Strategies / Momentum / MACD Level Cross Long

MACD Level Cross Long

This idea buys when the MACD line crosses above a small negative level relative to price. It closes the long when the MACD line crosses above a small positive level, with a stop 0.05% below entry.

MomentumLong onlySwingDow JonesDaily

4.70Profit factor

5,215Net profit EUR

2.44%Win rate

246Trades

-1,270Max drawdown

21.20Avg trade

Best run of 6. Dow Jones, Daily, spread 3, from run pf:2026-10-12-DOW30-D.tsv:17.

Entry rules, long

A long is opened only when no long position is already open.

Exit rules

A stop loss sits 0.05% below the entry price.

Test conditions

Period	Up to 2026-10-12
Instrument	Dow Jones, Daily
Spread	3 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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Dow JonesBest run	Daily	4.70	246	2.44	5,215 EUR	-1,270
EUR/USD	3 min	n/a	1,806	36.27	131,688 USD	-38,021
EUR/USD	2 min	n/a	1,158	36.44	64,794 USD	-41,809
EUR/USD	10 min	n/a	2,886	31.36	41,276 USD	-34,736
Nikkei 225	Daily	n/a	199	2.01	4,606 USD	-3,672
Dow Jones	4 hours	n/a	176	9.66	2,566 EUR	-2,098

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// MACD Level Cross Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

myMacd = ExponentialAverage[12](close) - ExponentialAverage[26](close)
linebuy = close * (-0.017391) / 100
linesell = close * 0.008696 / 100

11 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

MACDEMA

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 MACD Level Cross 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 6 market and timeframe combinations. The best run was Dow Jones, Daily, with a profit factor of 4.70 over 246 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,270 EUR at the tested position size, against a net result of 5,215 EUR.

Does it trade long, short or both?

It only takes long trades.

Slow MACD Slope

Uses the same indicator.

6.80 PF · 7,305 trades

Turtle Trade

Best run on the same market, Dow Jones.

2.42 PF · 6,324 trades

MACD Level Crossover Long

Also a momentum strategy.

4.83 PF · 241 trades

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Copy trading on US indices is available to ProRealAlgos members as spots open.

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