Strategies / Trend / MA Cross Pullback

MA Cross Pullback: Entering Trends After the First Dip

After the 15 SMA crosses the 100 SMA, the system waits for price to close on the wrong side of the 15 SMA and then back through it. A close beyond the 100 SMA cancels the setup. Trades end at a 150 point stop or when an opposite entry reverses them.

TrendLong & shortIntradayGold2 min

n/aProfit factor

1,624Net profit EUR

36.74%Win rate

1,105Trades

-820Max drawdown

1.47Avg trade

Best run of 17. Gold, 2 min, spread 0.6, from run sweeps:2026-09-20-GOLD-2m-opt.tsv:3.

Entry rules, long

The 15-period SMA has crossed above the 100-period SMA
Members only
Price closes back above the 15 SMA
The setup is cancelled by any close below the 100 SMA

Entry rules, short

The 15-period SMA has crossed below the 100-period SMA
Members only
Price closes back below the 15 SMA
The setup is cancelled by any close above the 100 SMA

Exit rules

Members only
An opposite entry reverses the position

Test conditions

Period	Up to 2026-09-20
Instrument	Gold, 2 minutes
Spread	0.6 points
Contracts	1
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	2026-09-21

Parameters

positionSize Contracts per trade	1
fastPeriod Fast SMA length	15
slowPeriod Slow SMA length	100
stopLossPoints Protective stop in points	150

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
GoldBest run	2 min	n/a	1,105	36.74	1,624 EUR	-820
USD/JPY	Daily	n/a	80	13.75	909,310 JPY	-748,100
USD/JPY	10 min	n/a	1,088	37.68	626,730 JPY	-240,590
USD/JPY	4 hours	n/a	189	30.69	608,410 JPY	-346,200
USD/JPY	5 min	n/a	999	36.94	478,280 JPY	-159,550
USD/JPY	15 min	n/a	1,056	37.59	469,080 JPY	-351,910
EUR/USD	Daily	n/a	73	20.55	151,656 USD	-32,530
Silver	3 min	n/a	1,097	36.46	43,616 USD	-11,318
Silver	2 min	n/a	1,086	35.54	26,842 USD	-20,073
GBP/USD	Daily	n/a	106	18.87	10,953 USD	-5,481
Nasdaq 100	Daily	n/a	69	21.74	8,969 EUR	-3,126
Brent Crude	3 min	n/a	1,070	36.54	6,737 EUR	-2,641
US Crude Oil	3 min	n/a	1,072	36.75	6,372 EUR	-4,128
US Crude Oil	4 hours	n/a	148	23.65	6,249 EUR	-4,949
Brent Crude	Daily	n/a	44	9.09	5,036 EUR	-3,777
S&P 500	Daily	n/a	74	40.54	3,769 EUR	-1,018
Gold	15 min	n/a	1,059	36.54	2,680 EUR	-1,000

Charts

Results by run

Net profit against max drawdown

Net profitMax drawdown

The code

ProBuilder, rewritten to house standard

Every file in the library uses the same header, the same section order and the same variable names. The numbers above were produced by the original version before the rewrite, and the rewrite has not yet been compiled in ProRealTime.

// ============================================================
// MA Cross Pullback
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 2 minutes
// ============================================================

// --- Settings ---
DEFPARAM CumulateOrders = false

// --- Parameters ---
positionSize = 1          // contracts per trade
fastPeriod = 15           // fast SMA
slowPeriod = 100          // slow SMA
stopLossPoints = 150      // protective stop in points

// Setup flags, carried from bar to bar.
ONCE longCrossSeen = 0
ONCE longPullbackSeen = 0
ONCE shortCrossSeen = 0
ONCE shortPullbackSeen = 0

// --- Indicators ---
fastMA = Average[fastPeriod](close)
slowMA = Average[slowPeriod](close)

49 more lines: the entry and exit rules.

Read this first

Known weaknesses

Profit factor was not recorded because only sweep data exists.
The best run's average trade is only EUR 1.47 with a 36.74% win rate, so small changes in spread could remove the profit.
There is no profit target or rule exit, so open profits can give back a lot before a reversal or stop.
USD/JPY rows show huge figures like a JPY 748,100.0 drawdown on Daily, a sign the 150 point stop does not suit that price scale.

Indicators used

SMA

How to load it

Copy the code with the copy button above 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.

Questions

About this strategy

Is MA Cross Pullback usable in ProOrder?

Yes, it only uses moving averages and a fixed stop. The rewritten code is not compile-checked, so run it on demo first.

How did it do on other markets?

Gold 2 minutes made EUR 1,623.9 and Gold 15 minutes EUR 2,680.0. S&P 500 Daily made EUR 3,768.77 on 74 trades.

What drawdown with 1 contract?

On Gold 2 minutes the max drawdown was EUR 820.1 with 1 contract, and on Gold 15 minutes EUR 999.8.

Why such a short timeframe?

The pullback pattern forms often on 2 minute Gold bars, giving 1,105 trades. The thin EUR 1.47 average trade means costs matter a lot there.

Bollinger Squeeze

Uses the same indicator.

14.30 PF · 86 trades

Triple Band Market Model

Best run on the same market, Gold.

2.27 PF · 203 trades

Long-Term Moving Average Cross

Also a trend strategy.

12.31 PF · 61 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