Strategies / Trend / MACD Histogram With SMA Trend

MACD Histogram With SMA Trend

Buys when the MACD histogram turns from negative to positive with the MACD line above zero, a 12-period average above a 26-period average, and the close 26 bars ago above the 200-period average. Sells whenever the 26-period average is below the 200-period average.

TrendLong onlyIntradayS&P 50030 min

1.47Profit factor

2,735Net profit EUR

45.10%Win rate

408Trades

-649Max drawdown

6.70Avg trade

Best run of 40. S&P 500, 30 min, spread 1, from run pf:2026-10-04-USA500-30m.tsv:6.

Entry rules, long

The MACD line is above zero
The 12-period SMA is above the 26-period SMA
The close 26 bars ago is above the 200-period SMA

Exit rules

While the 26-period SMA is below the 200-period SMA, any open long is closed and no new buy is taken

Test conditions

Period	Up to 2026-10-04
Instrument	S&P 500, 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	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
S&P 500Best run	30 min	1.47	408	45.10	2,735 EUR	-649
USD/JPY	15 min	n/a	383	39.43	450,430 USD	-148,020
USD/JPY	30 min	n/a	398	40.70	411,920 USD	-172,450
USD/JPY	10 min	n/a	403	41.19	286,490 USD	-196,220
USD/JPY	1 hour	n/a	274	36.50	240,960 USD	-195,960
EUR/USD	Daily	n/a	17	58.82	84,779 USD	-27,892
Nikkei 225	Daily	n/a	26	46.15	41,289 USD	-17,162
EUR/USD	4 hours	n/a	77	45.45	34,000 USD	-31,282
Nikkei 225	4 hours	n/a	55	34.55	30,046 USD	-8,636
Dow Jones	Daily	n/a	31	64.52	23,193 EUR	-9,334
Nikkei 225	1 hour	n/a	194	41.24	21,518 USD	-6,426
Silver	2 min	n/a	384	38.54	19,704 USD	-10,131
Nasdaq 100	Daily	n/a	21	61.90	19,610 EUR	-5,066
Nasdaq 100	4 hours	n/a	69	52.17	17,793 EUR	-2,958
DAX 40	Daily	n/a	30	56.67	15,537 EUR	-5,221
Silver	15 min	n/a	406	35.22	14,533 USD	-13,362
Nikkei 225	15 min	n/a	420	38.81	13,619 USD	-10,461
Dow Jones	15 min	n/a	307	42.02	13,316 EUR	-4,770
Nasdaq 100	30 min	n/a	417	43.41	11,351 EUR	-3,234
Nikkei 225	30 min	n/a	416	36.78	10,235 USD	-9,923
Nasdaq 100	1 hour	n/a	266	42.86	8,293 EUR	-3,770
DAX 40	1 hour	n/a	228	37.28	7,526 EUR	-3,578
Nasdaq 100	15 min	n/a	411	43.55	7,067 EUR	-4,116
S&P 500	Daily	n/a	31	67.74	4,348 EUR	-947
Gold	Daily	n/a	20	55.00	3,825 EUR	-1,190
S&P 500	4 hours	n/a	63	53.97	3,622 EUR	-733
Brent Crude	10 min	n/a	402	37.06	3,589 EUR	-3,413
Nasdaq 100	3 min	n/a	409	36.92	3,542 EUR	-2,215
Brent Crude	2 min	n/a	379	38.52	3,097 EUR	-2,299
Nasdaq 100	2 min	n/a	408	39.22	2,693 EUR	-2,278
Gold	4 hours	n/a	61	45.90	2,542 EUR	-962
Dow Jones	1 min	n/a	385	34.55	2,507 EUR	-1,375
FTSE 100	Daily	n/a	24	50.00	2,457 EUR	-2,246
Gold	5 min	n/a	381	39.11	2,353 EUR	-779
Gold	30 min	n/a	396	37.37	1,967 EUR	-615
Gold	15 min	n/a	382	36.13	1,716 EUR	-908
Gold	1 hour	n/a	241	41.91	1,712 EUR	-1,442
Gold	10 min	n/a	384	38.80	1,605 EUR	-423
S&P 500	15 min	n/a	395	41.77	1,271 EUR	-719
S&P 500	1 hour	n/a	278	40.29	1,002 EUR	-770

Charts

Results by run

Top 10 of 40 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// MACD Histogram With SMA Trend
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

myMacd = MACDline[12,26,9](close)
sig = ExponentialAverage[9](myMacd)
hist = myMacd - sig
fast = Average[12](close)
slow = Average[26](close)
trend = Average[200](close)

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

MACDSMAEMA

Longer historyRe-run on up to 1,000,000 barsS&P 500 · 30 min · older data -392.75 EUR

On the long run with 228,000 bars the net result was 2,342 EUR, against 2,735 EUR on the standard 200,000-bar run. The older data alone gave -393 EUR.

S&P 500 · 30 min

Bars available	228,000
Net, standard 200,000-bar run	2,734.58 EUR
Net, long run	2,341.83 EUR
Net on the older data alone	-392.75 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 -393 EUR.

Questions

About this strategy

Can I run MACD Histogram With SMA Trend 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 40 market and timeframe combinations. The best run was S&P 500, 30 minutes, with a profit factor of 1.47 over 408 trades.

How large was the drawdown?

The best run had a maximum drawdown of 649 EUR at the tested position size, against a net result of 2,735 EUR.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

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CCI Sign With EMA Alignment

Best run on the same market, S&P 500.

1.23 PF · 1,253 trades

EMA Crossover With ATR Risk Limits

Also a trend strategy.

1.47 PF · 230 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

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