Strategies / Trend / Ichimoku EMA Trend Filter Long

Ichimoku EMA Trend Filter Long

The system buys 1 contract during an Ichimoku uptrend in which the close is above EMA(50), which is above EMA(200). It sells when the SSL channel turns down, which ends the trend.

TrendLong onlyIntradayUSD/JPY30 min

1.22Profit factor

464,480Net profit USD

37.97%Win rate

1,317Trades

-97,060Max drawdown

353Avg trade

Best run of 37. USD/JPY, 30 min, spread 1, from run pf:2026-10-05-USDJPY-30m.tsv:3.

Entry rules, long

The flag also needs the prior close above both spans from 59 bars earlier, and an upward SSL channel.
The close must be above EMA(50), and EMA(50) must be above EMA(200).
A buy also requires the 13-period EMA of (close minus prior close) times volume above 0, with open and close below the upper SSL line.
The SSL channel follows SMA(10) of highs and lows plus or minus ATR(14), flipping direction when the close breaks out of it.

Exit rules

No stop loss or profit target is set.

Test conditions

Period	Up to 2026-10-05
Instrument	USD/JPY, 30 minutes
Spread	1 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
USD/JPYBest run	30 min	1.22	1,317	37.97	464,480 USD	-97,060
USD/JPY	Daily	n/a	38	44.74	489,110 USD	-139,500
USD/JPY	4 hours	n/a	257	39.30	358,280 USD	-210,890
EUR/USD	4 hours	n/a	291	38.14	34,000 USD	-18,419
Silver	4 hours	n/a	198	37.88	21,218 USD	-9,178
Nikkei 225	1 hour	n/a	472	37.71	15,276 USD	-7,399
EUR/USD	Daily	n/a	25	60.00	14,798 USD	-7,817
Nikkei 225	3 min	n/a	1,324	36.78	13,387 USD	-4,878
Nasdaq 100	Daily	n/a	39	53.85	12,224 EUR	-2,568
Nikkei 225	15 min	n/a	1,377	34.13	10,526 USD	-9,690
Nikkei 225	10 min	n/a	1,381	35.55	10,435 USD	-6,581
Nikkei 225	30 min	n/a	923	33.59	10,421 USD	-8,754
Dow Jones	1 hour	n/a	301	38.87	7,207 EUR	-4,995
Dow Jones	30 min	n/a	578	37.37	6,987 EUR	-5,218
Nikkei 225	4 hours	n/a	151	34.44	6,915 USD	-5,466
Dow Jones	15 min	n/a	1,072	35.73	6,319 EUR	-3,174
Nasdaq 100	10 min	n/a	1,374	36.54	5,740 EUR	-2,623
Nasdaq 100	5 min	n/a	1,390	35.47	5,736 EUR	-1,708
DAX 40	4 hours	n/a	131	41.22	5,718 EUR	-2,604
DAX 40	30 min	n/a	905	35.69	5,549 EUR	-2,483
Nasdaq 100	30 min	n/a	1,001	36.86	5,082 EUR	-2,725
Nasdaq 100	15 min	n/a	1,425	36.91	4,963 EUR	-2,891
Nasdaq 100	1 hour	n/a	509	37.92	4,813 EUR	-4,215
Nasdaq 100	4 hours	n/a	174	42.53	4,654 EUR	-2,845
DAX 40	1 hour	n/a	464	36.85	3,368 EUR	-1,850
DAX 40	15 min	n/a	1,402	36.80	3,323 EUR	-2,491
Gold	Daily	n/a	33	48.48	1,701 EUR	-809
Gold	1 hour	n/a	810	38.02	1,673 EUR	-707
Gold	4 hours	n/a	242	40.08	1,422 EUR	-468
S&P 500	Daily	n/a	40	47.50	1,386 EUR	-451
Gold	15 min	n/a	1,266	33.41	1,327 EUR	-556
S&P 500	1 hour	n/a	513	37.82	1,269 EUR	-499
Gold	30 min	n/a	1,295	33.90	1,108 EUR	-675
S&P 500	30 min	n/a	995	35.98	1,045 EUR	-839
S&P 500	15 min	n/a	1,424	36.87	884 EUR	-515
S&P 500	4 hours	n/a	169	42.60	818 EUR	-582
Gold	10 min	n/a	1,309	32.62	683 EUR	-523

Charts

Results by run

Top 10 of 37 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

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

DEFPARAM CumulateOrders = false

ONCE hlv = 0
ONCE trending = 0

tenkan = (highest[20](high) + lowest[20](low)) / 2
kijun = (highest[60](high) + lowest[60](low)) / 2
leada = (tenkan + kijun) / 2
leadb = (highest[120](high) + lowest[120](low)) / 2

emafifty = ExponentialAverage[50](close)
ematwohundred = ExponentialAverage[200](close)
efi = ExponentialAverage[13]((close - close[1]) * volume)

myAtr = AverageTrueRange[14](close)
smahigh = Average[10](high) + myAtr
smalow = Average[10](low) - myAtr

38 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

IchimokuEMASMAATRVolume

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 Ichimoku EMA Trend Filter 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 37 market and timeframe combinations. The best run was USD/JPY, 30 minutes, with a profit factor of 1.22 over 1,317 trades.

How large was the drawdown?

The best run had a maximum drawdown of 97,060 USD at the tested position size, against a net result of 464,480 USD.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

EMA 8 21 RSI Filtered Bracket

Best run on the same market, USD/JPY.

1.09 PF · 6,194 trades

EMA 20/50 Cross

Also a trend strategy.

1.22 PF · 1,288 trades

Want strategies that are already part of a live portfolio? Join the ProRealAlgos waitlist.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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

Join the ProRealAlgos Community

Sign up is paused. All spots are currently filled.Leave your email and we’ll reach out as slots open.

When are you looking to start?

Within 6 months 6–12 months Just exploring