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Strategies / Momentum / MACD Histogram Turn Filter

MACD Histogram Turn Filter

Closes a position when the MACD histogram turns through zero against it. When flat, buys on a histogram turn from negative to positive if the 9-period Hull average is at or above the 200-period average, and sells short on the opposite turn otherwise.

MomentumLong & shortSwingGold1 hour
n/aProfit factor
1,472Net profit EUR
32.41%Win rate
4,159Trades
-968Max drawdown
0.35Avg trade

Best run of 10. Gold, 1 hour, spread 0.6, from run sweeps:2026-10-04-GOLD-1h-opt.tsv:35.

Entry rules, long

  2. The 9-period Hull moving average is at or above the 200-period simple moving average

Entry rules, short

  2. The 9-period Hull moving average is below the 200-period simple moving average

Exit rules

  2. The MACD histogram turns from negative to positive while short, closing the short position

Test conditions

PeriodUp to 2026-10-04
InstrumentGold, 1 hour
Spread0.6 points
Starting capital1,000,000
CostsSpread only. Commissions and overnight financing are not included.
BarsUp to 200,000 bars, fewer where the instrument has less history
Last tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GoldBest run1 hourn/a 4,15932.411,472 EUR-968
USD/JPYDailyn/a 49134.221,787,250 USD-457,840
USD/JPY4 hoursn/a 1,19437.35477,530 USD-129,490
EUR/USDDailyn/a 48737.58102,537 USD-26,835
Nikkei 225Dailyn/a 40339.4532,123 USD-13,680
SilverDailyn/a 44231.9024,991 USD-22,927
GBP/USDDailyn/a 50938.7011,278 USD-3,284
DAX 40Dailyn/a 57638.377,666 EUR-5,549
GoldDailyn/a 49637.902,419 EUR-1,133
Gold4 hoursn/a 1,08835.751,760 EUR-638

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// MACD Histogram Turn Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

myMacd = MACDLine[12,26,9](close)
hist = myMacd - ExponentialAverage[9](myMacd)
wmahalf = WeightedAverage[4](close)
wmafull = WeightedAverage[9](close)
rawhma = 2 * wmahalf - wmafull
hma = WeightedAverage[3](rawhma)
sma = Average[200](close)

17 more lines: the entry and exit rules.

Setup

How to load it

  1. Copy the code with the copy button on the code block.
  2. 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".
  3. Paste the code, give the system a name and save it.
  4. Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

MACDHull MAWMAEMASMA
Read this firstKnown weaknesses3 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 968 EUR is large next to the net profit of 1,472 EUR.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run MACD Histogram Turn Filter 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 10 market and timeframe combinations. The best run by trade count was Gold, 1 hour, with 4,159 trades.

How large was the drawdown?

The best run had a maximum drawdown of 968 EUR at the tested position size, against a net result of 1,472 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

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CCI Breakout

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1.08 PF · 6,065 trades

ATR Momentum

Also a momentum strategy.

n/a PF · 15,021 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.comStatsDocs