Cross Swing Low Stop

Golden Cross Swing Low Stop

The strategy buys one contract when the 50 period EMA crosses above the 200 period EMA. It exits when the EMA cross reverses or price breaks below the lowest low of the last 15 bars recorded at entry.

TrendLong onlyIntradayGold3 min

1.43Profit factor

2,076Net profit EUR

23.09%Win rate

589Trades

-488Max drawdown

3.52Avg trade

Best run of 49. Gold, 3 min, spread 0.6, from run pf:2026-10-13-GOLD-3m.tsv:1.

Entry rules, long

Signals are checked only after bar 210 and only when no long position is open.

Exit rules

The low falls below the lowest low of the 15 bars up to the crossover bar, and the position is closed at market.

Test conditions

Period	Up to 2026-10-13
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	2026-10-13

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
GoldBest run	3 min	1.43	589	23.09	2,076 EUR	-488
USD/JPY	Daily	n/a	31	41.94	845,750 USD	-560,100
USD/JPY	30 min	n/a	572	27.10	499,880 USD	-221,410
USD/JPY	10 min	n/a	566	28.80	433,450 USD	-170,420
USD/JPY	15 min	n/a	579	27.29	250,120 USD	-216,450
USD/JPY	5 min	n/a	590	26.27	121,200 USD	-108,430
EUR/USD	Daily	n/a	32	28.12	59,238 USD	-38,210
Nikkei 225	Daily	n/a	30	26.67	42,525 USD	-13,132
EUR/USD	4 hours	n/a	127	28.35	42,484 USD	-31,609
Nikkei 225	15 min	n/a	579	28.50	35,854 USD	-9,001
Nikkei 225	4 hours	n/a	80	27.50	27,550 USD	-12,935
Nasdaq 100	Daily	n/a	24	50.00	27,180 EUR	-3,269
Silver	15 min	n/a	587	23.85	22,072 USD	-12,327
Nikkei 225	1 hour	n/a	304	27.96	21,587 USD	-7,580
Silver	30 min	n/a	618	22.82	20,894 USD	-17,439
Nasdaq 100	4 hours	n/a	89	37.08	18,332 EUR	-3,536
Dow Jones	Daily	n/a	37	35.14	15,246 EUR	-8,399
Silver	2 min	n/a	609	25.29	14,846 USD	-14,156
Silver	10 min	n/a	598	23.24	14,580 USD	-9,777
Nikkei 225	10 min	n/a	601	26.12	14,049 USD	-10,383
DAX 40	Daily	n/a	37	43.24	13,125 EUR	-6,816
Nikkei 225	1 min	n/a	596	25.50	12,980 USD	-6,319
Nasdaq 100	1 hour	n/a	363	32.78	12,023 EUR	-5,282
Dow Jones	1 hour	n/a	124	35.48	11,634 EUR	-4,804
Dow Jones	4 hours	n/a	23	39.13	11,577 EUR	-3,445
Nasdaq 100	10 min	n/a	562	28.29	11,021 EUR	-3,064
Dow Jones	30 min	n/a	241	28.63	10,836 EUR	-4,684
Nasdaq 100	15 min	n/a	568	27.99	10,530 EUR	-3,445
DAX 40	30 min	n/a	637	26.53	7,297 EUR	-2,616
DAX 40	15 min	n/a	625	25.60	6,180 EUR	-2,933
DAX 40	4 hours	n/a	97	30.93	4,985 EUR	-3,919
DAX 40	1 hour	n/a	375	27.47	4,867 EUR	-4,010
Nasdaq 100	2 min	n/a	559	24.69	4,855 EUR	-3,118
S&P 500	Daily	n/a	28	53.57	4,618 EUR	-1,234
Nasdaq 100	1 min	n/a	582	26.12	3,535 EUR	-3,156
Gold	Daily	n/a	34	26.47	3,392 EUR	-1,544
Brent Crude	2 min	n/a	570	25.09	3,306 EUR	-1,783
FTSE 100	Daily	n/a	36	33.33	3,021 EUR	-2,038
Gold	4 hours	n/a	96	31.25	2,685 EUR	-962
S&P 500	1 hour	n/a	365	29.59	2,415 EUR	-1,185
Gold	15 min	n/a	633	25.28	2,190 EUR	-1,009
S&P 500	4 hours	n/a	85	34.12	2,085 EUR	-593
S&P 500	30 min	n/a	596	28.52	1,945 EUR	-714
Gold	30 min	n/a	578	24.22	1,749 EUR	-1,294
Gold	1 hour	n/a	349	26.93	1,683 EUR	-1,573
S&P 500	15 min	n/a	574	27.53	1,637 EUR	-839
Gold	10 min	n/a	598	22.91	1,549 EUR	-886
Gold	5 min	n/a	588	25.68	1,531 EUR	-557
Gold	2 min	n/a	617	25.28	984 EUR	-556

Charts

Results by run

Top 10 of 49 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

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

DEFPARAM CumulateOrders = false

ONCE stoplvl = 0

fast = ExponentialAverage[50](close)
slow = ExponentialAverage[200](close)
swing = lowest[15](low)

13 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

The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Golden Cross Swing Low Stop 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 49 market and timeframe combinations. The best run was Gold, 3 minutes, with a profit factor of 1.43 over 589 trades.

How large was the drawdown?

The best run had a maximum drawdown of 488 EUR at the tested position size, against a net result of 2,076 EUR.

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

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 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